CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6790 |
1.6741 |
-0.0049 |
-0.3% |
1.6734 |
| High |
1.6806 |
1.6799 |
-0.0007 |
0.0% |
1.6834 |
| Low |
1.6730 |
1.6726 |
-0.0004 |
0.0% |
1.6690 |
| Close |
1.6742 |
1.6781 |
0.0039 |
0.2% |
1.6798 |
| Range |
0.0076 |
0.0073 |
-0.0003 |
-3.9% |
0.0144 |
| ATR |
0.0066 |
0.0066 |
0.0001 |
0.8% |
0.0000 |
| Volume |
80,841 |
101,969 |
21,128 |
26.1% |
22,803 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6988 |
1.6957 |
1.6821 |
|
| R3 |
1.6915 |
1.6884 |
1.6801 |
|
| R2 |
1.6842 |
1.6842 |
1.6794 |
|
| R1 |
1.6811 |
1.6811 |
1.6788 |
1.6827 |
| PP |
1.6769 |
1.6769 |
1.6769 |
1.6776 |
| S1 |
1.6738 |
1.6738 |
1.6774 |
1.6754 |
| S2 |
1.6696 |
1.6696 |
1.6768 |
|
| S3 |
1.6623 |
1.6665 |
1.6761 |
|
| S4 |
1.6550 |
1.6592 |
1.6741 |
|
|
| 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 |
1.6710 |
0.0124 |
0.7% |
0.0073 |
0.4% |
57% |
False |
False |
45,252 |
| 10 |
1.6834 |
1.6680 |
0.0154 |
0.9% |
0.0062 |
0.4% |
66% |
False |
False |
23,978 |
| 20 |
1.6905 |
1.6680 |
0.0225 |
1.3% |
0.0068 |
0.4% |
45% |
False |
False |
12,266 |
| 40 |
1.6978 |
1.6665 |
0.0313 |
1.9% |
0.0062 |
0.4% |
37% |
False |
False |
6,244 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0062 |
0.4% |
63% |
False |
False |
4,202 |
| 80 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0051 |
0.3% |
63% |
False |
False |
3,153 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0041 |
0.2% |
73% |
False |
False |
2,523 |
| 120 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0034 |
0.2% |
73% |
False |
False |
2,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7109 |
|
2.618 |
1.6990 |
|
1.618 |
1.6917 |
|
1.000 |
1.6872 |
|
0.618 |
1.6844 |
|
HIGH |
1.6799 |
|
0.618 |
1.6771 |
|
0.500 |
1.6763 |
|
0.382 |
1.6754 |
|
LOW |
1.6726 |
|
0.618 |
1.6681 |
|
1.000 |
1.6653 |
|
1.618 |
1.6608 |
|
2.618 |
1.6535 |
|
4.250 |
1.6416 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6775 |
1.6778 |
| PP |
1.6769 |
1.6776 |
| S1 |
1.6763 |
1.6773 |
|