CME British Pound Future December 2014
Trading Metrics calculated at close of trading on 03-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1.6718 |
1.6718 |
0.0000 |
0.0% |
1.6781 |
High |
1.6718 |
1.6718 |
0.0000 |
0.0% |
1.6781 |
Low |
1.6718 |
1.6718 |
0.0000 |
0.0% |
1.6681 |
Close |
1.6718 |
1.6718 |
0.0000 |
0.0% |
1.6736 |
Range |
|
|
|
|
|
ATR |
0.0036 |
0.0034 |
-0.0003 |
-7.1% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
6 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6718 |
1.6718 |
1.6718 |
|
R3 |
1.6718 |
1.6718 |
1.6718 |
|
R2 |
1.6718 |
1.6718 |
1.6718 |
|
R1 |
1.6718 |
1.6718 |
1.6718 |
1.6718 |
PP |
1.6718 |
1.6718 |
1.6718 |
1.6718 |
S1 |
1.6718 |
1.6718 |
1.6718 |
1.6718 |
S2 |
1.6718 |
1.6718 |
1.6718 |
|
S3 |
1.6718 |
1.6718 |
1.6718 |
|
S4 |
1.6718 |
1.6718 |
1.6718 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7033 |
1.6984 |
1.6791 |
|
R3 |
1.6933 |
1.6884 |
1.6764 |
|
R2 |
1.6833 |
1.6833 |
1.6754 |
|
R1 |
1.6784 |
1.6784 |
1.6745 |
1.6759 |
PP |
1.6733 |
1.6733 |
1.6733 |
1.6720 |
S1 |
1.6684 |
1.6684 |
1.6727 |
1.6659 |
S2 |
1.6633 |
1.6633 |
1.6718 |
|
S3 |
1.6533 |
1.6584 |
1.6709 |
|
S4 |
1.6433 |
1.6484 |
1.6681 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6736 |
1.6681 |
0.0055 |
0.3% |
0.0011 |
0.1% |
67% |
False |
False |
1 |
10 |
1.6865 |
1.6681 |
0.0184 |
1.1% |
0.0006 |
0.0% |
20% |
False |
False |
1 |
20 |
1.6952 |
1.6681 |
0.0271 |
1.6% |
0.0011 |
0.1% |
14% |
False |
False |
2 |
40 |
1.6952 |
1.6576 |
0.0376 |
2.2% |
0.0010 |
0.1% |
38% |
False |
False |
9 |
60 |
1.6952 |
1.6459 |
0.0493 |
2.9% |
0.0009 |
0.1% |
53% |
False |
False |
7 |
80 |
1.6952 |
1.6362 |
0.0590 |
3.5% |
0.0007 |
0.0% |
60% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6718 |
2.618 |
1.6718 |
1.618 |
1.6718 |
1.000 |
1.6718 |
0.618 |
1.6718 |
HIGH |
1.6718 |
0.618 |
1.6718 |
0.500 |
1.6718 |
0.382 |
1.6718 |
LOW |
1.6718 |
0.618 |
1.6718 |
1.000 |
1.6718 |
1.618 |
1.6718 |
2.618 |
1.6718 |
4.250 |
1.6718 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6718 |
1.6718 |
PP |
1.6718 |
1.6718 |
S1 |
1.6718 |
1.6718 |
|