CME British Pound Future June 2014
Trading Metrics calculated at close of trading on 09-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1.6814 |
1.6808 |
-0.0006 |
0.0% |
1.6759 |
High |
1.6847 |
1.6832 |
-0.0015 |
-0.1% |
1.6847 |
Low |
1.6780 |
1.6784 |
0.0004 |
0.0% |
1.6697 |
Close |
1.6810 |
1.6794 |
-0.0016 |
-0.1% |
1.6810 |
Range |
0.0067 |
0.0048 |
-0.0019 |
-28.4% |
0.0150 |
ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.4% |
0.0000 |
Volume |
81,331 |
69,156 |
-12,175 |
-15.0% |
424,422 |
|
Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6947 |
1.6919 |
1.6820 |
|
R3 |
1.6899 |
1.6871 |
1.6807 |
|
R2 |
1.6851 |
1.6851 |
1.6803 |
|
R1 |
1.6823 |
1.6823 |
1.6798 |
1.6813 |
PP |
1.6803 |
1.6803 |
1.6803 |
1.6799 |
S1 |
1.6775 |
1.6775 |
1.6790 |
1.6765 |
S2 |
1.6755 |
1.6755 |
1.6785 |
|
S3 |
1.6707 |
1.6727 |
1.6781 |
|
S4 |
1.6659 |
1.6679 |
1.6768 |
|
|
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% |
0.0069 |
0.4% |
65% |
False |
False |
83,687 |
10 |
1.6880 |
1.6691 |
0.0189 |
1.1% |
0.0071 |
0.4% |
54% |
False |
False |
83,297 |
20 |
1.6919 |
1.6691 |
0.0228 |
1.4% |
0.0071 |
0.4% |
45% |
False |
False |
77,110 |
40 |
1.6992 |
1.6640 |
0.0352 |
2.1% |
0.0069 |
0.4% |
44% |
False |
False |
72,264 |
60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0072 |
0.4% |
63% |
False |
False |
74,628 |
80 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0077 |
0.5% |
63% |
False |
False |
60,160 |
100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0082 |
0.5% |
74% |
False |
False |
48,194 |
120 |
1.6992 |
1.6194 |
0.0798 |
4.8% |
0.0078 |
0.5% |
75% |
False |
False |
40,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.7036 |
2.618 |
1.6958 |
1.618 |
1.6910 |
1.000 |
1.6880 |
0.618 |
1.6862 |
HIGH |
1.6832 |
0.618 |
1.6814 |
0.500 |
1.6808 |
0.382 |
1.6802 |
LOW |
1.6784 |
0.618 |
1.6754 |
1.000 |
1.6736 |
1.618 |
1.6706 |
2.618 |
1.6658 |
4.250 |
1.6580 |
|
|
Fisher Pivots for day following 09-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6808 |
1.6791 |
PP |
1.6803 |
1.6787 |
S1 |
1.6799 |
1.6784 |
|