CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7015 |
1.7025 |
0.0010 |
0.1% |
1.7009 |
| High |
1.7042 |
1.7105 |
0.0063 |
0.4% |
1.7042 |
| Low |
1.6997 |
1.6998 |
0.0001 |
0.0% |
1.6941 |
| Close |
1.7011 |
1.7095 |
0.0084 |
0.5% |
1.7011 |
| Range |
0.0045 |
0.0107 |
0.0062 |
137.8% |
0.0101 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
3.7% |
0.0000 |
| Volume |
61,061 |
96,352 |
35,291 |
57.8% |
406,615 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7387 |
1.7348 |
1.7154 |
|
| R3 |
1.7280 |
1.7241 |
1.7124 |
|
| R2 |
1.7173 |
1.7173 |
1.7115 |
|
| R1 |
1.7134 |
1.7134 |
1.7105 |
1.7154 |
| PP |
1.7066 |
1.7066 |
1.7066 |
1.7076 |
| S1 |
1.7027 |
1.7027 |
1.7085 |
1.7047 |
| S2 |
1.6959 |
1.6959 |
1.7075 |
|
| S3 |
1.6852 |
1.6920 |
1.7066 |
|
| S4 |
1.6745 |
1.6813 |
1.7036 |
|
|
| 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 |
1.7105 |
1.6941 |
0.0164 |
1.0% |
0.0068 |
0.4% |
94% |
True |
False |
88,458 |
| 10 |
1.7105 |
1.6897 |
0.0208 |
1.2% |
0.0067 |
0.4% |
95% |
True |
False |
89,285 |
| 20 |
1.7105 |
1.6690 |
0.0415 |
2.4% |
0.0075 |
0.4% |
98% |
True |
False |
75,043 |
| 40 |
1.7105 |
1.6680 |
0.0425 |
2.5% |
0.0071 |
0.4% |
98% |
True |
False |
37,967 |
| 60 |
1.7105 |
1.6550 |
0.0555 |
3.2% |
0.0066 |
0.4% |
98% |
True |
False |
25,376 |
| 80 |
1.7105 |
1.6448 |
0.0657 |
3.8% |
0.0061 |
0.4% |
98% |
True |
False |
19,046 |
| 100 |
1.7105 |
1.6241 |
0.0864 |
5.1% |
0.0051 |
0.3% |
99% |
True |
False |
15,238 |
| 120 |
1.7105 |
1.6241 |
0.0864 |
5.1% |
0.0043 |
0.3% |
99% |
True |
False |
12,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7560 |
|
2.618 |
1.7385 |
|
1.618 |
1.7278 |
|
1.000 |
1.7212 |
|
0.618 |
1.7171 |
|
HIGH |
1.7105 |
|
0.618 |
1.7064 |
|
0.500 |
1.7052 |
|
0.382 |
1.7039 |
|
LOW |
1.6998 |
|
0.618 |
1.6932 |
|
1.000 |
1.6891 |
|
1.618 |
1.6825 |
|
2.618 |
1.6718 |
|
4.250 |
1.6543 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7081 |
1.7074 |
| PP |
1.7066 |
1.7053 |
| S1 |
1.7052 |
1.7033 |
|