CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6863 |
1.6822 |
-0.0041 |
-0.2% |
1.6870 |
| High |
1.6879 |
1.6871 |
-0.0008 |
0.0% |
1.6992 |
| Low |
1.6815 |
1.6748 |
-0.0067 |
-0.4% |
1.6827 |
| Close |
1.6818 |
1.6766 |
-0.0052 |
-0.3% |
1.6838 |
| Range |
0.0064 |
0.0123 |
0.0059 |
92.2% |
0.0165 |
| ATR |
0.0071 |
0.0074 |
0.0004 |
5.3% |
0.0000 |
| Volume |
65,208 |
115,702 |
50,494 |
77.4% |
382,418 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7164 |
1.7088 |
1.6834 |
|
| R3 |
1.7041 |
1.6965 |
1.6800 |
|
| R2 |
1.6918 |
1.6918 |
1.6789 |
|
| R1 |
1.6842 |
1.6842 |
1.6777 |
1.6819 |
| PP |
1.6795 |
1.6795 |
1.6795 |
1.6783 |
| S1 |
1.6719 |
1.6719 |
1.6755 |
1.6696 |
| S2 |
1.6672 |
1.6672 |
1.6743 |
|
| S3 |
1.6549 |
1.6596 |
1.6732 |
|
| S4 |
1.6426 |
1.6473 |
1.6698 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7381 |
1.7274 |
1.6929 |
|
| R3 |
1.7216 |
1.7109 |
1.6883 |
|
| R2 |
1.7051 |
1.7051 |
1.6868 |
|
| R1 |
1.6944 |
1.6944 |
1.6853 |
1.6915 |
| PP |
1.6886 |
1.6886 |
1.6886 |
1.6871 |
| S1 |
1.6779 |
1.6779 |
1.6823 |
1.6750 |
| S2 |
1.6721 |
1.6721 |
1.6808 |
|
| S3 |
1.6556 |
1.6614 |
1.6793 |
|
| S4 |
1.6391 |
1.6449 |
1.6747 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6969 |
1.6748 |
0.0221 |
1.3% |
0.0082 |
0.5% |
8% |
False |
True |
85,425 |
| 10 |
1.6992 |
1.6748 |
0.0244 |
1.5% |
0.0074 |
0.4% |
7% |
False |
True |
76,293 |
| 20 |
1.6992 |
1.6712 |
0.0280 |
1.7% |
0.0069 |
0.4% |
19% |
False |
False |
69,343 |
| 40 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0073 |
0.4% |
58% |
False |
False |
72,740 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0077 |
0.5% |
58% |
False |
False |
58,355 |
| 80 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0083 |
0.5% |
70% |
False |
False |
43,870 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0080 |
0.5% |
70% |
False |
False |
35,115 |
| 120 |
1.6992 |
1.6062 |
0.0930 |
5.5% |
0.0073 |
0.4% |
76% |
False |
False |
29,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7394 |
|
2.618 |
1.7193 |
|
1.618 |
1.7070 |
|
1.000 |
1.6994 |
|
0.618 |
1.6947 |
|
HIGH |
1.6871 |
|
0.618 |
1.6824 |
|
0.500 |
1.6810 |
|
0.382 |
1.6795 |
|
LOW |
1.6748 |
|
0.618 |
1.6672 |
|
1.000 |
1.6625 |
|
1.618 |
1.6549 |
|
2.618 |
1.6426 |
|
4.250 |
1.6225 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6810 |
1.6824 |
| PP |
1.6795 |
1.6804 |
| S1 |
1.6781 |
1.6785 |
|