CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6964 |
1.6968 |
0.0004 |
0.0% |
1.6795 |
| High |
1.6997 |
1.6977 |
-0.0020 |
-0.1% |
1.6979 |
| Low |
1.6946 |
1.6925 |
-0.0021 |
-0.1% |
1.6726 |
| Close |
1.6965 |
1.6943 |
-0.0022 |
-0.1% |
1.6955 |
| Range |
0.0051 |
0.0052 |
0.0001 |
2.0% |
0.0253 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
78,468 |
79,080 |
612 |
0.8% |
512,720 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7104 |
1.7076 |
1.6972 |
|
| R3 |
1.7052 |
1.7024 |
1.6957 |
|
| R2 |
1.7000 |
1.7000 |
1.6953 |
|
| R1 |
1.6972 |
1.6972 |
1.6948 |
1.6960 |
| PP |
1.6948 |
1.6948 |
1.6948 |
1.6943 |
| S1 |
1.6920 |
1.6920 |
1.6938 |
1.6908 |
| S2 |
1.6896 |
1.6896 |
1.6933 |
|
| S3 |
1.6844 |
1.6868 |
1.6929 |
|
| S4 |
1.6792 |
1.6816 |
1.6914 |
|
|
| 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 |
1.6997 |
1.6726 |
0.0271 |
1.6% |
0.0095 |
0.6% |
80% |
False |
False |
111,946 |
| 10 |
1.6997 |
1.6690 |
0.0307 |
1.8% |
0.0083 |
0.5% |
82% |
False |
False |
68,593 |
| 20 |
1.6997 |
1.6680 |
0.0317 |
1.9% |
0.0074 |
0.4% |
83% |
False |
False |
35,030 |
| 40 |
1.6997 |
1.6680 |
0.0317 |
1.9% |
0.0068 |
0.4% |
83% |
False |
False |
17,679 |
| 60 |
1.6997 |
1.6448 |
0.0549 |
3.2% |
0.0064 |
0.4% |
90% |
False |
False |
11,825 |
| 80 |
1.6997 |
1.6448 |
0.0549 |
3.2% |
0.0056 |
0.3% |
90% |
False |
False |
8,875 |
| 100 |
1.6997 |
1.6241 |
0.0756 |
4.5% |
0.0045 |
0.3% |
93% |
False |
False |
7,100 |
| 120 |
1.6997 |
1.6241 |
0.0756 |
4.5% |
0.0038 |
0.2% |
93% |
False |
False |
5,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7198 |
|
2.618 |
1.7113 |
|
1.618 |
1.7061 |
|
1.000 |
1.7029 |
|
0.618 |
1.7009 |
|
HIGH |
1.6977 |
|
0.618 |
1.6957 |
|
0.500 |
1.6951 |
|
0.382 |
1.6945 |
|
LOW |
1.6925 |
|
0.618 |
1.6893 |
|
1.000 |
1.6873 |
|
1.618 |
1.6841 |
|
2.618 |
1.6789 |
|
4.250 |
1.6704 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6951 |
1.6932 |
| PP |
1.6948 |
1.6922 |
| S1 |
1.6946 |
1.6911 |
|