CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6808 |
1.6802 |
-0.0006 |
0.0% |
1.6759 |
| High |
1.6832 |
1.6817 |
-0.0015 |
-0.1% |
1.6847 |
| Low |
1.6784 |
1.6742 |
-0.0042 |
-0.3% |
1.6697 |
| Close |
1.6794 |
1.6754 |
-0.0040 |
-0.2% |
1.6810 |
| Range |
0.0048 |
0.0075 |
0.0027 |
56.3% |
0.0150 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.5% |
0.0000 |
| Volume |
69,156 |
149,335 |
80,179 |
115.9% |
424,422 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6996 |
1.6950 |
1.6795 |
|
| R3 |
1.6921 |
1.6875 |
1.6775 |
|
| R2 |
1.6846 |
1.6846 |
1.6768 |
|
| R1 |
1.6800 |
1.6800 |
1.6761 |
1.6786 |
| PP |
1.6771 |
1.6771 |
1.6771 |
1.6764 |
| S1 |
1.6725 |
1.6725 |
1.6747 |
1.6711 |
| S2 |
1.6696 |
1.6696 |
1.6740 |
|
| S3 |
1.6621 |
1.6650 |
1.6733 |
|
| S4 |
1.6546 |
1.6575 |
1.6713 |
|
|
| 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% |
0.0073 |
0.4% |
38% |
False |
False |
100,930 |
| 10 |
1.6847 |
1.6691 |
0.0156 |
0.9% |
0.0069 |
0.4% |
40% |
False |
False |
89,964 |
| 20 |
1.6919 |
1.6691 |
0.0228 |
1.4% |
0.0072 |
0.4% |
28% |
False |
False |
81,977 |
| 40 |
1.6992 |
1.6640 |
0.0352 |
2.1% |
0.0070 |
0.4% |
32% |
False |
False |
74,412 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0072 |
0.4% |
56% |
False |
False |
75,628 |
| 80 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0077 |
0.5% |
56% |
False |
False |
62,014 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0081 |
0.5% |
68% |
False |
False |
49,685 |
| 120 |
1.6992 |
1.6194 |
0.0798 |
4.8% |
0.0079 |
0.5% |
70% |
False |
False |
41,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7136 |
|
2.618 |
1.7013 |
|
1.618 |
1.6938 |
|
1.000 |
1.6892 |
|
0.618 |
1.6863 |
|
HIGH |
1.6817 |
|
0.618 |
1.6788 |
|
0.500 |
1.6780 |
|
0.382 |
1.6771 |
|
LOW |
1.6742 |
|
0.618 |
1.6696 |
|
1.000 |
1.6667 |
|
1.618 |
1.6621 |
|
2.618 |
1.6546 |
|
4.250 |
1.6423 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6780 |
1.6795 |
| PP |
1.6771 |
1.6781 |
| S1 |
1.6763 |
1.6768 |
|