CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 03-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6734 |
1.6735 |
0.0001 |
0.0% |
1.6820 |
| High |
1.6750 |
1.6769 |
0.0019 |
0.1% |
1.6866 |
| Low |
1.6713 |
1.6719 |
0.0006 |
0.0% |
1.6680 |
| Close |
1.6732 |
1.6732 |
0.0000 |
0.0% |
1.6750 |
| Range |
0.0037 |
0.0050 |
0.0013 |
35.1% |
0.0186 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
5,979 |
1,162 |
-4,817 |
-80.6% |
6,042 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6890 |
1.6861 |
1.6760 |
|
| R3 |
1.6840 |
1.6811 |
1.6746 |
|
| R2 |
1.6790 |
1.6790 |
1.6741 |
|
| R1 |
1.6761 |
1.6761 |
1.6737 |
1.6751 |
| PP |
1.6740 |
1.6740 |
1.6740 |
1.6735 |
| S1 |
1.6711 |
1.6711 |
1.6727 |
1.6701 |
| S2 |
1.6690 |
1.6690 |
1.6723 |
|
| S3 |
1.6640 |
1.6661 |
1.6718 |
|
| S4 |
1.6590 |
1.6611 |
1.6705 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7323 |
1.7223 |
1.6852 |
|
| R3 |
1.7137 |
1.7037 |
1.6801 |
|
| R2 |
1.6951 |
1.6951 |
1.6784 |
|
| R1 |
1.6851 |
1.6851 |
1.6767 |
1.6808 |
| PP |
1.6765 |
1.6765 |
1.6765 |
1.6744 |
| S1 |
1.6665 |
1.6665 |
1.6733 |
1.6622 |
| S2 |
1.6579 |
1.6579 |
1.6716 |
|
| S3 |
1.6393 |
1.6479 |
1.6699 |
|
| S4 |
1.6207 |
1.6293 |
1.6648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6800 |
1.6680 |
0.0120 |
0.7% |
0.0061 |
0.4% |
43% |
False |
False |
2,560 |
| 10 |
1.6905 |
1.6680 |
0.0225 |
1.3% |
0.0065 |
0.4% |
23% |
False |
False |
1,468 |
| 20 |
1.6978 |
1.6680 |
0.0298 |
1.8% |
0.0068 |
0.4% |
17% |
False |
False |
934 |
| 40 |
1.6978 |
1.6559 |
0.0419 |
2.5% |
0.0062 |
0.4% |
41% |
False |
False |
569 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0057 |
0.3% |
54% |
False |
False |
400 |
| 80 |
1.6978 |
1.6375 |
0.0603 |
3.6% |
0.0045 |
0.3% |
59% |
False |
False |
301 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0037 |
0.2% |
67% |
False |
False |
241 |
| 120 |
1.6978 |
1.6230 |
0.0748 |
4.5% |
0.0031 |
0.2% |
67% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6982 |
|
2.618 |
1.6900 |
|
1.618 |
1.6850 |
|
1.000 |
1.6819 |
|
0.618 |
1.6800 |
|
HIGH |
1.6769 |
|
0.618 |
1.6750 |
|
0.500 |
1.6744 |
|
0.382 |
1.6738 |
|
LOW |
1.6719 |
|
0.618 |
1.6688 |
|
1.000 |
1.6669 |
|
1.618 |
1.6638 |
|
2.618 |
1.6588 |
|
4.250 |
1.6507 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6744 |
1.6738 |
| PP |
1.6740 |
1.6736 |
| S1 |
1.6736 |
1.6734 |
|