CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6964 |
1.7027 |
0.0063 |
0.4% |
1.6970 |
| High |
1.7023 |
1.7027 |
0.0004 |
0.0% |
1.7027 |
| Low |
1.6964 |
1.6980 |
0.0016 |
0.1% |
1.6890 |
| Close |
1.7013 |
1.6982 |
-0.0031 |
-0.2% |
1.6982 |
| Range |
0.0059 |
0.0047 |
-0.0012 |
-20.3% |
0.0137 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
167 |
92 |
-75 |
-44.9% |
550 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7137 |
1.7107 |
1.7008 |
|
| R3 |
1.7090 |
1.7060 |
1.6995 |
|
| R2 |
1.7043 |
1.7043 |
1.6991 |
|
| R1 |
1.7013 |
1.7013 |
1.6986 |
1.7005 |
| PP |
1.6996 |
1.6996 |
1.6996 |
1.6992 |
| S1 |
1.6966 |
1.6966 |
1.6978 |
1.6958 |
| S2 |
1.6949 |
1.6949 |
1.6973 |
|
| S3 |
1.6902 |
1.6919 |
1.6969 |
|
| S4 |
1.6855 |
1.6872 |
1.6956 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7377 |
1.7317 |
1.7057 |
|
| R3 |
1.7240 |
1.7180 |
1.7020 |
|
| R2 |
1.7103 |
1.7103 |
1.7007 |
|
| R1 |
1.7043 |
1.7043 |
1.6995 |
1.7073 |
| PP |
1.6966 |
1.6966 |
1.6966 |
1.6982 |
| S1 |
1.6906 |
1.6906 |
1.6969 |
1.6936 |
| S2 |
1.6829 |
1.6829 |
1.6957 |
|
| S3 |
1.6692 |
1.6769 |
1.6944 |
|
| S4 |
1.6555 |
1.6632 |
1.6907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7027 |
1.6890 |
0.0137 |
0.8% |
0.0043 |
0.3% |
67% |
True |
False |
110 |
| 10 |
1.7027 |
1.6718 |
0.0309 |
1.8% |
0.0042 |
0.2% |
85% |
True |
False |
75 |
| 20 |
1.7027 |
1.6681 |
0.0346 |
2.0% |
0.0028 |
0.2% |
87% |
True |
False |
46 |
| 40 |
1.7027 |
1.6681 |
0.0346 |
2.0% |
0.0018 |
0.1% |
87% |
True |
False |
24 |
| 60 |
1.7027 |
1.6544 |
0.0483 |
2.8% |
0.0016 |
0.1% |
91% |
True |
False |
22 |
| 80 |
1.7027 |
1.6459 |
0.0568 |
3.3% |
0.0013 |
0.1% |
92% |
True |
False |
17 |
| 100 |
1.7027 |
1.6263 |
0.0764 |
4.5% |
0.0011 |
0.1% |
94% |
True |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7227 |
|
2.618 |
1.7150 |
|
1.618 |
1.7103 |
|
1.000 |
1.7074 |
|
0.618 |
1.7056 |
|
HIGH |
1.7027 |
|
0.618 |
1.7009 |
|
0.500 |
1.7004 |
|
0.382 |
1.6998 |
|
LOW |
1.6980 |
|
0.618 |
1.6951 |
|
1.000 |
1.6933 |
|
1.618 |
1.6904 |
|
2.618 |
1.6857 |
|
4.250 |
1.6780 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7004 |
1.6974 |
| PP |
1.6996 |
1.6966 |
| S1 |
1.6989 |
1.6959 |
|