CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6940 |
1.6933 |
-0.0007 |
0.0% |
1.6804 |
| High |
1.6940 |
1.6958 |
0.0018 |
0.1% |
1.6940 |
| Low |
1.6924 |
1.6890 |
-0.0034 |
-0.2% |
1.6718 |
| Close |
1.6924 |
1.6924 |
0.0000 |
0.0% |
1.6936 |
| Range |
0.0016 |
0.0068 |
0.0052 |
325.0% |
0.0222 |
| ATR |
0.0047 |
0.0049 |
0.0001 |
3.1% |
0.0000 |
| Volume |
24 |
29 |
5 |
20.8% |
203 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7128 |
1.7094 |
1.6961 |
|
| R3 |
1.7060 |
1.7026 |
1.6943 |
|
| R2 |
1.6992 |
1.6992 |
1.6936 |
|
| R1 |
1.6958 |
1.6958 |
1.6930 |
1.6941 |
| PP |
1.6924 |
1.6924 |
1.6924 |
1.6916 |
| S1 |
1.6890 |
1.6890 |
1.6918 |
1.6873 |
| S2 |
1.6856 |
1.6856 |
1.6912 |
|
| S3 |
1.6788 |
1.6822 |
1.6905 |
|
| S4 |
1.6720 |
1.6754 |
1.6887 |
|
|
| 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 |
1.6811 |
0.0159 |
0.9% |
0.0043 |
0.3% |
71% |
False |
False |
97 |
| 10 |
1.6970 |
1.6718 |
0.0252 |
1.5% |
0.0037 |
0.2% |
82% |
False |
False |
66 |
| 20 |
1.6970 |
1.6681 |
0.0289 |
1.7% |
0.0023 |
0.1% |
84% |
False |
False |
34 |
| 40 |
1.6970 |
1.6681 |
0.0289 |
1.7% |
0.0015 |
0.1% |
84% |
False |
False |
18 |
| 60 |
1.6970 |
1.6496 |
0.0474 |
2.8% |
0.0014 |
0.1% |
90% |
False |
False |
17 |
| 80 |
1.6970 |
1.6459 |
0.0511 |
3.0% |
0.0011 |
0.1% |
91% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7247 |
|
2.618 |
1.7136 |
|
1.618 |
1.7068 |
|
1.000 |
1.7026 |
|
0.618 |
1.7000 |
|
HIGH |
1.6958 |
|
0.618 |
1.6932 |
|
0.500 |
1.6924 |
|
0.382 |
1.6916 |
|
LOW |
1.6890 |
|
0.618 |
1.6848 |
|
1.000 |
1.6822 |
|
1.618 |
1.6780 |
|
2.618 |
1.6712 |
|
4.250 |
1.6601 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6924 |
1.6930 |
| PP |
1.6924 |
1.6928 |
| S1 |
1.6924 |
1.6926 |
|