CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6933 |
1.6964 |
0.0031 |
0.2% |
1.6804 |
| High |
1.6958 |
1.7023 |
0.0065 |
0.4% |
1.6940 |
| Low |
1.6890 |
1.6964 |
0.0074 |
0.4% |
1.6718 |
| Close |
1.6924 |
1.7013 |
0.0089 |
0.5% |
1.6936 |
| Range |
0.0068 |
0.0059 |
-0.0009 |
-13.2% |
0.0222 |
| ATR |
0.0049 |
0.0052 |
0.0004 |
7.4% |
0.0000 |
| Volume |
29 |
167 |
138 |
475.9% |
203 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7177 |
1.7154 |
1.7045 |
|
| R3 |
1.7118 |
1.7095 |
1.7029 |
|
| R2 |
1.7059 |
1.7059 |
1.7024 |
|
| R1 |
1.7036 |
1.7036 |
1.7018 |
1.7048 |
| PP |
1.7000 |
1.7000 |
1.7000 |
1.7006 |
| S1 |
1.6977 |
1.6977 |
1.7008 |
1.6989 |
| S2 |
1.6941 |
1.6941 |
1.7002 |
|
| S3 |
1.6882 |
1.6918 |
1.6997 |
|
| S4 |
1.6823 |
1.6859 |
1.6981 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7531 |
1.7455 |
1.7058 |
|
| R3 |
1.7309 |
1.7233 |
1.6997 |
|
| R2 |
1.7087 |
1.7087 |
1.6977 |
|
| R1 |
1.7011 |
1.7011 |
1.6956 |
1.7049 |
| PP |
1.6865 |
1.6865 |
1.6865 |
1.6884 |
| S1 |
1.6789 |
1.6789 |
1.6916 |
1.6827 |
| S2 |
1.6643 |
1.6643 |
1.6895 |
|
| S3 |
1.6421 |
1.6567 |
1.6875 |
|
| S4 |
1.6199 |
1.6345 |
1.6814 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7023 |
1.6890 |
0.0133 |
0.8% |
0.0037 |
0.2% |
92% |
True |
False |
99 |
| 10 |
1.7023 |
1.6718 |
0.0305 |
1.8% |
0.0040 |
0.2% |
97% |
True |
False |
66 |
| 20 |
1.7023 |
1.6681 |
0.0342 |
2.0% |
0.0026 |
0.2% |
97% |
True |
False |
42 |
| 40 |
1.7023 |
1.6681 |
0.0342 |
2.0% |
0.0017 |
0.1% |
97% |
True |
False |
22 |
| 60 |
1.7023 |
1.6540 |
0.0483 |
2.8% |
0.0015 |
0.1% |
98% |
True |
False |
20 |
| 80 |
1.7023 |
1.6459 |
0.0564 |
3.3% |
0.0012 |
0.1% |
98% |
True |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7274 |
|
2.618 |
1.7177 |
|
1.618 |
1.7118 |
|
1.000 |
1.7082 |
|
0.618 |
1.7059 |
|
HIGH |
1.7023 |
|
0.618 |
1.7000 |
|
0.500 |
1.6994 |
|
0.382 |
1.6987 |
|
LOW |
1.6964 |
|
0.618 |
1.6928 |
|
1.000 |
1.6905 |
|
1.618 |
1.6869 |
|
2.618 |
1.6810 |
|
4.250 |
1.6713 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7007 |
1.6994 |
| PP |
1.7000 |
1.6975 |
| S1 |
1.6994 |
1.6957 |
|