CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6789 |
1.6926 |
0.0137 |
0.8% |
1.6808 |
| High |
1.6931 |
1.6993 |
0.0062 |
0.4% |
1.6993 |
| Low |
1.6787 |
1.6837 |
0.0050 |
0.3% |
1.6737 |
| Close |
1.6837 |
1.6968 |
0.0131 |
0.8% |
1.6968 |
| Range |
0.0144 |
0.0156 |
0.0012 |
8.3% |
0.0256 |
| ATR |
0.0076 |
0.0082 |
0.0006 |
7.5% |
0.0000 |
| Volume |
189,453 |
46,663 |
-142,790 |
-75.4% |
606,434 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7401 |
1.7340 |
1.7054 |
|
| R3 |
1.7245 |
1.7184 |
1.7011 |
|
| R2 |
1.7089 |
1.7089 |
1.6997 |
|
| R1 |
1.7028 |
1.7028 |
1.6982 |
1.7059 |
| PP |
1.6933 |
1.6933 |
1.6933 |
1.6948 |
| S1 |
1.6872 |
1.6872 |
1.6954 |
1.6903 |
| S2 |
1.6777 |
1.6777 |
1.6939 |
|
| S3 |
1.6621 |
1.6716 |
1.6925 |
|
| S4 |
1.6465 |
1.6560 |
1.6882 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7667 |
1.7574 |
1.7109 |
|
| R3 |
1.7411 |
1.7318 |
1.7038 |
|
| R2 |
1.7155 |
1.7155 |
1.7015 |
|
| R1 |
1.7062 |
1.7062 |
1.6991 |
1.7109 |
| PP |
1.6899 |
1.6899 |
1.6899 |
1.6923 |
| S1 |
1.6806 |
1.6806 |
1.6945 |
1.6853 |
| S2 |
1.6643 |
1.6643 |
1.6921 |
|
| S3 |
1.6387 |
1.6550 |
1.6898 |
|
| S4 |
1.6131 |
1.6294 |
1.6827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6993 |
1.6737 |
0.0256 |
1.5% |
0.0099 |
0.6% |
90% |
True |
False |
121,286 |
| 10 |
1.6993 |
1.6697 |
0.0296 |
1.7% |
0.0083 |
0.5% |
92% |
True |
False |
103,085 |
| 20 |
1.6993 |
1.6691 |
0.0302 |
1.8% |
0.0077 |
0.5% |
92% |
True |
False |
88,251 |
| 40 |
1.6993 |
1.6691 |
0.0302 |
1.8% |
0.0073 |
0.4% |
92% |
True |
False |
78,788 |
| 60 |
1.6993 |
1.6455 |
0.0538 |
3.2% |
0.0073 |
0.4% |
95% |
True |
False |
77,293 |
| 80 |
1.6993 |
1.6455 |
0.0538 |
3.2% |
0.0077 |
0.5% |
95% |
True |
False |
66,829 |
| 100 |
1.6993 |
1.6239 |
0.0754 |
4.4% |
0.0082 |
0.5% |
97% |
True |
False |
53,560 |
| 120 |
1.6993 |
1.6239 |
0.0754 |
4.4% |
0.0080 |
0.5% |
97% |
True |
False |
44,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7656 |
|
2.618 |
1.7401 |
|
1.618 |
1.7245 |
|
1.000 |
1.7149 |
|
0.618 |
1.7089 |
|
HIGH |
1.6993 |
|
0.618 |
1.6933 |
|
0.500 |
1.6915 |
|
0.382 |
1.6897 |
|
LOW |
1.6837 |
|
0.618 |
1.6741 |
|
1.000 |
1.6681 |
|
1.618 |
1.6585 |
|
2.618 |
1.6429 |
|
4.250 |
1.6174 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6950 |
1.6934 |
| PP |
1.6933 |
1.6899 |
| S1 |
1.6915 |
1.6865 |
|