CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6706 |
1.6734 |
0.0028 |
0.2% |
1.6820 |
| High |
1.6762 |
1.6750 |
-0.0012 |
-0.1% |
1.6866 |
| Low |
1.6706 |
1.6713 |
0.0007 |
0.0% |
1.6680 |
| Close |
1.6750 |
1.6732 |
-0.0018 |
-0.1% |
1.6750 |
| Range |
0.0056 |
0.0037 |
-0.0019 |
-33.9% |
0.0186 |
| ATR |
0.0067 |
0.0064 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
2,770 |
5,979 |
3,209 |
115.8% |
6,042 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6843 |
1.6824 |
1.6752 |
|
| R3 |
1.6806 |
1.6787 |
1.6742 |
|
| R2 |
1.6769 |
1.6769 |
1.6739 |
|
| R1 |
1.6750 |
1.6750 |
1.6735 |
1.6741 |
| PP |
1.6732 |
1.6732 |
1.6732 |
1.6727 |
| S1 |
1.6713 |
1.6713 |
1.6729 |
1.6704 |
| S2 |
1.6695 |
1.6695 |
1.6725 |
|
| S3 |
1.6658 |
1.6676 |
1.6722 |
|
| S4 |
1.6621 |
1.6639 |
1.6712 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7323 |
1.7223 |
1.6852 |
|
| R3 |
1.7137 |
1.7037 |
1.6801 |
|
| R2 |
1.6951 |
1.6951 |
1.6784 |
|
| R1 |
1.6851 |
1.6851 |
1.6767 |
1.6808 |
| PP |
1.6765 |
1.6765 |
1.6765 |
1.6744 |
| S1 |
1.6665 |
1.6665 |
1.6733 |
1.6622 |
| S2 |
1.6579 |
1.6579 |
1.6716 |
|
| S3 |
1.6393 |
1.6479 |
1.6699 |
|
| S4 |
1.6207 |
1.6293 |
1.6648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6866 |
1.6680 |
0.0186 |
1.1% |
0.0070 |
0.4% |
28% |
False |
False |
2,404 |
| 10 |
1.6905 |
1.6680 |
0.0225 |
1.3% |
0.0064 |
0.4% |
23% |
False |
False |
1,394 |
| 20 |
1.6978 |
1.6680 |
0.0298 |
1.8% |
0.0066 |
0.4% |
17% |
False |
False |
891 |
| 40 |
1.6978 |
1.6550 |
0.0428 |
2.6% |
0.0061 |
0.4% |
43% |
False |
False |
542 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0056 |
0.3% |
54% |
False |
False |
380 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0045 |
0.3% |
67% |
False |
False |
286 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0036 |
0.2% |
67% |
False |
False |
230 |
| 120 |
1.6978 |
1.6230 |
0.0748 |
4.5% |
0.0030 |
0.2% |
67% |
False |
False |
192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6907 |
|
2.618 |
1.6847 |
|
1.618 |
1.6810 |
|
1.000 |
1.6787 |
|
0.618 |
1.6773 |
|
HIGH |
1.6750 |
|
0.618 |
1.6736 |
|
0.500 |
1.6732 |
|
0.382 |
1.6727 |
|
LOW |
1.6713 |
|
0.618 |
1.6690 |
|
1.000 |
1.6676 |
|
1.618 |
1.6653 |
|
2.618 |
1.6616 |
|
4.250 |
1.6556 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6732 |
1.6728 |
| PP |
1.6732 |
1.6725 |
| S1 |
1.6732 |
1.6721 |
|