CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 27-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6972 |
1.7015 |
0.0043 |
0.3% |
1.7009 |
| High |
1.7030 |
1.7042 |
0.0012 |
0.1% |
1.7042 |
| Low |
1.6960 |
1.6997 |
0.0037 |
0.2% |
1.6941 |
| Close |
1.7014 |
1.7011 |
-0.0003 |
0.0% |
1.7011 |
| Range |
0.0070 |
0.0045 |
-0.0025 |
-35.7% |
0.0101 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
103,703 |
61,061 |
-42,642 |
-41.1% |
406,615 |
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7152 |
1.7126 |
1.7036 |
|
| R3 |
1.7107 |
1.7081 |
1.7023 |
|
| R2 |
1.7062 |
1.7062 |
1.7019 |
|
| R1 |
1.7036 |
1.7036 |
1.7015 |
1.7027 |
| PP |
1.7017 |
1.7017 |
1.7017 |
1.7012 |
| S1 |
1.6991 |
1.6991 |
1.7007 |
1.6982 |
| S2 |
1.6972 |
1.6972 |
1.7003 |
|
| S3 |
1.6927 |
1.6946 |
1.6999 |
|
| S4 |
1.6882 |
1.6901 |
1.6986 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7301 |
1.7257 |
1.7067 |
|
| R3 |
1.7200 |
1.7156 |
1.7039 |
|
| R2 |
1.7099 |
1.7099 |
1.7030 |
|
| R1 |
1.7055 |
1.7055 |
1.7020 |
1.7077 |
| PP |
1.6998 |
1.6998 |
1.6998 |
1.7009 |
| S1 |
1.6954 |
1.6954 |
1.7002 |
1.6976 |
| S2 |
1.6897 |
1.6897 |
1.6992 |
|
| S3 |
1.6796 |
1.6853 |
1.6983 |
|
| S4 |
1.6695 |
1.6752 |
1.6955 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7042 |
1.6941 |
0.0101 |
0.6% |
0.0057 |
0.3% |
69% |
True |
False |
81,323 |
| 10 |
1.7051 |
1.6897 |
0.0154 |
0.9% |
0.0062 |
0.4% |
74% |
False |
False |
87,496 |
| 20 |
1.7051 |
1.6690 |
0.0361 |
2.1% |
0.0072 |
0.4% |
89% |
False |
False |
70,524 |
| 40 |
1.7051 |
1.6680 |
0.0371 |
2.2% |
0.0070 |
0.4% |
89% |
False |
False |
35,564 |
| 60 |
1.7051 |
1.6550 |
0.0501 |
2.9% |
0.0065 |
0.4% |
92% |
False |
False |
23,771 |
| 80 |
1.7051 |
1.6448 |
0.0603 |
3.5% |
0.0060 |
0.4% |
93% |
False |
False |
17,842 |
| 100 |
1.7051 |
1.6241 |
0.0810 |
4.8% |
0.0050 |
0.3% |
95% |
False |
False |
14,274 |
| 120 |
1.7051 |
1.6241 |
0.0810 |
4.8% |
0.0042 |
0.2% |
95% |
False |
False |
11,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7233 |
|
2.618 |
1.7160 |
|
1.618 |
1.7115 |
|
1.000 |
1.7087 |
|
0.618 |
1.7070 |
|
HIGH |
1.7042 |
|
0.618 |
1.7025 |
|
0.500 |
1.7020 |
|
0.382 |
1.7014 |
|
LOW |
1.6997 |
|
0.618 |
1.6969 |
|
1.000 |
1.6952 |
|
1.618 |
1.6924 |
|
2.618 |
1.6879 |
|
4.250 |
1.6806 |
|
|
| Fisher Pivots for day following 27-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7020 |
1.7005 |
| PP |
1.7017 |
1.6998 |
| S1 |
1.7014 |
1.6992 |
|