CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6822 |
1.6762 |
-0.0060 |
-0.4% |
1.6870 |
| High |
1.6871 |
1.6801 |
-0.0070 |
-0.4% |
1.6992 |
| Low |
1.6748 |
1.6727 |
-0.0021 |
-0.1% |
1.6827 |
| Close |
1.6766 |
1.6791 |
0.0025 |
0.1% |
1.6838 |
| Range |
0.0123 |
0.0074 |
-0.0049 |
-39.8% |
0.0165 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.0% |
0.0000 |
| Volume |
115,702 |
81,568 |
-34,134 |
-29.5% |
382,418 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6995 |
1.6967 |
1.6832 |
|
| R3 |
1.6921 |
1.6893 |
1.6811 |
|
| R2 |
1.6847 |
1.6847 |
1.6805 |
|
| R1 |
1.6819 |
1.6819 |
1.6798 |
1.6833 |
| PP |
1.6773 |
1.6773 |
1.6773 |
1.6780 |
| S1 |
1.6745 |
1.6745 |
1.6784 |
1.6759 |
| S2 |
1.6699 |
1.6699 |
1.6777 |
|
| S3 |
1.6625 |
1.6671 |
1.6771 |
|
| S4 |
1.6551 |
1.6597 |
1.6750 |
|
|
| 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 |
1.6939 |
1.6727 |
0.0212 |
1.3% |
0.0087 |
0.5% |
30% |
False |
True |
81,460 |
| 10 |
1.6992 |
1.6727 |
0.0265 |
1.6% |
0.0077 |
0.5% |
24% |
False |
True |
78,972 |
| 20 |
1.6992 |
1.6727 |
0.0265 |
1.6% |
0.0068 |
0.4% |
24% |
False |
True |
69,325 |
| 40 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0071 |
0.4% |
63% |
False |
False |
71,814 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0077 |
0.5% |
63% |
False |
False |
59,688 |
| 80 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0083 |
0.5% |
73% |
False |
False |
44,888 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0080 |
0.5% |
73% |
False |
False |
35,930 |
| 120 |
1.6992 |
1.6122 |
0.0870 |
5.2% |
0.0074 |
0.4% |
77% |
False |
False |
30,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7116 |
|
2.618 |
1.6995 |
|
1.618 |
1.6921 |
|
1.000 |
1.6875 |
|
0.618 |
1.6847 |
|
HIGH |
1.6801 |
|
0.618 |
1.6773 |
|
0.500 |
1.6764 |
|
0.382 |
1.6755 |
|
LOW |
1.6727 |
|
0.618 |
1.6681 |
|
1.000 |
1.6653 |
|
1.618 |
1.6607 |
|
2.618 |
1.6533 |
|
4.250 |
1.6413 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6782 |
1.6803 |
| PP |
1.6773 |
1.6799 |
| S1 |
1.6764 |
1.6795 |
|