CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6723 |
1.6801 |
0.0078 |
0.5% |
1.6734 |
| High |
1.6812 |
1.6834 |
0.0022 |
0.1% |
1.6834 |
| Low |
1.6710 |
1.6769 |
0.0059 |
0.4% |
1.6690 |
| Close |
1.6802 |
1.6798 |
-0.0004 |
0.0% |
1.6798 |
| Range |
0.0102 |
0.0065 |
-0.0037 |
-36.3% |
0.0144 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
4,106 |
9,652 |
5,546 |
135.1% |
22,803 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6995 |
1.6962 |
1.6834 |
|
| R3 |
1.6930 |
1.6897 |
1.6816 |
|
| R2 |
1.6865 |
1.6865 |
1.6810 |
|
| R1 |
1.6832 |
1.6832 |
1.6804 |
1.6816 |
| PP |
1.6800 |
1.6800 |
1.6800 |
1.6793 |
| S1 |
1.6767 |
1.6767 |
1.6792 |
1.6751 |
| S2 |
1.6735 |
1.6735 |
1.6786 |
|
| S3 |
1.6670 |
1.6702 |
1.6780 |
|
| S4 |
1.6605 |
1.6637 |
1.6762 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7206 |
1.7146 |
1.6877 |
|
| R3 |
1.7062 |
1.7002 |
1.6838 |
|
| R2 |
1.6918 |
1.6918 |
1.6824 |
|
| R1 |
1.6858 |
1.6858 |
1.6811 |
1.6888 |
| PP |
1.6774 |
1.6774 |
1.6774 |
1.6789 |
| S1 |
1.6714 |
1.6714 |
1.6785 |
1.6744 |
| S2 |
1.6630 |
1.6630 |
1.6772 |
|
| S3 |
1.6486 |
1.6570 |
1.6758 |
|
| S4 |
1.6342 |
1.6426 |
1.6719 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6834 |
1.6690 |
0.0144 |
0.9% |
0.0064 |
0.4% |
75% |
True |
False |
4,560 |
| 10 |
1.6866 |
1.6680 |
0.0186 |
1.1% |
0.0069 |
0.4% |
63% |
False |
False |
2,906 |
| 20 |
1.6920 |
1.6680 |
0.0240 |
1.4% |
0.0069 |
0.4% |
49% |
False |
False |
1,684 |
| 40 |
1.6978 |
1.6665 |
0.0313 |
1.9% |
0.0061 |
0.4% |
42% |
False |
False |
952 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0060 |
0.4% |
66% |
False |
False |
660 |
| 80 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0048 |
0.3% |
66% |
False |
False |
496 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0039 |
0.2% |
76% |
False |
False |
398 |
| 120 |
1.6978 |
1.6230 |
0.0748 |
4.5% |
0.0033 |
0.2% |
76% |
False |
False |
332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7110 |
|
2.618 |
1.7004 |
|
1.618 |
1.6939 |
|
1.000 |
1.6899 |
|
0.618 |
1.6874 |
|
HIGH |
1.6834 |
|
0.618 |
1.6809 |
|
0.500 |
1.6802 |
|
0.382 |
1.6794 |
|
LOW |
1.6769 |
|
0.618 |
1.6729 |
|
1.000 |
1.6704 |
|
1.618 |
1.6664 |
|
2.618 |
1.6599 |
|
4.250 |
1.6493 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6802 |
1.6786 |
| PP |
1.6800 |
1.6774 |
| S1 |
1.6799 |
1.6762 |
|