CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 02-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7099 |
1.7141 |
0.0042 |
0.2% |
1.7009 |
| High |
1.7156 |
1.7169 |
0.0013 |
0.1% |
1.7042 |
| Low |
1.7086 |
1.7130 |
0.0044 |
0.3% |
1.6941 |
| Close |
1.7141 |
1.7153 |
0.0012 |
0.1% |
1.7011 |
| Range |
0.0070 |
0.0039 |
-0.0031 |
-44.3% |
0.0101 |
| ATR |
0.0073 |
0.0070 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
83,903 |
71,572 |
-12,331 |
-14.7% |
406,615 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7268 |
1.7249 |
1.7174 |
|
| R3 |
1.7229 |
1.7210 |
1.7164 |
|
| R2 |
1.7190 |
1.7190 |
1.7160 |
|
| R1 |
1.7171 |
1.7171 |
1.7157 |
1.7181 |
| PP |
1.7151 |
1.7151 |
1.7151 |
1.7155 |
| S1 |
1.7132 |
1.7132 |
1.7149 |
1.7142 |
| S2 |
1.7112 |
1.7112 |
1.7146 |
|
| S3 |
1.7073 |
1.7093 |
1.7142 |
|
| S4 |
1.7034 |
1.7054 |
1.7132 |
|
|
| 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 |
1.7169 |
1.6960 |
0.0209 |
1.2% |
0.0066 |
0.4% |
92% |
True |
False |
83,318 |
| 10 |
1.7169 |
1.6941 |
0.0228 |
1.3% |
0.0063 |
0.4% |
93% |
True |
False |
85,573 |
| 20 |
1.7169 |
1.6710 |
0.0459 |
2.7% |
0.0075 |
0.4% |
97% |
True |
False |
82,663 |
| 40 |
1.7169 |
1.6680 |
0.0489 |
2.9% |
0.0070 |
0.4% |
97% |
True |
False |
41,844 |
| 60 |
1.7169 |
1.6594 |
0.0575 |
3.4% |
0.0066 |
0.4% |
97% |
True |
False |
27,965 |
| 80 |
1.7169 |
1.6448 |
0.0721 |
4.2% |
0.0062 |
0.4% |
98% |
True |
False |
20,989 |
| 100 |
1.7169 |
1.6375 |
0.0794 |
4.6% |
0.0052 |
0.3% |
98% |
True |
False |
16,792 |
| 120 |
1.7169 |
1.6241 |
0.0928 |
5.4% |
0.0044 |
0.3% |
98% |
True |
False |
13,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7335 |
|
2.618 |
1.7271 |
|
1.618 |
1.7232 |
|
1.000 |
1.7208 |
|
0.618 |
1.7193 |
|
HIGH |
1.7169 |
|
0.618 |
1.7154 |
|
0.500 |
1.7150 |
|
0.382 |
1.7145 |
|
LOW |
1.7130 |
|
0.618 |
1.7106 |
|
1.000 |
1.7091 |
|
1.618 |
1.7067 |
|
2.618 |
1.7028 |
|
4.250 |
1.6964 |
|
|
| Fisher Pivots for day following 02-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7152 |
1.7130 |
| PP |
1.7151 |
1.7107 |
| S1 |
1.7150 |
1.7084 |
|