CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6741 |
1.6780 |
0.0039 |
0.2% |
1.6734 |
| High |
1.6799 |
1.6920 |
0.0121 |
0.7% |
1.6834 |
| Low |
1.6726 |
1.6775 |
0.0049 |
0.3% |
1.6690 |
| Close |
1.6781 |
1.6825 |
0.0044 |
0.3% |
1.6798 |
| Range |
0.0073 |
0.0145 |
0.0072 |
98.6% |
0.0144 |
| ATR |
0.0066 |
0.0072 |
0.0006 |
8.5% |
0.0000 |
| Volume |
101,969 |
148,123 |
46,154 |
45.3% |
22,803 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7275 |
1.7195 |
1.6905 |
|
| R3 |
1.7130 |
1.7050 |
1.6865 |
|
| R2 |
1.6985 |
1.6985 |
1.6852 |
|
| R1 |
1.6905 |
1.6905 |
1.6838 |
1.6945 |
| PP |
1.6840 |
1.6840 |
1.6840 |
1.6860 |
| S1 |
1.6760 |
1.6760 |
1.6812 |
1.6800 |
| S2 |
1.6695 |
1.6695 |
1.6798 |
|
| S3 |
1.6550 |
1.6615 |
1.6785 |
|
| S4 |
1.6405 |
1.6470 |
1.6745 |
|
|
| 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 |
1.6920 |
1.6726 |
0.0194 |
1.2% |
0.0081 |
0.5% |
51% |
True |
False |
74,055 |
| 10 |
1.6920 |
1.6690 |
0.0230 |
1.4% |
0.0072 |
0.4% |
59% |
True |
False |
38,620 |
| 20 |
1.6920 |
1.6680 |
0.0240 |
1.4% |
0.0069 |
0.4% |
60% |
True |
False |
19,657 |
| 40 |
1.6978 |
1.6680 |
0.0298 |
1.8% |
0.0064 |
0.4% |
49% |
False |
False |
9,945 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0064 |
0.4% |
71% |
False |
False |
6,670 |
| 80 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0053 |
0.3% |
71% |
False |
False |
5,004 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0043 |
0.3% |
79% |
False |
False |
4,004 |
| 120 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0036 |
0.2% |
79% |
False |
False |
3,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7536 |
|
2.618 |
1.7300 |
|
1.618 |
1.7155 |
|
1.000 |
1.7065 |
|
0.618 |
1.7010 |
|
HIGH |
1.6920 |
|
0.618 |
1.6865 |
|
0.500 |
1.6848 |
|
0.382 |
1.6830 |
|
LOW |
1.6775 |
|
0.618 |
1.6685 |
|
1.000 |
1.6630 |
|
1.618 |
1.6540 |
|
2.618 |
1.6395 |
|
4.250 |
1.6159 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6848 |
1.6824 |
| PP |
1.6840 |
1.6824 |
| S1 |
1.6833 |
1.6823 |
|