CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 19-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6786 |
1.6819 |
0.0033 |
0.2% |
1.6848 |
| High |
1.6840 |
1.6842 |
0.0002 |
0.0% |
1.6899 |
| Low |
1.6780 |
1.6802 |
0.0022 |
0.1% |
1.6727 |
| Close |
1.6817 |
1.6814 |
-0.0003 |
0.0% |
1.6817 |
| Range |
0.0060 |
0.0040 |
-0.0020 |
-33.3% |
0.0172 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
61,760 |
53,132 |
-8,628 |
-14.0% |
376,223 |
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6939 |
1.6917 |
1.6836 |
|
| R3 |
1.6899 |
1.6877 |
1.6825 |
|
| R2 |
1.6859 |
1.6859 |
1.6821 |
|
| R1 |
1.6837 |
1.6837 |
1.6818 |
1.6828 |
| PP |
1.6819 |
1.6819 |
1.6819 |
1.6815 |
| S1 |
1.6797 |
1.6797 |
1.6810 |
1.6788 |
| S2 |
1.6779 |
1.6779 |
1.6807 |
|
| S3 |
1.6739 |
1.6757 |
1.6803 |
|
| S4 |
1.6699 |
1.6717 |
1.6792 |
|
|
| 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 |
1.6879 |
1.6727 |
0.0152 |
0.9% |
0.0072 |
0.4% |
57% |
False |
False |
75,474 |
| 10 |
1.6992 |
1.6727 |
0.0265 |
1.6% |
0.0075 |
0.4% |
33% |
False |
False |
78,195 |
| 20 |
1.6992 |
1.6727 |
0.0265 |
1.6% |
0.0068 |
0.4% |
33% |
False |
False |
71,441 |
| 40 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0071 |
0.4% |
67% |
False |
False |
71,037 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0076 |
0.5% |
67% |
False |
False |
61,358 |
| 80 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0082 |
0.5% |
76% |
False |
False |
46,316 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0081 |
0.5% |
76% |
False |
False |
37,078 |
| 120 |
1.6992 |
1.6122 |
0.0870 |
5.2% |
0.0075 |
0.4% |
80% |
False |
False |
30,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7012 |
|
2.618 |
1.6947 |
|
1.618 |
1.6907 |
|
1.000 |
1.6882 |
|
0.618 |
1.6867 |
|
HIGH |
1.6842 |
|
0.618 |
1.6827 |
|
0.500 |
1.6822 |
|
0.382 |
1.6817 |
|
LOW |
1.6802 |
|
0.618 |
1.6777 |
|
1.000 |
1.6762 |
|
1.618 |
1.6737 |
|
2.618 |
1.6697 |
|
4.250 |
1.6632 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6822 |
1.6804 |
| PP |
1.6819 |
1.6794 |
| S1 |
1.6817 |
1.6785 |
|