CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6795 |
1.6790 |
-0.0005 |
0.0% |
1.6734 |
| High |
1.6820 |
1.6806 |
-0.0014 |
-0.1% |
1.6834 |
| Low |
1.6772 |
1.6730 |
-0.0042 |
-0.3% |
1.6690 |
| Close |
1.6782 |
1.6742 |
-0.0040 |
-0.2% |
1.6798 |
| Range |
0.0048 |
0.0076 |
0.0028 |
58.3% |
0.0144 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.2% |
0.0000 |
| Volume |
29,694 |
80,841 |
51,147 |
172.2% |
22,803 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6987 |
1.6941 |
1.6784 |
|
| R3 |
1.6911 |
1.6865 |
1.6763 |
|
| R2 |
1.6835 |
1.6835 |
1.6756 |
|
| R1 |
1.6789 |
1.6789 |
1.6749 |
1.6774 |
| PP |
1.6759 |
1.6759 |
1.6759 |
1.6752 |
| S1 |
1.6713 |
1.6713 |
1.6735 |
1.6698 |
| S2 |
1.6683 |
1.6683 |
1.6728 |
|
| S3 |
1.6607 |
1.6637 |
1.6721 |
|
| S4 |
1.6531 |
1.6561 |
1.6700 |
|
|
| 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% |
0.0071 |
0.4% |
36% |
False |
False |
25,239 |
| 10 |
1.6834 |
1.6680 |
0.0154 |
0.9% |
0.0066 |
0.4% |
40% |
False |
False |
13,899 |
| 20 |
1.6905 |
1.6680 |
0.0225 |
1.3% |
0.0068 |
0.4% |
28% |
False |
False |
7,183 |
| 40 |
1.6978 |
1.6665 |
0.0313 |
1.9% |
0.0062 |
0.4% |
25% |
False |
False |
3,699 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0062 |
0.4% |
55% |
False |
False |
2,502 |
| 80 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0050 |
0.3% |
55% |
False |
False |
1,878 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0040 |
0.2% |
68% |
False |
False |
1,503 |
| 120 |
1.6978 |
1.6230 |
0.0748 |
4.5% |
0.0034 |
0.2% |
68% |
False |
False |
1,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7129 |
|
2.618 |
1.7005 |
|
1.618 |
1.6929 |
|
1.000 |
1.6882 |
|
0.618 |
1.6853 |
|
HIGH |
1.6806 |
|
0.618 |
1.6777 |
|
0.500 |
1.6768 |
|
0.382 |
1.6759 |
|
LOW |
1.6730 |
|
0.618 |
1.6683 |
|
1.000 |
1.6654 |
|
1.618 |
1.6607 |
|
2.618 |
1.6531 |
|
4.250 |
1.6407 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6768 |
1.6782 |
| PP |
1.6759 |
1.6769 |
| S1 |
1.6751 |
1.6755 |
|