CME British Pound Future June 2014
Trading Metrics calculated at close of trading on 16-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1.6926 |
1.6980 |
0.0054 |
0.3% |
1.6808 |
High |
1.6993 |
1.7009 |
0.0016 |
0.1% |
1.6993 |
Low |
1.6837 |
1.6962 |
0.0125 |
0.7% |
1.6737 |
Close |
1.6968 |
1.6988 |
0.0020 |
0.1% |
1.6968 |
Range |
0.0156 |
0.0047 |
-0.0109 |
-69.9% |
0.0256 |
ATR |
0.0082 |
0.0079 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
46,663 |
5,098 |
-41,565 |
-89.1% |
606,434 |
|
Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7127 |
1.7105 |
1.7014 |
|
R3 |
1.7080 |
1.7058 |
1.7001 |
|
R2 |
1.7033 |
1.7033 |
1.6997 |
|
R1 |
1.7011 |
1.7011 |
1.6992 |
1.7022 |
PP |
1.6986 |
1.6986 |
1.6986 |
1.6992 |
S1 |
1.6964 |
1.6964 |
1.6984 |
1.6975 |
S2 |
1.6939 |
1.6939 |
1.6979 |
|
S3 |
1.6892 |
1.6917 |
1.6975 |
|
S4 |
1.6845 |
1.6870 |
1.6962 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7667 |
1.7574 |
1.7109 |
|
R3 |
1.7411 |
1.7318 |
1.7038 |
|
R2 |
1.7155 |
1.7155 |
1.7015 |
|
R1 |
1.7062 |
1.7062 |
1.6991 |
1.7109 |
PP |
1.6899 |
1.6899 |
1.6899 |
1.6923 |
S1 |
1.6806 |
1.6806 |
1.6945 |
1.6853 |
S2 |
1.6643 |
1.6643 |
1.6921 |
|
S3 |
1.6387 |
1.6550 |
1.6898 |
|
S4 |
1.6131 |
1.6294 |
1.6827 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.7009 |
1.6737 |
0.0272 |
1.6% |
0.0099 |
0.6% |
92% |
True |
False |
108,475 |
10 |
1.7009 |
1.6697 |
0.0312 |
1.8% |
0.0084 |
0.5% |
93% |
True |
False |
96,081 |
20 |
1.7009 |
1.6691 |
0.0318 |
1.9% |
0.0077 |
0.5% |
93% |
True |
False |
85,418 |
40 |
1.7009 |
1.6691 |
0.0318 |
1.9% |
0.0072 |
0.4% |
93% |
True |
False |
77,582 |
60 |
1.7009 |
1.6455 |
0.0554 |
3.3% |
0.0073 |
0.4% |
96% |
True |
False |
76,065 |
80 |
1.7009 |
1.6455 |
0.0554 |
3.3% |
0.0077 |
0.5% |
96% |
True |
False |
66,725 |
100 |
1.7009 |
1.6239 |
0.0770 |
4.5% |
0.0081 |
0.5% |
97% |
True |
False |
53,609 |
120 |
1.7009 |
1.6239 |
0.0770 |
4.5% |
0.0080 |
0.5% |
97% |
True |
False |
44,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.7209 |
2.618 |
1.7132 |
1.618 |
1.7085 |
1.000 |
1.7056 |
0.618 |
1.7038 |
HIGH |
1.7009 |
0.618 |
1.6991 |
0.500 |
1.6986 |
0.382 |
1.6980 |
LOW |
1.6962 |
0.618 |
1.6933 |
1.000 |
1.6915 |
1.618 |
1.6886 |
2.618 |
1.6839 |
4.250 |
1.6762 |
|
|
Fisher Pivots for day following 16-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6987 |
1.6958 |
PP |
1.6986 |
1.6928 |
S1 |
1.6986 |
1.6898 |
|