CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6801 |
1.6795 |
-0.0006 |
0.0% |
1.6734 |
| High |
1.6834 |
1.6820 |
-0.0014 |
-0.1% |
1.6834 |
| Low |
1.6769 |
1.6772 |
0.0003 |
0.0% |
1.6690 |
| Close |
1.6798 |
1.6782 |
-0.0016 |
-0.1% |
1.6798 |
| Range |
0.0065 |
0.0048 |
-0.0017 |
-26.2% |
0.0144 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
9,652 |
29,694 |
20,042 |
207.6% |
22,803 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6935 |
1.6907 |
1.6808 |
|
| R3 |
1.6887 |
1.6859 |
1.6795 |
|
| R2 |
1.6839 |
1.6839 |
1.6791 |
|
| R1 |
1.6811 |
1.6811 |
1.6786 |
1.6801 |
| PP |
1.6791 |
1.6791 |
1.6791 |
1.6787 |
| S1 |
1.6763 |
1.6763 |
1.6778 |
1.6753 |
| S2 |
1.6743 |
1.6743 |
1.6773 |
|
| S3 |
1.6695 |
1.6715 |
1.6769 |
|
| S4 |
1.6647 |
1.6667 |
1.6756 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7206 |
1.7146 |
1.6877 |
|
| R3 |
1.7062 |
1.7002 |
1.6838 |
|
| R2 |
1.6918 |
1.6918 |
1.6824 |
|
| R1 |
1.6858 |
1.6858 |
1.6811 |
1.6888 |
| PP |
1.6774 |
1.6774 |
1.6774 |
1.6789 |
| S1 |
1.6714 |
1.6714 |
1.6785 |
1.6744 |
| S2 |
1.6630 |
1.6630 |
1.6772 |
|
| S3 |
1.6486 |
1.6570 |
1.6758 |
|
| S4 |
1.6342 |
1.6426 |
1.6719 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6834 |
1.6690 |
0.0144 |
0.9% |
0.0066 |
0.4% |
64% |
False |
False |
9,303 |
| 10 |
1.6866 |
1.6680 |
0.0186 |
1.1% |
0.0068 |
0.4% |
55% |
False |
False |
5,853 |
| 20 |
1.6905 |
1.6680 |
0.0225 |
1.3% |
0.0067 |
0.4% |
45% |
False |
False |
3,153 |
| 40 |
1.6978 |
1.6665 |
0.0313 |
1.9% |
0.0061 |
0.4% |
37% |
False |
False |
1,687 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0061 |
0.4% |
63% |
False |
False |
1,155 |
| 80 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0049 |
0.3% |
63% |
False |
False |
868 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0040 |
0.2% |
73% |
False |
False |
695 |
| 120 |
1.6978 |
1.6230 |
0.0748 |
4.5% |
0.0033 |
0.2% |
74% |
False |
False |
579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7024 |
|
2.618 |
1.6946 |
|
1.618 |
1.6898 |
|
1.000 |
1.6868 |
|
0.618 |
1.6850 |
|
HIGH |
1.6820 |
|
0.618 |
1.6802 |
|
0.500 |
1.6796 |
|
0.382 |
1.6790 |
|
LOW |
1.6772 |
|
0.618 |
1.6742 |
|
1.000 |
1.6724 |
|
1.618 |
1.6694 |
|
2.618 |
1.6646 |
|
4.250 |
1.6568 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6796 |
1.6779 |
| PP |
1.6791 |
1.6775 |
| S1 |
1.6787 |
1.6772 |
|