CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6968 |
1.6948 |
-0.0020 |
-0.1% |
1.6795 |
| High |
1.6977 |
1.6992 |
0.0015 |
0.1% |
1.6979 |
| Low |
1.6925 |
1.6897 |
-0.0028 |
-0.2% |
1.6726 |
| Close |
1.6943 |
1.6942 |
-0.0001 |
0.0% |
1.6955 |
| Range |
0.0052 |
0.0095 |
0.0043 |
82.7% |
0.0253 |
| ATR |
0.0074 |
0.0076 |
0.0001 |
2.0% |
0.0000 |
| Volume |
79,080 |
113,514 |
34,434 |
43.5% |
512,720 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7229 |
1.7180 |
1.6994 |
|
| R3 |
1.7134 |
1.7085 |
1.6968 |
|
| R2 |
1.7039 |
1.7039 |
1.6959 |
|
| R1 |
1.6990 |
1.6990 |
1.6951 |
1.6967 |
| PP |
1.6944 |
1.6944 |
1.6944 |
1.6932 |
| S1 |
1.6895 |
1.6895 |
1.6933 |
1.6872 |
| S2 |
1.6849 |
1.6849 |
1.6925 |
|
| S3 |
1.6754 |
1.6800 |
1.6916 |
|
| S4 |
1.6659 |
1.6705 |
1.6890 |
|
|
| 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 |
1.6775 |
0.0222 |
1.3% |
0.0099 |
0.6% |
75% |
False |
False |
114,255 |
| 10 |
1.6997 |
1.6710 |
0.0287 |
1.7% |
0.0086 |
0.5% |
81% |
False |
False |
79,754 |
| 20 |
1.6997 |
1.6680 |
0.0317 |
1.9% |
0.0076 |
0.4% |
83% |
False |
False |
40,687 |
| 40 |
1.6997 |
1.6680 |
0.0317 |
1.9% |
0.0069 |
0.4% |
83% |
False |
False |
20,516 |
| 60 |
1.6997 |
1.6472 |
0.0525 |
3.1% |
0.0065 |
0.4% |
90% |
False |
False |
13,716 |
| 80 |
1.6997 |
1.6448 |
0.0549 |
3.2% |
0.0057 |
0.3% |
90% |
False |
False |
10,293 |
| 100 |
1.6997 |
1.6241 |
0.0756 |
4.5% |
0.0046 |
0.3% |
93% |
False |
False |
8,235 |
| 120 |
1.6997 |
1.6241 |
0.0756 |
4.5% |
0.0038 |
0.2% |
93% |
False |
False |
6,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7396 |
|
2.618 |
1.7241 |
|
1.618 |
1.7146 |
|
1.000 |
1.7087 |
|
0.618 |
1.7051 |
|
HIGH |
1.6992 |
|
0.618 |
1.6956 |
|
0.500 |
1.6945 |
|
0.382 |
1.6933 |
|
LOW |
1.6897 |
|
0.618 |
1.6838 |
|
1.000 |
1.6802 |
|
1.618 |
1.6743 |
|
2.618 |
1.6648 |
|
4.250 |
1.6493 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6945 |
1.6947 |
| PP |
1.6944 |
1.6945 |
| S1 |
1.6943 |
1.6944 |
|