CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7027 |
1.7009 |
-0.0018 |
-0.1% |
1.6964 |
| High |
1.7049 |
1.7041 |
-0.0008 |
0.0% |
1.7051 |
| Low |
1.6991 |
1.6990 |
-0.0001 |
0.0% |
1.6897 |
| Close |
1.7001 |
1.7011 |
0.0010 |
0.1% |
1.7001 |
| Range |
0.0058 |
0.0051 |
-0.0007 |
-12.1% |
0.0154 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
95,216 |
60,677 |
-34,539 |
-36.3% |
468,353 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7167 |
1.7140 |
1.7039 |
|
| R3 |
1.7116 |
1.7089 |
1.7025 |
|
| R2 |
1.7065 |
1.7065 |
1.7020 |
|
| R1 |
1.7038 |
1.7038 |
1.7016 |
1.7052 |
| PP |
1.7014 |
1.7014 |
1.7014 |
1.7021 |
| S1 |
1.6987 |
1.6987 |
1.7006 |
1.7001 |
| S2 |
1.6963 |
1.6963 |
1.7002 |
|
| S3 |
1.6912 |
1.6936 |
1.6997 |
|
| S4 |
1.6861 |
1.6885 |
1.6983 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7445 |
1.7377 |
1.7086 |
|
| R3 |
1.7291 |
1.7223 |
1.7043 |
|
| R2 |
1.7137 |
1.7137 |
1.7029 |
|
| R1 |
1.7069 |
1.7069 |
1.7015 |
1.7103 |
| PP |
1.6983 |
1.6983 |
1.6983 |
1.7000 |
| S1 |
1.6915 |
1.6915 |
1.6987 |
1.6949 |
| S2 |
1.6829 |
1.6829 |
1.6973 |
|
| S3 |
1.6675 |
1.6761 |
1.6959 |
|
| S4 |
1.6521 |
1.6607 |
1.6916 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7051 |
1.6897 |
0.0154 |
0.9% |
0.0067 |
0.4% |
74% |
False |
False |
90,112 |
| 10 |
1.7051 |
1.6726 |
0.0325 |
1.9% |
0.0083 |
0.5% |
88% |
False |
False |
101,205 |
| 20 |
1.7051 |
1.6680 |
0.0371 |
2.2% |
0.0076 |
0.4% |
89% |
False |
False |
53,529 |
| 40 |
1.7051 |
1.6680 |
0.0371 |
2.2% |
0.0070 |
0.4% |
89% |
False |
False |
26,948 |
| 60 |
1.7051 |
1.6550 |
0.0501 |
2.9% |
0.0065 |
0.4% |
92% |
False |
False |
18,012 |
| 80 |
1.7051 |
1.6448 |
0.0603 |
3.5% |
0.0059 |
0.3% |
93% |
False |
False |
13,518 |
| 100 |
1.7051 |
1.6241 |
0.0810 |
4.8% |
0.0048 |
0.3% |
95% |
False |
False |
10,815 |
| 120 |
1.7051 |
1.6241 |
0.0810 |
4.8% |
0.0040 |
0.2% |
95% |
False |
False |
9,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7258 |
|
2.618 |
1.7175 |
|
1.618 |
1.7124 |
|
1.000 |
1.7092 |
|
0.618 |
1.7073 |
|
HIGH |
1.7041 |
|
0.618 |
1.7022 |
|
0.500 |
1.7016 |
|
0.382 |
1.7009 |
|
LOW |
1.6990 |
|
0.618 |
1.6958 |
|
1.000 |
1.6939 |
|
1.618 |
1.6907 |
|
2.618 |
1.6856 |
|
4.250 |
1.6773 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7016 |
1.7013 |
| PP |
1.7014 |
1.7012 |
| S1 |
1.7013 |
1.7012 |
|