CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6981 |
1.7027 |
0.0046 |
0.3% |
1.6964 |
| High |
1.7051 |
1.7049 |
-0.0002 |
0.0% |
1.7051 |
| Low |
1.6974 |
1.6991 |
0.0017 |
0.1% |
1.6897 |
| Close |
1.7031 |
1.7001 |
-0.0030 |
-0.2% |
1.7001 |
| Range |
0.0077 |
0.0058 |
-0.0019 |
-24.7% |
0.0154 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
102,075 |
95,216 |
-6,859 |
-6.7% |
468,353 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7188 |
1.7152 |
1.7033 |
|
| R3 |
1.7130 |
1.7094 |
1.7017 |
|
| R2 |
1.7072 |
1.7072 |
1.7012 |
|
| R1 |
1.7036 |
1.7036 |
1.7006 |
1.7025 |
| PP |
1.7014 |
1.7014 |
1.7014 |
1.7008 |
| S1 |
1.6978 |
1.6978 |
1.6996 |
1.6967 |
| S2 |
1.6956 |
1.6956 |
1.6990 |
|
| S3 |
1.6898 |
1.6920 |
1.6985 |
|
| S4 |
1.6840 |
1.6862 |
1.6969 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7445 |
1.7377 |
1.7086 |
|
| R3 |
1.7291 |
1.7223 |
1.7043 |
|
| R2 |
1.7137 |
1.7137 |
1.7029 |
|
| R1 |
1.7069 |
1.7069 |
1.7015 |
1.7103 |
| PP |
1.6983 |
1.6983 |
1.6983 |
1.7000 |
| S1 |
1.6915 |
1.6915 |
1.6987 |
1.6949 |
| S2 |
1.6829 |
1.6829 |
1.6973 |
|
| S3 |
1.6675 |
1.6761 |
1.6959 |
|
| S4 |
1.6521 |
1.6607 |
1.6916 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7051 |
1.6897 |
0.0154 |
0.9% |
0.0067 |
0.4% |
68% |
False |
False |
93,670 |
| 10 |
1.7051 |
1.6726 |
0.0325 |
1.9% |
0.0083 |
0.5% |
85% |
False |
False |
98,107 |
| 20 |
1.7051 |
1.6680 |
0.0371 |
2.2% |
0.0076 |
0.4% |
87% |
False |
False |
50,506 |
| 40 |
1.7051 |
1.6680 |
0.0371 |
2.2% |
0.0070 |
0.4% |
87% |
False |
False |
25,433 |
| 60 |
1.7051 |
1.6544 |
0.0507 |
3.0% |
0.0065 |
0.4% |
90% |
False |
False |
17,002 |
| 80 |
1.7051 |
1.6448 |
0.0603 |
3.5% |
0.0058 |
0.3% |
92% |
False |
False |
12,759 |
| 100 |
1.7051 |
1.6241 |
0.0810 |
4.8% |
0.0047 |
0.3% |
94% |
False |
False |
10,208 |
| 120 |
1.7051 |
1.6241 |
0.0810 |
4.8% |
0.0040 |
0.2% |
94% |
False |
False |
8,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7296 |
|
2.618 |
1.7201 |
|
1.618 |
1.7143 |
|
1.000 |
1.7107 |
|
0.618 |
1.7085 |
|
HIGH |
1.7049 |
|
0.618 |
1.7027 |
|
0.500 |
1.7020 |
|
0.382 |
1.7013 |
|
LOW |
1.6991 |
|
0.618 |
1.6955 |
|
1.000 |
1.6933 |
|
1.618 |
1.6897 |
|
2.618 |
1.6839 |
|
4.250 |
1.6745 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7020 |
1.6992 |
| PP |
1.7014 |
1.6983 |
| S1 |
1.7007 |
1.6974 |
|