CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6802 |
1.6754 |
-0.0048 |
-0.3% |
1.6759 |
| High |
1.6817 |
1.6811 |
-0.0006 |
0.0% |
1.6847 |
| Low |
1.6742 |
1.6737 |
-0.0005 |
0.0% |
1.6697 |
| Close |
1.6754 |
1.6793 |
0.0039 |
0.2% |
1.6810 |
| Range |
0.0075 |
0.0074 |
-0.0001 |
-1.3% |
0.0150 |
| ATR |
0.0070 |
0.0071 |
0.0000 |
0.4% |
0.0000 |
| Volume |
149,335 |
151,827 |
2,492 |
1.7% |
424,422 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7002 |
1.6972 |
1.6834 |
|
| R3 |
1.6928 |
1.6898 |
1.6813 |
|
| R2 |
1.6854 |
1.6854 |
1.6807 |
|
| R1 |
1.6824 |
1.6824 |
1.6800 |
1.6839 |
| PP |
1.6780 |
1.6780 |
1.6780 |
1.6788 |
| S1 |
1.6750 |
1.6750 |
1.6786 |
1.6765 |
| S2 |
1.6706 |
1.6706 |
1.6779 |
|
| S3 |
1.6632 |
1.6676 |
1.6773 |
|
| S4 |
1.6558 |
1.6602 |
1.6752 |
|
|
| 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 |
1.6721 |
0.0126 |
0.8% |
0.0074 |
0.4% |
57% |
False |
False |
116,504 |
| 10 |
1.6847 |
1.6691 |
0.0156 |
0.9% |
0.0064 |
0.4% |
65% |
False |
False |
95,327 |
| 20 |
1.6919 |
1.6691 |
0.0228 |
1.4% |
0.0072 |
0.4% |
45% |
False |
False |
86,308 |
| 40 |
1.6992 |
1.6640 |
0.0352 |
2.1% |
0.0070 |
0.4% |
43% |
False |
False |
76,749 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0073 |
0.4% |
63% |
False |
False |
77,043 |
| 80 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0077 |
0.5% |
63% |
False |
False |
63,903 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0081 |
0.5% |
74% |
False |
False |
51,201 |
| 120 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0079 |
0.5% |
74% |
False |
False |
42,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7126 |
|
2.618 |
1.7005 |
|
1.618 |
1.6931 |
|
1.000 |
1.6885 |
|
0.618 |
1.6857 |
|
HIGH |
1.6811 |
|
0.618 |
1.6783 |
|
0.500 |
1.6774 |
|
0.382 |
1.6765 |
|
LOW |
1.6737 |
|
0.618 |
1.6691 |
|
1.000 |
1.6663 |
|
1.618 |
1.6617 |
|
2.618 |
1.6543 |
|
4.250 |
1.6423 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6787 |
1.6790 |
| PP |
1.6780 |
1.6787 |
| S1 |
1.6774 |
1.6785 |
|