CME British Pound Future June 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6754 |
1.6789 |
0.0035 |
0.2% |
1.6759 |
| High |
1.6811 |
1.6931 |
0.0120 |
0.7% |
1.6847 |
| Low |
1.6737 |
1.6787 |
0.0050 |
0.3% |
1.6697 |
| Close |
1.6793 |
1.6837 |
0.0044 |
0.3% |
1.6810 |
| Range |
0.0074 |
0.0144 |
0.0070 |
94.6% |
0.0150 |
| ATR |
0.0071 |
0.0076 |
0.0005 |
7.4% |
0.0000 |
| Volume |
151,827 |
189,453 |
37,626 |
24.8% |
424,422 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7284 |
1.7204 |
1.6916 |
|
| R3 |
1.7140 |
1.7060 |
1.6877 |
|
| R2 |
1.6996 |
1.6996 |
1.6863 |
|
| R1 |
1.6916 |
1.6916 |
1.6850 |
1.6956 |
| PP |
1.6852 |
1.6852 |
1.6852 |
1.6872 |
| S1 |
1.6772 |
1.6772 |
1.6824 |
1.6812 |
| S2 |
1.6708 |
1.6708 |
1.6811 |
|
| S3 |
1.6564 |
1.6628 |
1.6797 |
|
| S4 |
1.6420 |
1.6484 |
1.6758 |
|
|
| 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 |
1.6931 |
1.6737 |
0.0194 |
1.2% |
0.0082 |
0.5% |
52% |
True |
False |
128,220 |
| 10 |
1.6931 |
1.6697 |
0.0234 |
1.4% |
0.0074 |
0.4% |
60% |
True |
False |
106,598 |
| 20 |
1.6931 |
1.6691 |
0.0240 |
1.4% |
0.0073 |
0.4% |
61% |
True |
False |
89,996 |
| 40 |
1.6992 |
1.6691 |
0.0301 |
1.8% |
0.0071 |
0.4% |
49% |
False |
False |
79,669 |
| 60 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0073 |
0.4% |
71% |
False |
False |
78,492 |
| 80 |
1.6992 |
1.6455 |
0.0537 |
3.2% |
0.0076 |
0.5% |
71% |
False |
False |
66,265 |
| 100 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0081 |
0.5% |
79% |
False |
False |
53,095 |
| 120 |
1.6992 |
1.6239 |
0.0753 |
4.5% |
0.0079 |
0.5% |
79% |
False |
False |
44,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7543 |
|
2.618 |
1.7308 |
|
1.618 |
1.7164 |
|
1.000 |
1.7075 |
|
0.618 |
1.7020 |
|
HIGH |
1.6931 |
|
0.618 |
1.6876 |
|
0.500 |
1.6859 |
|
0.382 |
1.6842 |
|
LOW |
1.6787 |
|
0.618 |
1.6698 |
|
1.000 |
1.6643 |
|
1.618 |
1.6554 |
|
2.618 |
1.6410 |
|
4.250 |
1.6175 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6859 |
1.6836 |
| PP |
1.6852 |
1.6835 |
| S1 |
1.6844 |
1.6834 |
|