CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6810 |
1.6836 |
0.0026 |
0.2% |
1.6848 |
| High |
1.6864 |
1.6919 |
0.0055 |
0.3% |
1.6899 |
| Low |
1.6799 |
1.6829 |
0.0030 |
0.2% |
1.6727 |
| Close |
1.6836 |
1.6893 |
0.0057 |
0.3% |
1.6817 |
| Range |
0.0065 |
0.0090 |
0.0025 |
38.5% |
0.0172 |
| ATR |
0.0070 |
0.0072 |
0.0001 |
2.0% |
0.0000 |
| Volume |
59,451 |
100,805 |
41,354 |
69.6% |
376,223 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7150 |
1.7112 |
1.6943 |
|
| R3 |
1.7060 |
1.7022 |
1.6918 |
|
| R2 |
1.6970 |
1.6970 |
1.6910 |
|
| R1 |
1.6932 |
1.6932 |
1.6901 |
1.6951 |
| PP |
1.6880 |
1.6880 |
1.6880 |
1.6890 |
| S1 |
1.6842 |
1.6842 |
1.6885 |
1.6861 |
| S2 |
1.6790 |
1.6790 |
1.6877 |
|
| S3 |
1.6700 |
1.6752 |
1.6868 |
|
| S4 |
1.6610 |
1.6662 |
1.6844 |
|
|
| 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 |
1.6919 |
1.6727 |
0.0192 |
1.1% |
0.0066 |
0.4% |
86% |
True |
False |
71,343 |
| 10 |
1.6969 |
1.6727 |
0.0242 |
1.4% |
0.0074 |
0.4% |
69% |
False |
False |
78,384 |
| 20 |
1.6992 |
1.6727 |
0.0265 |
1.6% |
0.0070 |
0.4% |
63% |
False |
False |
73,034 |
| 40 |
1.6992 |
1.6499 |
0.0493 |
2.9% |
0.0071 |
0.4% |
80% |
False |
False |
71,267 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0075 |
0.4% |
82% |
False |
False |
63,979 |
| 80 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0080 |
0.5% |
87% |
False |
False |
48,308 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0082 |
0.5% |
87% |
False |
False |
38,681 |
| 120 |
1.6992 |
1.6194 |
0.0798 |
4.7% |
0.0076 |
0.4% |
88% |
False |
False |
32,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7302 |
|
2.618 |
1.7155 |
|
1.618 |
1.7065 |
|
1.000 |
1.7009 |
|
0.618 |
1.6975 |
|
HIGH |
1.6919 |
|
0.618 |
1.6885 |
|
0.500 |
1.6874 |
|
0.382 |
1.6863 |
|
LOW |
1.6829 |
|
0.618 |
1.6773 |
|
1.000 |
1.6739 |
|
1.618 |
1.6683 |
|
2.618 |
1.6593 |
|
4.250 |
1.6447 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6887 |
1.6882 |
| PP |
1.6880 |
1.6870 |
| S1 |
1.6874 |
1.6859 |
|