CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6780 |
1.6913 |
0.0133 |
0.8% |
1.6795 |
| High |
1.6920 |
1.6979 |
0.0059 |
0.3% |
1.6979 |
| Low |
1.6775 |
1.6825 |
0.0050 |
0.3% |
1.6726 |
| Close |
1.6825 |
1.6955 |
0.0130 |
0.8% |
1.6955 |
| Range |
0.0145 |
0.0154 |
0.0009 |
6.2% |
0.0253 |
| ATR |
0.0072 |
0.0078 |
0.0006 |
8.2% |
0.0000 |
| Volume |
148,123 |
152,093 |
3,970 |
2.7% |
512,720 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7382 |
1.7322 |
1.7040 |
|
| R3 |
1.7228 |
1.7168 |
1.6997 |
|
| R2 |
1.7074 |
1.7074 |
1.6983 |
|
| R1 |
1.7014 |
1.7014 |
1.6969 |
1.7044 |
| PP |
1.6920 |
1.6920 |
1.6920 |
1.6935 |
| S1 |
1.6860 |
1.6860 |
1.6941 |
1.6890 |
| S2 |
1.6766 |
1.6766 |
1.6927 |
|
| S3 |
1.6612 |
1.6706 |
1.6913 |
|
| S4 |
1.6458 |
1.6552 |
1.6870 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7646 |
1.7553 |
1.7094 |
|
| R3 |
1.7393 |
1.7300 |
1.7025 |
|
| R2 |
1.7140 |
1.7140 |
1.7001 |
|
| R1 |
1.7047 |
1.7047 |
1.6978 |
1.7094 |
| PP |
1.6887 |
1.6887 |
1.6887 |
1.6910 |
| S1 |
1.6794 |
1.6794 |
1.6932 |
1.6841 |
| S2 |
1.6634 |
1.6634 |
1.6909 |
|
| S3 |
1.6381 |
1.6541 |
1.6885 |
|
| S4 |
1.6128 |
1.6288 |
1.6816 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6979 |
1.6726 |
0.0253 |
1.5% |
0.0099 |
0.6% |
91% |
True |
False |
102,544 |
| 10 |
1.6979 |
1.6690 |
0.0289 |
1.7% |
0.0082 |
0.5% |
92% |
True |
False |
53,552 |
| 20 |
1.6979 |
1.6680 |
0.0299 |
1.8% |
0.0073 |
0.4% |
92% |
True |
False |
27,234 |
| 40 |
1.6979 |
1.6680 |
0.0299 |
1.8% |
0.0067 |
0.4% |
92% |
True |
False |
13,743 |
| 60 |
1.6979 |
1.6448 |
0.0531 |
3.1% |
0.0064 |
0.4% |
95% |
True |
False |
9,202 |
| 80 |
1.6979 |
1.6448 |
0.0531 |
3.1% |
0.0054 |
0.3% |
95% |
True |
False |
6,905 |
| 100 |
1.6979 |
1.6241 |
0.0738 |
4.4% |
0.0044 |
0.3% |
97% |
True |
False |
5,525 |
| 120 |
1.6979 |
1.6241 |
0.0738 |
4.4% |
0.0037 |
0.2% |
97% |
True |
False |
4,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7634 |
|
2.618 |
1.7382 |
|
1.618 |
1.7228 |
|
1.000 |
1.7133 |
|
0.618 |
1.7074 |
|
HIGH |
1.6979 |
|
0.618 |
1.6920 |
|
0.500 |
1.6902 |
|
0.382 |
1.6884 |
|
LOW |
1.6825 |
|
0.618 |
1.6730 |
|
1.000 |
1.6671 |
|
1.618 |
1.6576 |
|
2.618 |
1.6422 |
|
4.250 |
1.6171 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6937 |
1.6921 |
| PP |
1.6920 |
1.6887 |
| S1 |
1.6902 |
1.6853 |
|