CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6762 |
1.6786 |
0.0024 |
0.1% |
1.6848 |
| High |
1.6801 |
1.6840 |
0.0039 |
0.2% |
1.6899 |
| Low |
1.6727 |
1.6780 |
0.0053 |
0.3% |
1.6727 |
| Close |
1.6791 |
1.6817 |
0.0026 |
0.2% |
1.6817 |
| Range |
0.0074 |
0.0060 |
-0.0014 |
-18.9% |
0.0172 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
81,568 |
61,760 |
-19,808 |
-24.3% |
376,223 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6992 |
1.6965 |
1.6850 |
|
| R3 |
1.6932 |
1.6905 |
1.6834 |
|
| R2 |
1.6872 |
1.6872 |
1.6828 |
|
| R1 |
1.6845 |
1.6845 |
1.6823 |
1.6859 |
| PP |
1.6812 |
1.6812 |
1.6812 |
1.6819 |
| S1 |
1.6785 |
1.6785 |
1.6812 |
1.6799 |
| S2 |
1.6752 |
1.6752 |
1.6806 |
|
| S3 |
1.6692 |
1.6725 |
1.6801 |
|
| S4 |
1.6632 |
1.6665 |
1.6784 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7330 |
1.7246 |
1.6912 |
|
| R3 |
1.7158 |
1.7074 |
1.6864 |
|
| R2 |
1.6986 |
1.6986 |
1.6849 |
|
| R1 |
1.6902 |
1.6902 |
1.6833 |
1.6858 |
| PP |
1.6814 |
1.6814 |
1.6814 |
1.6793 |
| S1 |
1.6730 |
1.6730 |
1.6801 |
1.6686 |
| S2 |
1.6642 |
1.6642 |
1.6785 |
|
| S3 |
1.6470 |
1.6558 |
1.6770 |
|
| S4 |
1.6298 |
1.6386 |
1.6722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6899 |
1.6727 |
0.0172 |
1.0% |
0.0076 |
0.5% |
52% |
False |
False |
75,244 |
| 10 |
1.6992 |
1.6727 |
0.0265 |
1.6% |
0.0074 |
0.4% |
34% |
False |
False |
75,864 |
| 20 |
1.6992 |
1.6727 |
0.0265 |
1.6% |
0.0068 |
0.4% |
34% |
False |
False |
69,747 |
| 40 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0071 |
0.4% |
67% |
False |
False |
71,388 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0077 |
0.5% |
67% |
False |
False |
60,494 |
| 80 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0082 |
0.5% |
77% |
False |
False |
45,657 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0080 |
0.5% |
77% |
False |
False |
36,547 |
| 120 |
1.6992 |
1.6122 |
0.0870 |
5.2% |
0.0075 |
0.4% |
80% |
False |
False |
30,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7095 |
|
2.618 |
1.6997 |
|
1.618 |
1.6937 |
|
1.000 |
1.6900 |
|
0.618 |
1.6877 |
|
HIGH |
1.6840 |
|
0.618 |
1.6817 |
|
0.500 |
1.6810 |
|
0.382 |
1.6803 |
|
LOW |
1.6780 |
|
0.618 |
1.6743 |
|
1.000 |
1.6720 |
|
1.618 |
1.6683 |
|
2.618 |
1.6623 |
|
4.250 |
1.6525 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6815 |
1.6811 |
| PP |
1.6812 |
1.6805 |
| S1 |
1.6810 |
1.6799 |
|