CME British Pound Future December 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 |
1.7080 |
1.7119 |
0.0039 |
0.2% |
1.6995 |
| High |
1.7135 |
1.7144 |
0.0009 |
0.1% |
1.7020 |
| Low |
1.7077 |
1.7117 |
0.0040 |
0.2% |
1.6937 |
| Close |
1.7123 |
1.7135 |
0.0012 |
0.1% |
1.6994 |
| Range |
0.0058 |
0.0027 |
-0.0031 |
-53.4% |
0.0083 |
| ATR |
0.0053 |
0.0052 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
82 |
262 |
180 |
219.5% |
787 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7213 |
1.7201 |
1.7150 |
|
| R3 |
1.7186 |
1.7174 |
1.7142 |
|
| R2 |
1.7159 |
1.7159 |
1.7140 |
|
| R1 |
1.7147 |
1.7147 |
1.7137 |
1.7153 |
| PP |
1.7132 |
1.7132 |
1.7132 |
1.7135 |
| S1 |
1.7120 |
1.7120 |
1.7133 |
1.7126 |
| S2 |
1.7105 |
1.7105 |
1.7130 |
|
| S3 |
1.7078 |
1.7093 |
1.7128 |
|
| S4 |
1.7051 |
1.7066 |
1.7120 |
|
|
| 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 |
1.7144 |
1.6947 |
0.0197 |
1.1% |
0.0054 |
0.3% |
95% |
True |
False |
195 |
| 10 |
1.7144 |
1.6937 |
0.0207 |
1.2% |
0.0051 |
0.3% |
96% |
True |
False |
142 |
| 20 |
1.7144 |
1.6718 |
0.0426 |
2.5% |
0.0044 |
0.3% |
98% |
True |
False |
104 |
| 40 |
1.7144 |
1.6681 |
0.0463 |
2.7% |
0.0028 |
0.2% |
98% |
True |
False |
53 |
| 60 |
1.7144 |
1.6600 |
0.0544 |
3.2% |
0.0022 |
0.1% |
98% |
True |
False |
40 |
| 80 |
1.7144 |
1.6459 |
0.0685 |
4.0% |
0.0018 |
0.1% |
99% |
True |
False |
31 |
| 100 |
1.7144 |
1.6362 |
0.0782 |
4.6% |
0.0014 |
0.1% |
99% |
True |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7259 |
|
2.618 |
1.7215 |
|
1.618 |
1.7188 |
|
1.000 |
1.7171 |
|
0.618 |
1.7161 |
|
HIGH |
1.7144 |
|
0.618 |
1.7134 |
|
0.500 |
1.7131 |
|
0.382 |
1.7127 |
|
LOW |
1.7117 |
|
0.618 |
1.7100 |
|
1.000 |
1.7090 |
|
1.618 |
1.7073 |
|
2.618 |
1.7046 |
|
4.250 |
1.7002 |
|
|
| Fisher Pivots for day following 02-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7134 |
1.7113 |
| PP |
1.7132 |
1.7091 |
| S1 |
1.7131 |
1.7069 |
|