CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6735 |
1.6723 |
-0.0012 |
-0.1% |
1.6820 |
| High |
1.6755 |
1.6812 |
0.0057 |
0.3% |
1.6866 |
| Low |
1.6690 |
1.6710 |
0.0020 |
0.1% |
1.6680 |
| Close |
1.6730 |
1.6802 |
0.0072 |
0.4% |
1.6750 |
| Range |
0.0065 |
0.0102 |
0.0037 |
56.9% |
0.0186 |
| ATR |
0.0064 |
0.0066 |
0.0003 |
4.3% |
0.0000 |
| Volume |
1,904 |
4,106 |
2,202 |
115.7% |
6,042 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7081 |
1.7043 |
1.6858 |
|
| R3 |
1.6979 |
1.6941 |
1.6830 |
|
| R2 |
1.6877 |
1.6877 |
1.6821 |
|
| R1 |
1.6839 |
1.6839 |
1.6811 |
1.6858 |
| PP |
1.6775 |
1.6775 |
1.6775 |
1.6784 |
| S1 |
1.6737 |
1.6737 |
1.6793 |
1.6756 |
| S2 |
1.6673 |
1.6673 |
1.6783 |
|
| S3 |
1.6571 |
1.6635 |
1.6774 |
|
| S4 |
1.6469 |
1.6533 |
1.6746 |
|
|
| 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 |
1.6812 |
1.6690 |
0.0122 |
0.7% |
0.0062 |
0.4% |
92% |
True |
False |
3,184 |
| 10 |
1.6894 |
1.6680 |
0.0214 |
1.3% |
0.0068 |
0.4% |
57% |
False |
False |
1,998 |
| 20 |
1.6955 |
1.6680 |
0.0275 |
1.6% |
0.0068 |
0.4% |
44% |
False |
False |
1,209 |
| 40 |
1.6978 |
1.6665 |
0.0313 |
1.9% |
0.0061 |
0.4% |
44% |
False |
False |
718 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0060 |
0.4% |
67% |
False |
False |
500 |
| 80 |
1.6978 |
1.6421 |
0.0557 |
3.3% |
0.0047 |
0.3% |
68% |
False |
False |
376 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0039 |
0.2% |
76% |
False |
False |
301 |
| 120 |
1.6978 |
1.6230 |
0.0748 |
4.5% |
0.0032 |
0.2% |
76% |
False |
False |
251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7246 |
|
2.618 |
1.7079 |
|
1.618 |
1.6977 |
|
1.000 |
1.6914 |
|
0.618 |
1.6875 |
|
HIGH |
1.6812 |
|
0.618 |
1.6773 |
|
0.500 |
1.6761 |
|
0.382 |
1.6749 |
|
LOW |
1.6710 |
|
0.618 |
1.6647 |
|
1.000 |
1.6608 |
|
1.618 |
1.6545 |
|
2.618 |
1.6443 |
|
4.250 |
1.6277 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6788 |
1.6785 |
| PP |
1.6775 |
1.6768 |
| S1 |
1.6761 |
1.6751 |
|