CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6793 |
1.6804 |
0.0011 |
0.1% |
1.6718 |
| High |
1.6793 |
1.6804 |
0.0011 |
0.1% |
1.6793 |
| Low |
1.6760 |
1.6768 |
0.0008 |
0.0% |
1.6716 |
| Close |
1.6784 |
1.6768 |
-0.0016 |
-0.1% |
1.6784 |
| Range |
0.0033 |
0.0036 |
0.0003 |
9.1% |
0.0077 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
0.1% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
179 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6888 |
1.6864 |
1.6788 |
|
| R3 |
1.6852 |
1.6828 |
1.6778 |
|
| R2 |
1.6816 |
1.6816 |
1.6775 |
|
| R1 |
1.6792 |
1.6792 |
1.6771 |
1.6786 |
| PP |
1.6780 |
1.6780 |
1.6780 |
1.6777 |
| S1 |
1.6756 |
1.6756 |
1.6765 |
1.6750 |
| S2 |
1.6744 |
1.6744 |
1.6761 |
|
| S3 |
1.6708 |
1.6720 |
1.6758 |
|
| S4 |
1.6672 |
1.6684 |
1.6748 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6995 |
1.6967 |
1.6826 |
|
| R3 |
1.6918 |
1.6890 |
1.6805 |
|
| R2 |
1.6841 |
1.6841 |
1.6798 |
|
| R1 |
1.6813 |
1.6813 |
1.6791 |
1.6827 |
| PP |
1.6764 |
1.6764 |
1.6764 |
1.6772 |
| S1 |
1.6736 |
1.6736 |
1.6777 |
1.6750 |
| S2 |
1.6687 |
1.6687 |
1.6770 |
|
| S3 |
1.6610 |
1.6659 |
1.6763 |
|
| S4 |
1.6533 |
1.6582 |
1.6742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6804 |
1.6716 |
0.0088 |
0.5% |
0.0024 |
0.1% |
59% |
True |
False |
35 |
| 10 |
1.6804 |
1.6681 |
0.0123 |
0.7% |
0.0017 |
0.1% |
71% |
True |
False |
18 |
| 20 |
1.6865 |
1.6681 |
0.0184 |
1.1% |
0.0016 |
0.1% |
47% |
False |
False |
10 |
| 40 |
1.6952 |
1.6681 |
0.0271 |
1.6% |
0.0009 |
0.1% |
32% |
False |
False |
7 |
| 60 |
1.6952 |
1.6459 |
0.0493 |
2.9% |
0.0011 |
0.1% |
63% |
False |
False |
9 |
| 80 |
1.6952 |
1.6459 |
0.0493 |
2.9% |
0.0008 |
0.0% |
63% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6957 |
|
2.618 |
1.6898 |
|
1.618 |
1.6862 |
|
1.000 |
1.6840 |
|
0.618 |
1.6826 |
|
HIGH |
1.6804 |
|
0.618 |
1.6790 |
|
0.500 |
1.6786 |
|
0.382 |
1.6782 |
|
LOW |
1.6768 |
|
0.618 |
1.6746 |
|
1.000 |
1.6732 |
|
1.618 |
1.6710 |
|
2.618 |
1.6674 |
|
4.250 |
1.6615 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6786 |
1.6782 |
| PP |
1.6780 |
1.6777 |
| S1 |
1.6774 |
1.6773 |
|