CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6736 |
1.6814 |
0.0078 |
0.5% |
1.6759 |
| High |
1.6825 |
1.6847 |
0.0022 |
0.1% |
1.6847 |
| Low |
1.6721 |
1.6780 |
0.0059 |
0.4% |
1.6697 |
| Close |
1.6814 |
1.6810 |
-0.0004 |
0.0% |
1.6810 |
| Range |
0.0104 |
0.0067 |
-0.0037 |
-35.6% |
0.0150 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
130,875 |
81,331 |
-49,544 |
-37.9% |
424,422 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7013 |
1.6979 |
1.6847 |
|
| R3 |
1.6946 |
1.6912 |
1.6828 |
|
| R2 |
1.6879 |
1.6879 |
1.6822 |
|
| R1 |
1.6845 |
1.6845 |
1.6816 |
1.6829 |
| PP |
1.6812 |
1.6812 |
1.6812 |
1.6804 |
| S1 |
1.6778 |
1.6778 |
1.6804 |
1.6762 |
| S2 |
1.6745 |
1.6745 |
1.6798 |
|
| S3 |
1.6678 |
1.6711 |
1.6792 |
|
| S4 |
1.6611 |
1.6644 |
1.6773 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7235 |
1.7172 |
1.6893 |
|
| R3 |
1.7085 |
1.7022 |
1.6851 |
|
| R2 |
1.6935 |
1.6935 |
1.6838 |
|
| R1 |
1.6872 |
1.6872 |
1.6824 |
1.6904 |
| PP |
1.6785 |
1.6785 |
1.6785 |
1.6800 |
| S1 |
1.6722 |
1.6722 |
1.6796 |
1.6754 |
| S2 |
1.6635 |
1.6635 |
1.6783 |
|
| S3 |
1.6485 |
1.6572 |
1.6769 |
|
| S4 |
1.6335 |
1.6422 |
1.6728 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6847 |
1.6697 |
0.0150 |
0.9% |
0.0067 |
0.4% |
75% |
True |
False |
84,884 |
| 10 |
1.6880 |
1.6691 |
0.0189 |
1.1% |
0.0073 |
0.4% |
63% |
False |
False |
81,907 |
| 20 |
1.6939 |
1.6691 |
0.0248 |
1.5% |
0.0074 |
0.4% |
48% |
False |
False |
78,294 |
| 40 |
1.6992 |
1.6640 |
0.0352 |
2.1% |
0.0070 |
0.4% |
48% |
False |
False |
72,244 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0073 |
0.4% |
66% |
False |
False |
75,033 |
| 80 |
1.6992 |
1.6411 |
0.0581 |
3.5% |
0.0078 |
0.5% |
69% |
False |
False |
59,312 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0082 |
0.5% |
76% |
False |
False |
47,507 |
| 120 |
1.6992 |
1.6194 |
0.0798 |
4.7% |
0.0078 |
0.5% |
77% |
False |
False |
39,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7132 |
|
2.618 |
1.7022 |
|
1.618 |
1.6955 |
|
1.000 |
1.6914 |
|
0.618 |
1.6888 |
|
HIGH |
1.6847 |
|
0.618 |
1.6821 |
|
0.500 |
1.6814 |
|
0.382 |
1.6806 |
|
LOW |
1.6780 |
|
0.618 |
1.6739 |
|
1.000 |
1.6713 |
|
1.618 |
1.6672 |
|
2.618 |
1.6605 |
|
4.250 |
1.6495 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6814 |
1.6797 |
| PP |
1.6812 |
1.6785 |
| S1 |
1.6811 |
1.6772 |
|