CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6807 |
1.6709 |
-0.0098 |
-0.6% |
1.6819 |
| High |
1.6813 |
1.6739 |
-0.0074 |
-0.4% |
1.6919 |
| Low |
1.6694 |
1.6691 |
-0.0003 |
0.0% |
1.6799 |
| Close |
1.6707 |
1.6719 |
0.0012 |
0.1% |
1.6816 |
| Range |
0.0119 |
0.0048 |
-0.0071 |
-59.7% |
0.0120 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
98,200 |
76,737 |
-21,463 |
-21.9% |
333,013 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6860 |
1.6838 |
1.6745 |
|
| R3 |
1.6812 |
1.6790 |
1.6732 |
|
| R2 |
1.6764 |
1.6764 |
1.6728 |
|
| R1 |
1.6742 |
1.6742 |
1.6723 |
1.6753 |
| PP |
1.6716 |
1.6716 |
1.6716 |
1.6722 |
| S1 |
1.6694 |
1.6694 |
1.6715 |
1.6705 |
| S2 |
1.6668 |
1.6668 |
1.6710 |
|
| S3 |
1.6620 |
1.6646 |
1.6706 |
|
| S4 |
1.6572 |
1.6598 |
1.6693 |
|
|
| 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 |
1.6915 |
1.6691 |
0.0224 |
1.3% |
0.0079 |
0.5% |
13% |
False |
True |
75,444 |
| 10 |
1.6919 |
1.6691 |
0.0228 |
1.4% |
0.0073 |
0.4% |
12% |
False |
True |
73,393 |
| 20 |
1.6992 |
1.6691 |
0.0301 |
1.8% |
0.0073 |
0.4% |
9% |
False |
True |
74,843 |
| 40 |
1.6992 |
1.6545 |
0.0447 |
2.7% |
0.0072 |
0.4% |
39% |
False |
False |
71,189 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0075 |
0.4% |
49% |
False |
False |
70,044 |
| 80 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0080 |
0.5% |
64% |
False |
False |
53,002 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0082 |
0.5% |
64% |
False |
False |
42,451 |
| 120 |
1.6992 |
1.6194 |
0.0798 |
4.8% |
0.0077 |
0.5% |
66% |
False |
False |
35,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6943 |
|
2.618 |
1.6865 |
|
1.618 |
1.6817 |
|
1.000 |
1.6787 |
|
0.618 |
1.6769 |
|
HIGH |
1.6739 |
|
0.618 |
1.6721 |
|
0.500 |
1.6715 |
|
0.382 |
1.6709 |
|
LOW |
1.6691 |
|
0.618 |
1.6661 |
|
1.000 |
1.6643 |
|
1.618 |
1.6613 |
|
2.618 |
1.6565 |
|
4.250 |
1.6487 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6718 |
1.6786 |
| PP |
1.6716 |
1.6763 |
| S1 |
1.6715 |
1.6741 |
|