CME British Pound Future December 2014
Trading Metrics calculated at close of trading on 05-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
1.6728 |
1.6764 |
0.0036 |
0.2% |
1.6781 |
High |
1.6741 |
1.6788 |
0.0047 |
0.3% |
1.6781 |
Low |
1.6716 |
1.6764 |
0.0048 |
0.3% |
1.6681 |
Close |
1.6716 |
1.6788 |
0.0072 |
0.4% |
1.6736 |
Range |
0.0025 |
0.0024 |
-0.0001 |
-4.0% |
0.0100 |
ATR |
0.0033 |
0.0036 |
0.0003 |
8.5% |
0.0000 |
Volume |
2 |
172 |
170 |
8,500.0% |
6 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6852 |
1.6844 |
1.6801 |
|
R3 |
1.6828 |
1.6820 |
1.6795 |
|
R2 |
1.6804 |
1.6804 |
1.6792 |
|
R1 |
1.6796 |
1.6796 |
1.6790 |
1.6800 |
PP |
1.6780 |
1.6780 |
1.6780 |
1.6782 |
S1 |
1.6772 |
1.6772 |
1.6786 |
1.6776 |
S2 |
1.6756 |
1.6756 |
1.6784 |
|
S3 |
1.6732 |
1.6748 |
1.6781 |
|
S4 |
1.6708 |
1.6724 |
1.6775 |
|
|
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 |
1.6788 |
1.6700 |
0.0088 |
0.5% |
0.0017 |
0.1% |
100% |
True |
False |
35 |
10 |
1.6844 |
1.6681 |
0.0163 |
1.0% |
0.0011 |
0.1% |
66% |
False |
False |
18 |
20 |
1.6911 |
1.6681 |
0.0230 |
1.4% |
0.0013 |
0.1% |
47% |
False |
False |
10 |
40 |
1.6952 |
1.6681 |
0.0271 |
1.6% |
0.0009 |
0.1% |
39% |
False |
False |
12 |
60 |
1.6952 |
1.6459 |
0.0493 |
2.9% |
0.0010 |
0.1% |
67% |
False |
False |
9 |
80 |
1.6952 |
1.6407 |
0.0545 |
3.2% |
0.0007 |
0.0% |
70% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6890 |
2.618 |
1.6851 |
1.618 |
1.6827 |
1.000 |
1.6812 |
0.618 |
1.6803 |
HIGH |
1.6788 |
0.618 |
1.6779 |
0.500 |
1.6776 |
0.382 |
1.6773 |
LOW |
1.6764 |
0.618 |
1.6749 |
1.000 |
1.6740 |
1.618 |
1.6725 |
2.618 |
1.6701 |
4.250 |
1.6662 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6784 |
1.6776 |
PP |
1.6780 |
1.6764 |
S1 |
1.6776 |
1.6752 |
|