CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 01-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7025 |
1.7099 |
0.0074 |
0.4% |
1.7009 |
| High |
1.7105 |
1.7156 |
0.0051 |
0.3% |
1.7042 |
| Low |
1.6998 |
1.7086 |
0.0088 |
0.5% |
1.6941 |
| Close |
1.7095 |
1.7141 |
0.0046 |
0.3% |
1.7011 |
| Range |
0.0107 |
0.0070 |
-0.0037 |
-34.6% |
0.0101 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
96,352 |
83,903 |
-12,449 |
-12.9% |
406,615 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7338 |
1.7309 |
1.7180 |
|
| R3 |
1.7268 |
1.7239 |
1.7160 |
|
| R2 |
1.7198 |
1.7198 |
1.7154 |
|
| R1 |
1.7169 |
1.7169 |
1.7147 |
1.7184 |
| PP |
1.7128 |
1.7128 |
1.7128 |
1.7135 |
| S1 |
1.7099 |
1.7099 |
1.7135 |
1.7114 |
| S2 |
1.7058 |
1.7058 |
1.7128 |
|
| S3 |
1.6988 |
1.7029 |
1.7122 |
|
| S4 |
1.6918 |
1.6959 |
1.7103 |
|
|
| 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 |
1.7156 |
1.6941 |
0.0215 |
1.3% |
0.0068 |
0.4% |
93% |
True |
False |
84,863 |
| 10 |
1.7156 |
1.6897 |
0.0259 |
1.5% |
0.0069 |
0.4% |
94% |
True |
False |
89,767 |
| 20 |
1.7156 |
1.6690 |
0.0466 |
2.7% |
0.0076 |
0.4% |
97% |
True |
False |
79,180 |
| 40 |
1.7156 |
1.6680 |
0.0476 |
2.8% |
0.0072 |
0.4% |
97% |
True |
False |
40,057 |
| 60 |
1.7156 |
1.6559 |
0.0597 |
3.5% |
0.0067 |
0.4% |
97% |
True |
False |
26,773 |
| 80 |
1.7156 |
1.6448 |
0.0708 |
4.1% |
0.0062 |
0.4% |
98% |
True |
False |
20,095 |
| 100 |
1.7156 |
1.6375 |
0.0781 |
4.6% |
0.0051 |
0.3% |
98% |
True |
False |
16,077 |
| 120 |
1.7156 |
1.6241 |
0.0915 |
5.3% |
0.0043 |
0.3% |
98% |
True |
False |
13,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7454 |
|
2.618 |
1.7339 |
|
1.618 |
1.7269 |
|
1.000 |
1.7226 |
|
0.618 |
1.7199 |
|
HIGH |
1.7156 |
|
0.618 |
1.7129 |
|
0.500 |
1.7121 |
|
0.382 |
1.7113 |
|
LOW |
1.7086 |
|
0.618 |
1.7043 |
|
1.000 |
1.7016 |
|
1.618 |
1.6973 |
|
2.618 |
1.6903 |
|
4.250 |
1.6789 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7134 |
1.7120 |
| PP |
1.7128 |
1.7098 |
| S1 |
1.7121 |
1.7077 |
|