CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6913 |
1.6964 |
0.0051 |
0.3% |
1.6795 |
| High |
1.6979 |
1.6997 |
0.0018 |
0.1% |
1.6979 |
| Low |
1.6825 |
1.6946 |
0.0121 |
0.7% |
1.6726 |
| Close |
1.6955 |
1.6965 |
0.0010 |
0.1% |
1.6955 |
| Range |
0.0154 |
0.0051 |
-0.0103 |
-66.9% |
0.0253 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
152,093 |
78,468 |
-73,625 |
-48.4% |
512,720 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7122 |
1.7095 |
1.6993 |
|
| R3 |
1.7071 |
1.7044 |
1.6979 |
|
| R2 |
1.7020 |
1.7020 |
1.6974 |
|
| R1 |
1.6993 |
1.6993 |
1.6970 |
1.7007 |
| PP |
1.6969 |
1.6969 |
1.6969 |
1.6976 |
| S1 |
1.6942 |
1.6942 |
1.6960 |
1.6956 |
| S2 |
1.6918 |
1.6918 |
1.6956 |
|
| S3 |
1.6867 |
1.6891 |
1.6951 |
|
| S4 |
1.6816 |
1.6840 |
1.6937 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7646 |
1.7553 |
1.7094 |
|
| R3 |
1.7393 |
1.7300 |
1.7025 |
|
| R2 |
1.7140 |
1.7140 |
1.7001 |
|
| R1 |
1.7047 |
1.7047 |
1.6978 |
1.7094 |
| PP |
1.6887 |
1.6887 |
1.6887 |
1.6910 |
| S1 |
1.6794 |
1.6794 |
1.6932 |
1.6841 |
| S2 |
1.6634 |
1.6634 |
1.6909 |
|
| S3 |
1.6381 |
1.6541 |
1.6885 |
|
| S4 |
1.6128 |
1.6288 |
1.6816 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6997 |
1.6726 |
0.0271 |
1.6% |
0.0100 |
0.6% |
88% |
True |
False |
112,298 |
| 10 |
1.6997 |
1.6690 |
0.0307 |
1.8% |
0.0083 |
0.5% |
90% |
True |
False |
60,801 |
| 20 |
1.6997 |
1.6680 |
0.0317 |
1.9% |
0.0073 |
0.4% |
90% |
True |
False |
31,097 |
| 40 |
1.6997 |
1.6680 |
0.0317 |
1.9% |
0.0067 |
0.4% |
90% |
True |
False |
15,703 |
| 60 |
1.6997 |
1.6448 |
0.0549 |
3.2% |
0.0064 |
0.4% |
94% |
True |
False |
10,509 |
| 80 |
1.6997 |
1.6448 |
0.0549 |
3.2% |
0.0055 |
0.3% |
94% |
True |
False |
7,886 |
| 100 |
1.6997 |
1.6241 |
0.0756 |
4.5% |
0.0045 |
0.3% |
96% |
True |
False |
6,310 |
| 120 |
1.6997 |
1.6241 |
0.0756 |
4.5% |
0.0037 |
0.2% |
96% |
True |
False |
5,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7214 |
|
2.618 |
1.7131 |
|
1.618 |
1.7080 |
|
1.000 |
1.7048 |
|
0.618 |
1.7029 |
|
HIGH |
1.6997 |
|
0.618 |
1.6978 |
|
0.500 |
1.6972 |
|
0.382 |
1.6965 |
|
LOW |
1.6946 |
|
0.618 |
1.6914 |
|
1.000 |
1.6895 |
|
1.618 |
1.6863 |
|
2.618 |
1.6812 |
|
4.250 |
1.6729 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6972 |
1.6939 |
| PP |
1.6969 |
1.6912 |
| S1 |
1.6967 |
1.6886 |
|