CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6728 |
1.6718 |
-0.0010 |
-0.1% |
1.6718 |
| High |
1.6728 |
1.6775 |
0.0047 |
0.3% |
1.6793 |
| Low |
1.6728 |
1.6718 |
-0.0010 |
-0.1% |
1.6716 |
| Close |
1.6728 |
1.6767 |
0.0039 |
0.2% |
1.6784 |
| Range |
0.0000 |
0.0057 |
0.0057 |
|
0.0077 |
| ATR |
0.0036 |
0.0037 |
0.0002 |
4.2% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
179 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6924 |
1.6903 |
1.6798 |
|
| R3 |
1.6867 |
1.6846 |
1.6783 |
|
| R2 |
1.6810 |
1.6810 |
1.6777 |
|
| R1 |
1.6789 |
1.6789 |
1.6772 |
1.6800 |
| PP |
1.6753 |
1.6753 |
1.6753 |
1.6759 |
| S1 |
1.6732 |
1.6732 |
1.6762 |
1.6743 |
| S2 |
1.6696 |
1.6696 |
1.6757 |
|
| S3 |
1.6639 |
1.6675 |
1.6751 |
|
| S4 |
1.6582 |
1.6618 |
1.6736 |
|
|
| 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 |
1.6718 |
0.0086 |
0.5% |
0.0030 |
0.2% |
57% |
False |
True |
36 |
| 10 |
1.6804 |
1.6685 |
0.0119 |
0.7% |
0.0022 |
0.1% |
69% |
False |
False |
19 |
| 20 |
1.6865 |
1.6681 |
0.0184 |
1.1% |
0.0017 |
0.1% |
47% |
False |
False |
10 |
| 40 |
1.6952 |
1.6681 |
0.0271 |
1.6% |
0.0010 |
0.1% |
32% |
False |
False |
7 |
| 60 |
1.6952 |
1.6459 |
0.0493 |
2.9% |
0.0012 |
0.1% |
62% |
False |
False |
9 |
| 80 |
1.6952 |
1.6459 |
0.0493 |
2.9% |
0.0009 |
0.1% |
62% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7017 |
|
2.618 |
1.6924 |
|
1.618 |
1.6867 |
|
1.000 |
1.6832 |
|
0.618 |
1.6810 |
|
HIGH |
1.6775 |
|
0.618 |
1.6753 |
|
0.500 |
1.6747 |
|
0.382 |
1.6740 |
|
LOW |
1.6718 |
|
0.618 |
1.6683 |
|
1.000 |
1.6661 |
|
1.618 |
1.6626 |
|
2.618 |
1.6569 |
|
4.250 |
1.6476 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6760 |
1.6765 |
| PP |
1.6753 |
1.6763 |
| S1 |
1.6747 |
1.6761 |
|