CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7009 |
1.7015 |
0.0006 |
0.0% |
1.6964 |
| High |
1.7041 |
1.7022 |
-0.0019 |
-0.1% |
1.7051 |
| Low |
1.6990 |
1.6955 |
-0.0035 |
-0.2% |
1.6897 |
| Close |
1.7011 |
1.6972 |
-0.0039 |
-0.2% |
1.7001 |
| Range |
0.0051 |
0.0067 |
0.0016 |
31.4% |
0.0154 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
60,677 |
101,875 |
41,198 |
67.9% |
468,353 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7184 |
1.7145 |
1.7009 |
|
| R3 |
1.7117 |
1.7078 |
1.6990 |
|
| R2 |
1.7050 |
1.7050 |
1.6984 |
|
| R1 |
1.7011 |
1.7011 |
1.6978 |
1.6997 |
| PP |
1.6983 |
1.6983 |
1.6983 |
1.6976 |
| S1 |
1.6944 |
1.6944 |
1.6966 |
1.6930 |
| S2 |
1.6916 |
1.6916 |
1.6960 |
|
| S3 |
1.6849 |
1.6877 |
1.6954 |
|
| S4 |
1.6782 |
1.6810 |
1.6935 |
|
|
| 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% |
0.0070 |
0.4% |
49% |
False |
False |
94,671 |
| 10 |
1.7051 |
1.6726 |
0.0325 |
1.9% |
0.0082 |
0.5% |
76% |
False |
False |
103,309 |
| 20 |
1.7051 |
1.6680 |
0.0371 |
2.2% |
0.0074 |
0.4% |
79% |
False |
False |
58,604 |
| 40 |
1.7051 |
1.6680 |
0.0371 |
2.2% |
0.0070 |
0.4% |
79% |
False |
False |
29,486 |
| 60 |
1.7051 |
1.6550 |
0.0501 |
3.0% |
0.0065 |
0.4% |
84% |
False |
False |
19,706 |
| 80 |
1.7051 |
1.6448 |
0.0603 |
3.6% |
0.0060 |
0.4% |
87% |
False |
False |
14,791 |
| 100 |
1.7051 |
1.6241 |
0.0810 |
4.8% |
0.0049 |
0.3% |
90% |
False |
False |
11,834 |
| 120 |
1.7051 |
1.6241 |
0.0810 |
4.8% |
0.0041 |
0.2% |
90% |
False |
False |
9,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7307 |
|
2.618 |
1.7197 |
|
1.618 |
1.7130 |
|
1.000 |
1.7089 |
|
0.618 |
1.7063 |
|
HIGH |
1.7022 |
|
0.618 |
1.6996 |
|
0.500 |
1.6989 |
|
0.382 |
1.6981 |
|
LOW |
1.6955 |
|
0.618 |
1.6914 |
|
1.000 |
1.6888 |
|
1.618 |
1.6847 |
|
2.618 |
1.6780 |
|
4.250 |
1.6670 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6989 |
1.7002 |
| PP |
1.6983 |
1.6992 |
| S1 |
1.6978 |
1.6982 |
|