CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6749 |
1.6736 |
-0.0013 |
-0.1% |
1.6830 |
| High |
1.6768 |
1.6825 |
0.0057 |
0.3% |
1.6880 |
| Low |
1.6697 |
1.6721 |
0.0024 |
0.1% |
1.6691 |
| Close |
1.6742 |
1.6814 |
0.0072 |
0.4% |
1.6762 |
| Range |
0.0071 |
0.0104 |
0.0033 |
46.5% |
0.0189 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
3.5% |
0.0000 |
| Volume |
73,953 |
130,875 |
56,922 |
77.0% |
339,393 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7099 |
1.7060 |
1.6871 |
|
| R3 |
1.6995 |
1.6956 |
1.6843 |
|
| R2 |
1.6891 |
1.6891 |
1.6833 |
|
| R1 |
1.6852 |
1.6852 |
1.6824 |
1.6872 |
| PP |
1.6787 |
1.6787 |
1.6787 |
1.6796 |
| S1 |
1.6748 |
1.6748 |
1.6804 |
1.6768 |
| S2 |
1.6683 |
1.6683 |
1.6795 |
|
| S3 |
1.6579 |
1.6644 |
1.6785 |
|
| S4 |
1.6475 |
1.6540 |
1.6757 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7345 |
1.7242 |
1.6866 |
|
| R3 |
1.7156 |
1.7053 |
1.6814 |
|
| R2 |
1.6967 |
1.6967 |
1.6797 |
|
| R1 |
1.6864 |
1.6864 |
1.6779 |
1.6821 |
| PP |
1.6778 |
1.6778 |
1.6778 |
1.6756 |
| S1 |
1.6675 |
1.6675 |
1.6745 |
1.6632 |
| S2 |
1.6589 |
1.6589 |
1.6727 |
|
| S3 |
1.6400 |
1.6486 |
1.6710 |
|
| S4 |
1.6211 |
1.6297 |
1.6658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6825 |
1.6697 |
0.0128 |
0.8% |
0.0066 |
0.4% |
91% |
True |
False |
84,977 |
| 10 |
1.6915 |
1.6691 |
0.0224 |
1.3% |
0.0073 |
0.4% |
55% |
False |
False |
80,210 |
| 20 |
1.6969 |
1.6691 |
0.0278 |
1.7% |
0.0073 |
0.4% |
44% |
False |
False |
79,297 |
| 40 |
1.6992 |
1.6640 |
0.0352 |
2.1% |
0.0070 |
0.4% |
49% |
False |
False |
72,146 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0073 |
0.4% |
67% |
False |
False |
74,860 |
| 80 |
1.6992 |
1.6375 |
0.0617 |
3.7% |
0.0079 |
0.5% |
71% |
False |
False |
58,297 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0082 |
0.5% |
76% |
False |
False |
46,696 |
| 120 |
1.6992 |
1.6194 |
0.0798 |
4.7% |
0.0078 |
0.5% |
78% |
False |
False |
38,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7267 |
|
2.618 |
1.7097 |
|
1.618 |
1.6993 |
|
1.000 |
1.6929 |
|
0.618 |
1.6889 |
|
HIGH |
1.6825 |
|
0.618 |
1.6785 |
|
0.500 |
1.6773 |
|
0.382 |
1.6761 |
|
LOW |
1.6721 |
|
0.618 |
1.6657 |
|
1.000 |
1.6617 |
|
1.618 |
1.6553 |
|
2.618 |
1.6449 |
|
4.250 |
1.6279 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6800 |
1.6796 |
| PP |
1.6787 |
1.6779 |
| S1 |
1.6773 |
1.6761 |
|