CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6970 |
1.6940 |
-0.0030 |
-0.2% |
1.6804 |
| High |
1.6970 |
1.6940 |
-0.0030 |
-0.2% |
1.6940 |
| Low |
1.6946 |
1.6924 |
-0.0022 |
-0.1% |
1.6718 |
| Close |
1.6946 |
1.6924 |
-0.0022 |
-0.1% |
1.6936 |
| Range |
0.0024 |
0.0016 |
-0.0008 |
-33.3% |
0.0222 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
238 |
24 |
-214 |
-89.9% |
203 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6977 |
1.6967 |
1.6933 |
|
| R3 |
1.6961 |
1.6951 |
1.6928 |
|
| R2 |
1.6945 |
1.6945 |
1.6927 |
|
| R1 |
1.6935 |
1.6935 |
1.6925 |
1.6932 |
| PP |
1.6929 |
1.6929 |
1.6929 |
1.6928 |
| S1 |
1.6919 |
1.6919 |
1.6923 |
1.6916 |
| S2 |
1.6913 |
1.6913 |
1.6921 |
|
| S3 |
1.6897 |
1.6903 |
1.6920 |
|
| S4 |
1.6881 |
1.6887 |
1.6915 |
|
|
| 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 |
1.6970 |
1.6718 |
0.0252 |
1.5% |
0.0041 |
0.2% |
82% |
False |
False |
92 |
| 10 |
1.6970 |
1.6716 |
0.0254 |
1.5% |
0.0032 |
0.2% |
82% |
False |
False |
64 |
| 20 |
1.6970 |
1.6681 |
0.0289 |
1.7% |
0.0019 |
0.1% |
84% |
False |
False |
32 |
| 40 |
1.6970 |
1.6681 |
0.0289 |
1.7% |
0.0014 |
0.1% |
84% |
False |
False |
17 |
| 60 |
1.6970 |
1.6459 |
0.0511 |
3.0% |
0.0013 |
0.1% |
91% |
False |
False |
17 |
| 80 |
1.6970 |
1.6459 |
0.0511 |
3.0% |
0.0011 |
0.1% |
91% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7008 |
|
2.618 |
1.6982 |
|
1.618 |
1.6966 |
|
1.000 |
1.6956 |
|
0.618 |
1.6950 |
|
HIGH |
1.6940 |
|
0.618 |
1.6934 |
|
0.500 |
1.6932 |
|
0.382 |
1.6930 |
|
LOW |
1.6924 |
|
0.618 |
1.6914 |
|
1.000 |
1.6908 |
|
1.618 |
1.6898 |
|
2.618 |
1.6882 |
|
4.250 |
1.6856 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6932 |
1.6946 |
| PP |
1.6929 |
1.6939 |
| S1 |
1.6927 |
1.6931 |
|