CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6718 |
1.6728 |
0.0010 |
0.1% |
1.6781 |
| High |
1.6718 |
1.6741 |
0.0023 |
0.1% |
1.6781 |
| Low |
1.6718 |
1.6716 |
-0.0002 |
0.0% |
1.6681 |
| Close |
1.6718 |
1.6716 |
-0.0002 |
0.0% |
1.6736 |
| Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0100 |
| ATR |
0.0034 |
0.0033 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6799 |
1.6783 |
1.6730 |
|
| R3 |
1.6774 |
1.6758 |
1.6723 |
|
| R2 |
1.6749 |
1.6749 |
1.6721 |
|
| R1 |
1.6733 |
1.6733 |
1.6718 |
1.6729 |
| PP |
1.6724 |
1.6724 |
1.6724 |
1.6722 |
| S1 |
1.6708 |
1.6708 |
1.6714 |
1.6704 |
| S2 |
1.6699 |
1.6699 |
1.6711 |
|
| S3 |
1.6674 |
1.6683 |
1.6709 |
|
| S4 |
1.6649 |
1.6658 |
1.6702 |
|
|
| 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 |
1.6741 |
1.6685 |
0.0056 |
0.3% |
0.0014 |
0.1% |
55% |
True |
False |
2 |
| 10 |
1.6865 |
1.6681 |
0.0184 |
1.1% |
0.0009 |
0.1% |
19% |
False |
False |
1 |
| 20 |
1.6927 |
1.6681 |
0.0246 |
1.5% |
0.0012 |
0.1% |
14% |
False |
False |
2 |
| 40 |
1.6952 |
1.6600 |
0.0352 |
2.1% |
0.0011 |
0.1% |
33% |
False |
False |
9 |
| 60 |
1.6952 |
1.6459 |
0.0493 |
2.9% |
0.0009 |
0.1% |
52% |
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 |
1.6847 |
|
2.618 |
1.6806 |
|
1.618 |
1.6781 |
|
1.000 |
1.6766 |
|
0.618 |
1.6756 |
|
HIGH |
1.6741 |
|
0.618 |
1.6731 |
|
0.500 |
1.6729 |
|
0.382 |
1.6726 |
|
LOW |
1.6716 |
|
0.618 |
1.6701 |
|
1.000 |
1.6691 |
|
1.618 |
1.6676 |
|
2.618 |
1.6651 |
|
4.250 |
1.6610 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6729 |
1.6729 |
| PP |
1.6724 |
1.6724 |
| S1 |
1.6720 |
1.6720 |
|