CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6822 |
1.6922 |
0.0100 |
0.6% |
1.6804 |
| High |
1.6901 |
1.6940 |
0.0039 |
0.2% |
1.6940 |
| Low |
1.6811 |
1.6922 |
0.0111 |
0.7% |
1.6718 |
| Close |
1.6811 |
1.6936 |
0.0125 |
0.7% |
1.6936 |
| Range |
0.0090 |
0.0018 |
-0.0072 |
-80.0% |
0.0222 |
| ATR |
0.0044 |
0.0050 |
0.0006 |
13.7% |
0.0000 |
| Volume |
158 |
37 |
-121 |
-76.6% |
203 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6987 |
1.6979 |
1.6946 |
|
| R3 |
1.6969 |
1.6961 |
1.6941 |
|
| R2 |
1.6951 |
1.6951 |
1.6939 |
|
| R1 |
1.6943 |
1.6943 |
1.6938 |
1.6947 |
| PP |
1.6933 |
1.6933 |
1.6933 |
1.6935 |
| S1 |
1.6925 |
1.6925 |
1.6934 |
1.6929 |
| S2 |
1.6915 |
1.6915 |
1.6933 |
|
| S3 |
1.6897 |
1.6907 |
1.6931 |
|
| S4 |
1.6879 |
1.6889 |
1.6926 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7531 |
1.7455 |
1.7058 |
|
| R3 |
1.7309 |
1.7233 |
1.6997 |
|
| R2 |
1.7087 |
1.7087 |
1.6977 |
|
| R1 |
1.7011 |
1.7011 |
1.6956 |
1.7049 |
| PP |
1.6865 |
1.6865 |
1.6865 |
1.6884 |
| S1 |
1.6789 |
1.6789 |
1.6916 |
1.6827 |
| S2 |
1.6643 |
1.6643 |
1.6895 |
|
| S3 |
1.6421 |
1.6567 |
1.6875 |
|
| S4 |
1.6199 |
1.6345 |
1.6814 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6940 |
1.6718 |
0.0222 |
1.3% |
0.0040 |
0.2% |
98% |
True |
False |
40 |
| 10 |
1.6940 |
1.6716 |
0.0224 |
1.3% |
0.0028 |
0.2% |
98% |
True |
False |
38 |
| 20 |
1.6940 |
1.6681 |
0.0259 |
1.5% |
0.0017 |
0.1% |
98% |
True |
False |
19 |
| 40 |
1.6952 |
1.6681 |
0.0271 |
1.6% |
0.0013 |
0.1% |
94% |
False |
False |
11 |
| 60 |
1.6952 |
1.6459 |
0.0493 |
2.9% |
0.0012 |
0.1% |
97% |
False |
False |
12 |
| 80 |
1.6952 |
1.6459 |
0.0493 |
2.9% |
0.0010 |
0.1% |
97% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7017 |
|
2.618 |
1.6987 |
|
1.618 |
1.6969 |
|
1.000 |
1.6958 |
|
0.618 |
1.6951 |
|
HIGH |
1.6940 |
|
0.618 |
1.6933 |
|
0.500 |
1.6931 |
|
0.382 |
1.6929 |
|
LOW |
1.6922 |
|
0.618 |
1.6911 |
|
1.000 |
1.6904 |
|
1.618 |
1.6893 |
|
2.618 |
1.6875 |
|
4.250 |
1.6846 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6934 |
1.6900 |
| PP |
1.6933 |
1.6865 |
| S1 |
1.6931 |
1.6829 |
|