CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6948 |
1.6981 |
0.0033 |
0.2% |
1.6795 |
| High |
1.6992 |
1.7051 |
0.0059 |
0.3% |
1.6979 |
| Low |
1.6897 |
1.6974 |
0.0077 |
0.5% |
1.6726 |
| Close |
1.6942 |
1.7031 |
0.0089 |
0.5% |
1.6955 |
| Range |
0.0095 |
0.0077 |
-0.0018 |
-18.9% |
0.0253 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
3.2% |
0.0000 |
| Volume |
113,514 |
102,075 |
-11,439 |
-10.1% |
512,720 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7250 |
1.7217 |
1.7073 |
|
| R3 |
1.7173 |
1.7140 |
1.7052 |
|
| R2 |
1.7096 |
1.7096 |
1.7045 |
|
| R1 |
1.7063 |
1.7063 |
1.7038 |
1.7080 |
| PP |
1.7019 |
1.7019 |
1.7019 |
1.7027 |
| S1 |
1.6986 |
1.6986 |
1.7024 |
1.7003 |
| S2 |
1.6942 |
1.6942 |
1.7017 |
|
| S3 |
1.6865 |
1.6909 |
1.7010 |
|
| S4 |
1.6788 |
1.6832 |
1.6989 |
|
|
| 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 |
1.7051 |
1.6825 |
0.0226 |
1.3% |
0.0086 |
0.5% |
91% |
True |
False |
105,046 |
| 10 |
1.7051 |
1.6726 |
0.0325 |
1.9% |
0.0084 |
0.5% |
94% |
True |
False |
89,550 |
| 20 |
1.7051 |
1.6680 |
0.0371 |
2.2% |
0.0076 |
0.4% |
95% |
True |
False |
45,774 |
| 40 |
1.7051 |
1.6680 |
0.0371 |
2.2% |
0.0069 |
0.4% |
95% |
True |
False |
23,066 |
| 60 |
1.7051 |
1.6493 |
0.0558 |
3.3% |
0.0065 |
0.4% |
96% |
True |
False |
15,416 |
| 80 |
1.7051 |
1.6448 |
0.0603 |
3.5% |
0.0058 |
0.3% |
97% |
True |
False |
11,569 |
| 100 |
1.7051 |
1.6241 |
0.0810 |
4.8% |
0.0047 |
0.3% |
98% |
True |
False |
9,256 |
| 120 |
1.7051 |
1.6241 |
0.0810 |
4.8% |
0.0039 |
0.2% |
98% |
True |
False |
7,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7378 |
|
2.618 |
1.7253 |
|
1.618 |
1.7176 |
|
1.000 |
1.7128 |
|
0.618 |
1.7099 |
|
HIGH |
1.7051 |
|
0.618 |
1.7022 |
|
0.500 |
1.7013 |
|
0.382 |
1.7003 |
|
LOW |
1.6974 |
|
0.618 |
1.6926 |
|
1.000 |
1.6897 |
|
1.618 |
1.6849 |
|
2.618 |
1.6772 |
|
4.250 |
1.6647 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7025 |
1.7012 |
| PP |
1.7019 |
1.6993 |
| S1 |
1.7013 |
1.6974 |
|