CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6716 |
1.6759 |
0.0043 |
0.3% |
1.6830 |
| High |
1.6776 |
1.6764 |
-0.0012 |
-0.1% |
1.6880 |
| Low |
1.6715 |
1.6724 |
0.0009 |
0.1% |
1.6691 |
| Close |
1.6762 |
1.6744 |
-0.0018 |
-0.1% |
1.6762 |
| Range |
0.0061 |
0.0040 |
-0.0021 |
-34.4% |
0.0189 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
81,795 |
75,139 |
-6,656 |
-8.1% |
339,393 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6864 |
1.6844 |
1.6766 |
|
| R3 |
1.6824 |
1.6804 |
1.6755 |
|
| R2 |
1.6784 |
1.6784 |
1.6751 |
|
| R1 |
1.6764 |
1.6764 |
1.6748 |
1.6754 |
| PP |
1.6744 |
1.6744 |
1.6744 |
1.6739 |
| S1 |
1.6724 |
1.6724 |
1.6740 |
1.6714 |
| S2 |
1.6704 |
1.6704 |
1.6737 |
|
| S3 |
1.6664 |
1.6684 |
1.6733 |
|
| S4 |
1.6624 |
1.6644 |
1.6722 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7345 |
1.7242 |
1.6866 |
|
| R3 |
1.7156 |
1.7053 |
1.6814 |
|
| R2 |
1.6967 |
1.6967 |
1.6797 |
|
| R1 |
1.6864 |
1.6864 |
1.6779 |
1.6821 |
| PP |
1.6778 |
1.6778 |
1.6778 |
1.6756 |
| S1 |
1.6675 |
1.6675 |
1.6745 |
1.6632 |
| S2 |
1.6589 |
1.6589 |
1.6727 |
|
| S3 |
1.6400 |
1.6486 |
1.6710 |
|
| S4 |
1.6211 |
1.6297 |
1.6658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6880 |
1.6691 |
0.0189 |
1.1% |
0.0074 |
0.4% |
28% |
False |
False |
82,906 |
| 10 |
1.6919 |
1.6691 |
0.0228 |
1.4% |
0.0069 |
0.4% |
23% |
False |
False |
74,754 |
| 20 |
1.6992 |
1.6691 |
0.0301 |
1.8% |
0.0072 |
0.4% |
18% |
False |
False |
75,309 |
| 40 |
1.6992 |
1.6545 |
0.0447 |
2.7% |
0.0071 |
0.4% |
45% |
False |
False |
71,393 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0074 |
0.4% |
54% |
False |
False |
72,194 |
| 80 |
1.6992 |
1.6259 |
0.0733 |
4.4% |
0.0079 |
0.5% |
66% |
False |
False |
54,959 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0082 |
0.5% |
67% |
False |
False |
44,018 |
| 120 |
1.6992 |
1.6194 |
0.0798 |
4.8% |
0.0078 |
0.5% |
69% |
False |
False |
36,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6934 |
|
2.618 |
1.6869 |
|
1.618 |
1.6829 |
|
1.000 |
1.6804 |
|
0.618 |
1.6789 |
|
HIGH |
1.6764 |
|
0.618 |
1.6749 |
|
0.500 |
1.6744 |
|
0.382 |
1.6739 |
|
LOW |
1.6724 |
|
0.618 |
1.6699 |
|
1.000 |
1.6684 |
|
1.618 |
1.6659 |
|
2.618 |
1.6619 |
|
4.250 |
1.6554 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6744 |
1.6741 |
| PP |
1.6744 |
1.6737 |
| S1 |
1.6744 |
1.6734 |
|