CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6866 |
1.6830 |
-0.0036 |
-0.2% |
1.6819 |
| High |
1.6873 |
1.6880 |
0.0007 |
0.0% |
1.6919 |
| Low |
1.6809 |
1.6780 |
-0.0029 |
-0.2% |
1.6799 |
| Close |
1.6816 |
1.6808 |
-0.0008 |
0.0% |
1.6816 |
| Range |
0.0064 |
0.0100 |
0.0036 |
56.3% |
0.0120 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
2.9% |
0.0000 |
| Volume |
55,260 |
82,661 |
27,401 |
49.6% |
333,013 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7123 |
1.7065 |
1.6863 |
|
| R3 |
1.7023 |
1.6965 |
1.6836 |
|
| R2 |
1.6923 |
1.6923 |
1.6826 |
|
| R1 |
1.6865 |
1.6865 |
1.6817 |
1.6844 |
| PP |
1.6823 |
1.6823 |
1.6823 |
1.6812 |
| S1 |
1.6765 |
1.6765 |
1.6799 |
1.6744 |
| S2 |
1.6723 |
1.6723 |
1.6790 |
|
| S3 |
1.6623 |
1.6665 |
1.6781 |
|
| S4 |
1.6523 |
1.6565 |
1.6753 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7205 |
1.7130 |
1.6882 |
|
| R3 |
1.7085 |
1.7010 |
1.6849 |
|
| R2 |
1.6965 |
1.6965 |
1.6838 |
|
| R1 |
1.6890 |
1.6890 |
1.6827 |
1.6868 |
| PP |
1.6845 |
1.6845 |
1.6845 |
1.6833 |
| S1 |
1.6770 |
1.6770 |
1.6805 |
1.6748 |
| S2 |
1.6725 |
1.6725 |
1.6794 |
|
| S3 |
1.6605 |
1.6650 |
1.6783 |
|
| S4 |
1.6485 |
1.6530 |
1.6750 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6919 |
1.6780 |
0.0139 |
0.8% |
0.0077 |
0.5% |
20% |
False |
True |
72,508 |
| 10 |
1.6919 |
1.6727 |
0.0192 |
1.1% |
0.0075 |
0.4% |
42% |
False |
False |
73,991 |
| 20 |
1.6992 |
1.6727 |
0.0265 |
1.6% |
0.0073 |
0.4% |
31% |
False |
False |
74,148 |
| 40 |
1.6992 |
1.6545 |
0.0447 |
2.7% |
0.0071 |
0.4% |
59% |
False |
False |
70,505 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0075 |
0.4% |
66% |
False |
False |
67,265 |
| 80 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0080 |
0.5% |
76% |
False |
False |
50,823 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0082 |
0.5% |
76% |
False |
False |
40,703 |
| 120 |
1.6992 |
1.6194 |
0.0798 |
4.7% |
0.0077 |
0.5% |
77% |
False |
False |
34,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7305 |
|
2.618 |
1.7142 |
|
1.618 |
1.7042 |
|
1.000 |
1.6980 |
|
0.618 |
1.6942 |
|
HIGH |
1.6880 |
|
0.618 |
1.6842 |
|
0.500 |
1.6830 |
|
0.382 |
1.6818 |
|
LOW |
1.6780 |
|
0.618 |
1.6718 |
|
1.000 |
1.6680 |
|
1.618 |
1.6618 |
|
2.618 |
1.6518 |
|
4.250 |
1.6355 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6830 |
1.6848 |
| PP |
1.6823 |
1.6834 |
| S1 |
1.6815 |
1.6821 |
|