CME British Pound Future December 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 |
1.7011 |
1.7080 |
0.0069 |
0.4% |
1.6995 |
| High |
1.7087 |
1.7135 |
0.0048 |
0.3% |
1.7020 |
| Low |
1.6993 |
1.7077 |
0.0084 |
0.5% |
1.6937 |
| Close |
1.7078 |
1.7123 |
0.0045 |
0.3% |
1.6994 |
| Range |
0.0094 |
0.0058 |
-0.0036 |
-38.3% |
0.0083 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.7% |
0.0000 |
| Volume |
36 |
82 |
46 |
127.8% |
787 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7286 |
1.7262 |
1.7155 |
|
| R3 |
1.7228 |
1.7204 |
1.7139 |
|
| R2 |
1.7170 |
1.7170 |
1.7134 |
|
| R1 |
1.7146 |
1.7146 |
1.7128 |
1.7158 |
| PP |
1.7112 |
1.7112 |
1.7112 |
1.7118 |
| S1 |
1.7088 |
1.7088 |
1.7118 |
1.7100 |
| S2 |
1.7054 |
1.7054 |
1.7112 |
|
| S3 |
1.6996 |
1.7030 |
1.7107 |
|
| S4 |
1.6938 |
1.6972 |
1.7091 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7233 |
1.7196 |
1.7040 |
|
| R3 |
1.7150 |
1.7113 |
1.7017 |
|
| R2 |
1.7067 |
1.7067 |
1.7009 |
|
| R1 |
1.7030 |
1.7030 |
1.7002 |
1.7007 |
| PP |
1.6984 |
1.6984 |
1.6984 |
1.6972 |
| S1 |
1.6947 |
1.6947 |
1.6986 |
1.6924 |
| S2 |
1.6901 |
1.6901 |
1.6979 |
|
| S3 |
1.6818 |
1.6864 |
1.6971 |
|
| S4 |
1.6735 |
1.6781 |
1.6948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7135 |
1.6940 |
0.0195 |
1.1% |
0.0055 |
0.3% |
94% |
True |
False |
169 |
| 10 |
1.7135 |
1.6890 |
0.0245 |
1.4% |
0.0056 |
0.3% |
95% |
True |
False |
119 |
| 20 |
1.7135 |
1.6716 |
0.0419 |
2.4% |
0.0044 |
0.3% |
97% |
True |
False |
91 |
| 40 |
1.7135 |
1.6681 |
0.0454 |
2.7% |
0.0027 |
0.2% |
97% |
True |
False |
46 |
| 60 |
1.7135 |
1.6576 |
0.0559 |
3.3% |
0.0022 |
0.1% |
98% |
True |
False |
36 |
| 80 |
1.7135 |
1.6459 |
0.0676 |
3.9% |
0.0018 |
0.1% |
98% |
True |
False |
28 |
| 100 |
1.7135 |
1.6362 |
0.0773 |
4.5% |
0.0014 |
0.1% |
98% |
True |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7382 |
|
2.618 |
1.7287 |
|
1.618 |
1.7229 |
|
1.000 |
1.7193 |
|
0.618 |
1.7171 |
|
HIGH |
1.7135 |
|
0.618 |
1.7113 |
|
0.500 |
1.7106 |
|
0.382 |
1.7099 |
|
LOW |
1.7077 |
|
0.618 |
1.7041 |
|
1.000 |
1.7019 |
|
1.618 |
1.6983 |
|
2.618 |
1.6925 |
|
4.250 |
1.6831 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7117 |
1.7103 |
| PP |
1.7112 |
1.7082 |
| S1 |
1.7106 |
1.7062 |
|