CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6745 |
1.6749 |
0.0004 |
0.0% |
1.6830 |
| High |
1.6782 |
1.6768 |
-0.0014 |
-0.1% |
1.6880 |
| Low |
1.6729 |
1.6697 |
-0.0032 |
-0.2% |
1.6691 |
| Close |
1.6744 |
1.6742 |
-0.0002 |
0.0% |
1.6762 |
| Range |
0.0053 |
0.0071 |
0.0018 |
34.0% |
0.0189 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.1% |
0.0000 |
| Volume |
63,124 |
73,953 |
10,829 |
17.2% |
339,393 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6949 |
1.6916 |
1.6781 |
|
| R3 |
1.6878 |
1.6845 |
1.6762 |
|
| R2 |
1.6807 |
1.6807 |
1.6755 |
|
| R1 |
1.6774 |
1.6774 |
1.6749 |
1.6755 |
| PP |
1.6736 |
1.6736 |
1.6736 |
1.6726 |
| S1 |
1.6703 |
1.6703 |
1.6735 |
1.6684 |
| S2 |
1.6665 |
1.6665 |
1.6729 |
|
| S3 |
1.6594 |
1.6632 |
1.6722 |
|
| S4 |
1.6523 |
1.6561 |
1.6703 |
|
|
| 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 |
1.6782 |
1.6691 |
0.0091 |
0.5% |
0.0055 |
0.3% |
56% |
False |
False |
74,149 |
| 10 |
1.6919 |
1.6691 |
0.0228 |
1.4% |
0.0071 |
0.4% |
22% |
False |
False |
77,203 |
| 20 |
1.6982 |
1.6691 |
0.0291 |
1.7% |
0.0070 |
0.4% |
18% |
False |
False |
75,777 |
| 40 |
1.6992 |
1.6598 |
0.0394 |
2.4% |
0.0071 |
0.4% |
37% |
False |
False |
71,608 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0073 |
0.4% |
53% |
False |
False |
73,663 |
| 80 |
1.6992 |
1.6368 |
0.0624 |
3.7% |
0.0078 |
0.5% |
60% |
False |
False |
56,665 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0082 |
0.5% |
67% |
False |
False |
45,388 |
| 120 |
1.6992 |
1.6194 |
0.0798 |
4.8% |
0.0078 |
0.5% |
69% |
False |
False |
37,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7070 |
|
2.618 |
1.6954 |
|
1.618 |
1.6883 |
|
1.000 |
1.6839 |
|
0.618 |
1.6812 |
|
HIGH |
1.6768 |
|
0.618 |
1.6741 |
|
0.500 |
1.6733 |
|
0.382 |
1.6724 |
|
LOW |
1.6697 |
|
0.618 |
1.6653 |
|
1.000 |
1.6626 |
|
1.618 |
1.6582 |
|
2.618 |
1.6511 |
|
4.250 |
1.6395 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6739 |
1.6741 |
| PP |
1.6736 |
1.6740 |
| S1 |
1.6733 |
1.6740 |
|