CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7027 |
1.6995 |
-0.0032 |
-0.2% |
1.6970 |
| High |
1.7027 |
1.7020 |
-0.0007 |
0.0% |
1.7027 |
| Low |
1.6980 |
1.6977 |
-0.0003 |
0.0% |
1.6890 |
| Close |
1.6982 |
1.6993 |
0.0011 |
0.1% |
1.6982 |
| Range |
0.0047 |
0.0043 |
-0.0004 |
-8.5% |
0.0137 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
92 |
22 |
-70 |
-76.1% |
550 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7126 |
1.7102 |
1.7017 |
|
| R3 |
1.7083 |
1.7059 |
1.7005 |
|
| R2 |
1.7040 |
1.7040 |
1.7001 |
|
| R1 |
1.7016 |
1.7016 |
1.6997 |
1.7007 |
| PP |
1.6997 |
1.6997 |
1.6997 |
1.6992 |
| S1 |
1.6973 |
1.6973 |
1.6989 |
1.6964 |
| S2 |
1.6954 |
1.6954 |
1.6985 |
|
| S3 |
1.6911 |
1.6930 |
1.6981 |
|
| S4 |
1.6868 |
1.6887 |
1.6969 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7377 |
1.7317 |
1.7057 |
|
| R3 |
1.7240 |
1.7180 |
1.7020 |
|
| R2 |
1.7103 |
1.7103 |
1.7007 |
|
| R1 |
1.7043 |
1.7043 |
1.6995 |
1.7073 |
| PP |
1.6966 |
1.6966 |
1.6966 |
1.6982 |
| S1 |
1.6906 |
1.6906 |
1.6969 |
1.6936 |
| S2 |
1.6829 |
1.6829 |
1.6957 |
|
| S3 |
1.6692 |
1.6769 |
1.6944 |
|
| S4 |
1.6555 |
1.6632 |
1.6907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7027 |
1.6890 |
0.0137 |
0.8% |
0.0047 |
0.3% |
75% |
False |
False |
66 |
| 10 |
1.7027 |
1.6718 |
0.0309 |
1.8% |
0.0042 |
0.2% |
89% |
False |
False |
77 |
| 20 |
1.7027 |
1.6681 |
0.0346 |
2.0% |
0.0030 |
0.2% |
90% |
False |
False |
48 |
| 40 |
1.7027 |
1.6681 |
0.0346 |
2.0% |
0.0019 |
0.1% |
90% |
False |
False |
24 |
| 60 |
1.7027 |
1.6544 |
0.0483 |
2.8% |
0.0016 |
0.1% |
93% |
False |
False |
22 |
| 80 |
1.7027 |
1.6459 |
0.0568 |
3.3% |
0.0013 |
0.1% |
94% |
False |
False |
17 |
| 100 |
1.7027 |
1.6263 |
0.0764 |
4.5% |
0.0011 |
0.1% |
96% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7203 |
|
2.618 |
1.7133 |
|
1.618 |
1.7090 |
|
1.000 |
1.7063 |
|
0.618 |
1.7047 |
|
HIGH |
1.7020 |
|
0.618 |
1.7004 |
|
0.500 |
1.6999 |
|
0.382 |
1.6993 |
|
LOW |
1.6977 |
|
0.618 |
1.6950 |
|
1.000 |
1.6934 |
|
1.618 |
1.6907 |
|
2.618 |
1.6864 |
|
4.250 |
1.6794 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6999 |
1.6996 |
| PP |
1.6997 |
1.6995 |
| S1 |
1.6995 |
1.6994 |
|