CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 26-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6972 |
1.6972 |
0.0000 |
0.0% |
1.6964 |
| High |
1.6991 |
1.7030 |
0.0039 |
0.2% |
1.7051 |
| Low |
1.6941 |
1.6960 |
0.0019 |
0.1% |
1.6897 |
| Close |
1.6969 |
1.7014 |
0.0045 |
0.3% |
1.7001 |
| Range |
0.0050 |
0.0070 |
0.0020 |
40.0% |
0.0154 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
79,299 |
103,703 |
24,404 |
30.8% |
468,353 |
|
| Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7211 |
1.7183 |
1.7053 |
|
| R3 |
1.7141 |
1.7113 |
1.7033 |
|
| R2 |
1.7071 |
1.7071 |
1.7027 |
|
| R1 |
1.7043 |
1.7043 |
1.7020 |
1.7057 |
| PP |
1.7001 |
1.7001 |
1.7001 |
1.7009 |
| S1 |
1.6973 |
1.6973 |
1.7008 |
1.6987 |
| S2 |
1.6931 |
1.6931 |
1.7001 |
|
| S3 |
1.6861 |
1.6903 |
1.6995 |
|
| S4 |
1.6791 |
1.6833 |
1.6976 |
|
|
| 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 |
1.7049 |
1.6941 |
0.0108 |
0.6% |
0.0059 |
0.3% |
68% |
False |
False |
88,154 |
| 10 |
1.7051 |
1.6825 |
0.0226 |
1.3% |
0.0073 |
0.4% |
84% |
False |
False |
96,600 |
| 20 |
1.7051 |
1.6690 |
0.0361 |
2.1% |
0.0072 |
0.4% |
90% |
False |
False |
67,610 |
| 40 |
1.7051 |
1.6680 |
0.0371 |
2.2% |
0.0070 |
0.4% |
90% |
False |
False |
34,049 |
| 60 |
1.7051 |
1.6550 |
0.0501 |
2.9% |
0.0065 |
0.4% |
93% |
False |
False |
22,754 |
| 80 |
1.7051 |
1.6448 |
0.0603 |
3.5% |
0.0060 |
0.4% |
94% |
False |
False |
17,078 |
| 100 |
1.7051 |
1.6241 |
0.0810 |
4.8% |
0.0050 |
0.3% |
95% |
False |
False |
13,663 |
| 120 |
1.7051 |
1.6241 |
0.0810 |
4.8% |
0.0042 |
0.2% |
95% |
False |
False |
11,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7328 |
|
2.618 |
1.7213 |
|
1.618 |
1.7143 |
|
1.000 |
1.7100 |
|
0.618 |
1.7073 |
|
HIGH |
1.7030 |
|
0.618 |
1.7003 |
|
0.500 |
1.6995 |
|
0.382 |
1.6987 |
|
LOW |
1.6960 |
|
0.618 |
1.6917 |
|
1.000 |
1.6890 |
|
1.618 |
1.6847 |
|
2.618 |
1.6777 |
|
4.250 |
1.6663 |
|
|
| Fisher Pivots for day following 26-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7008 |
1.7005 |
| PP |
1.7001 |
1.6995 |
| S1 |
1.6995 |
1.6986 |
|