CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6685 |
1.6700 |
0.0015 |
0.1% |
1.6781 |
| High |
1.6693 |
1.6736 |
0.0043 |
0.3% |
1.6781 |
| Low |
1.6685 |
1.6700 |
0.0015 |
0.1% |
1.6681 |
| Close |
1.6693 |
1.6736 |
0.0043 |
0.3% |
1.6736 |
| Range |
0.0008 |
0.0036 |
0.0028 |
350.0% |
0.0100 |
| ATR |
0.0037 |
0.0038 |
0.0000 |
1.1% |
0.0000 |
| Volume |
3 |
1 |
-2 |
-66.7% |
6 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6832 |
1.6820 |
1.6756 |
|
| R3 |
1.6796 |
1.6784 |
1.6746 |
|
| R2 |
1.6760 |
1.6760 |
1.6743 |
|
| R1 |
1.6748 |
1.6748 |
1.6739 |
1.6754 |
| PP |
1.6724 |
1.6724 |
1.6724 |
1.6727 |
| S1 |
1.6712 |
1.6712 |
1.6733 |
1.6718 |
| S2 |
1.6688 |
1.6688 |
1.6729 |
|
| S3 |
1.6652 |
1.6676 |
1.6726 |
|
| S4 |
1.6616 |
1.6640 |
1.6716 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7033 |
1.6984 |
1.6791 |
|
| R3 |
1.6933 |
1.6884 |
1.6764 |
|
| R2 |
1.6833 |
1.6833 |
1.6754 |
|
| R1 |
1.6784 |
1.6784 |
1.6745 |
1.6759 |
| PP |
1.6733 |
1.6733 |
1.6733 |
1.6720 |
| S1 |
1.6684 |
1.6684 |
1.6727 |
1.6659 |
| S2 |
1.6633 |
1.6633 |
1.6718 |
|
| S3 |
1.6533 |
1.6584 |
1.6709 |
|
| S4 |
1.6433 |
1.6484 |
1.6681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6789 |
1.6681 |
0.0108 |
0.6% |
0.0011 |
0.1% |
51% |
False |
False |
1 |
| 10 |
1.6865 |
1.6681 |
0.0184 |
1.1% |
0.0006 |
0.0% |
30% |
False |
False |
1 |
| 20 |
1.6952 |
1.6681 |
0.0271 |
1.6% |
0.0011 |
0.1% |
20% |
False |
False |
1 |
| 40 |
1.6952 |
1.6544 |
0.0408 |
2.4% |
0.0011 |
0.1% |
47% |
False |
False |
9 |
| 60 |
1.6952 |
1.6459 |
0.0493 |
2.9% |
0.0009 |
0.1% |
56% |
False |
False |
7 |
| 80 |
1.6952 |
1.6269 |
0.0683 |
4.1% |
0.0007 |
0.0% |
68% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6889 |
|
2.618 |
1.6830 |
|
1.618 |
1.6794 |
|
1.000 |
1.6772 |
|
0.618 |
1.6758 |
|
HIGH |
1.6736 |
|
0.618 |
1.6722 |
|
0.500 |
1.6718 |
|
0.382 |
1.6714 |
|
LOW |
1.6700 |
|
0.618 |
1.6678 |
|
1.000 |
1.6664 |
|
1.618 |
1.6642 |
|
2.618 |
1.6606 |
|
4.250 |
1.6547 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6730 |
1.6727 |
| PP |
1.6724 |
1.6718 |
| S1 |
1.6718 |
1.6709 |
|