CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6718 |
1.6822 |
0.0104 |
0.6% |
1.6718 |
| High |
1.6775 |
1.6901 |
0.0126 |
0.8% |
1.6793 |
| Low |
1.6718 |
1.6811 |
0.0093 |
0.6% |
1.6716 |
| Close |
1.6767 |
1.6811 |
0.0044 |
0.3% |
1.6784 |
| Range |
0.0057 |
0.0090 |
0.0033 |
57.9% |
0.0077 |
| ATR |
0.0037 |
0.0044 |
0.0007 |
18.4% |
0.0000 |
| Volume |
3 |
158 |
155 |
5,166.7% |
179 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7111 |
1.7051 |
1.6861 |
|
| R3 |
1.7021 |
1.6961 |
1.6836 |
|
| R2 |
1.6931 |
1.6931 |
1.6828 |
|
| R1 |
1.6871 |
1.6871 |
1.6819 |
1.6856 |
| PP |
1.6841 |
1.6841 |
1.6841 |
1.6834 |
| S1 |
1.6781 |
1.6781 |
1.6803 |
1.6766 |
| S2 |
1.6751 |
1.6751 |
1.6795 |
|
| S3 |
1.6661 |
1.6691 |
1.6786 |
|
| S4 |
1.6571 |
1.6601 |
1.6762 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6995 |
1.6967 |
1.6826 |
|
| R3 |
1.6918 |
1.6890 |
1.6805 |
|
| R2 |
1.6841 |
1.6841 |
1.6798 |
|
| R1 |
1.6813 |
1.6813 |
1.6791 |
1.6827 |
| PP |
1.6764 |
1.6764 |
1.6764 |
1.6772 |
| S1 |
1.6736 |
1.6736 |
1.6777 |
1.6750 |
| S2 |
1.6687 |
1.6687 |
1.6770 |
|
| S3 |
1.6610 |
1.6659 |
1.6763 |
|
| S4 |
1.6533 |
1.6582 |
1.6742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6901 |
1.6718 |
0.0183 |
1.1% |
0.0043 |
0.3% |
51% |
True |
False |
33 |
| 10 |
1.6901 |
1.6700 |
0.0201 |
1.2% |
0.0030 |
0.2% |
55% |
True |
False |
34 |
| 20 |
1.6901 |
1.6681 |
0.0220 |
1.3% |
0.0016 |
0.1% |
59% |
True |
False |
18 |
| 40 |
1.6952 |
1.6681 |
0.0271 |
1.6% |
0.0012 |
0.1% |
48% |
False |
False |
10 |
| 60 |
1.6952 |
1.6459 |
0.0493 |
2.9% |
0.0013 |
0.1% |
71% |
False |
False |
12 |
| 80 |
1.6952 |
1.6459 |
0.0493 |
2.9% |
0.0010 |
0.1% |
71% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7284 |
|
2.618 |
1.7137 |
|
1.618 |
1.7047 |
|
1.000 |
1.6991 |
|
0.618 |
1.6957 |
|
HIGH |
1.6901 |
|
0.618 |
1.6867 |
|
0.500 |
1.6856 |
|
0.382 |
1.6845 |
|
LOW |
1.6811 |
|
0.618 |
1.6755 |
|
1.000 |
1.6721 |
|
1.618 |
1.6665 |
|
2.618 |
1.6575 |
|
4.250 |
1.6429 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6856 |
1.6811 |
| PP |
1.6841 |
1.6810 |
| S1 |
1.6826 |
1.6810 |
|