CME British Pound Future September 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 |
1.6735 |
1.6735 |
0.0000 |
0.0% |
1.6820 |
| High |
1.6769 |
1.6755 |
-0.0014 |
-0.1% |
1.6866 |
| Low |
1.6719 |
1.6690 |
-0.0029 |
-0.2% |
1.6680 |
| Close |
1.6732 |
1.6730 |
-0.0002 |
0.0% |
1.6750 |
| Range |
0.0050 |
0.0065 |
0.0015 |
30.0% |
0.0186 |
| ATR |
0.0063 |
0.0064 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,162 |
1,904 |
742 |
63.9% |
6,042 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6920 |
1.6890 |
1.6766 |
|
| R3 |
1.6855 |
1.6825 |
1.6748 |
|
| R2 |
1.6790 |
1.6790 |
1.6742 |
|
| R1 |
1.6760 |
1.6760 |
1.6736 |
1.6743 |
| PP |
1.6725 |
1.6725 |
1.6725 |
1.6716 |
| S1 |
1.6695 |
1.6695 |
1.6724 |
1.6678 |
| S2 |
1.6660 |
1.6660 |
1.6718 |
|
| S3 |
1.6595 |
1.6630 |
1.6712 |
|
| S4 |
1.6530 |
1.6565 |
1.6694 |
|
|
| 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 |
1.6769 |
1.6680 |
0.0089 |
0.5% |
0.0051 |
0.3% |
56% |
False |
False |
2,705 |
| 10 |
1.6905 |
1.6680 |
0.0225 |
1.3% |
0.0066 |
0.4% |
22% |
False |
False |
1,620 |
| 20 |
1.6968 |
1.6680 |
0.0288 |
1.7% |
0.0065 |
0.4% |
17% |
False |
False |
1,024 |
| 40 |
1.6978 |
1.6594 |
0.0384 |
2.3% |
0.0062 |
0.4% |
35% |
False |
False |
616 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0058 |
0.3% |
53% |
False |
False |
431 |
| 80 |
1.6978 |
1.6375 |
0.0603 |
3.6% |
0.0046 |
0.3% |
59% |
False |
False |
325 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0038 |
0.2% |
66% |
False |
False |
260 |
| 120 |
1.6978 |
1.6230 |
0.0748 |
4.5% |
0.0031 |
0.2% |
67% |
False |
False |
217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7031 |
|
2.618 |
1.6925 |
|
1.618 |
1.6860 |
|
1.000 |
1.6820 |
|
0.618 |
1.6795 |
|
HIGH |
1.6755 |
|
0.618 |
1.6730 |
|
0.500 |
1.6723 |
|
0.382 |
1.6715 |
|
LOW |
1.6690 |
|
0.618 |
1.6650 |
|
1.000 |
1.6625 |
|
1.618 |
1.6585 |
|
2.618 |
1.6520 |
|
4.250 |
1.6414 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6728 |
1.6730 |
| PP |
1.6725 |
1.6730 |
| S1 |
1.6723 |
1.6730 |
|