CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6995 |
1.7000 |
0.0005 |
0.0% |
1.6970 |
| High |
1.7020 |
1.7000 |
-0.0020 |
-0.1% |
1.7027 |
| Low |
1.6977 |
1.6937 |
-0.0040 |
-0.2% |
1.6890 |
| Close |
1.6993 |
1.6954 |
-0.0039 |
-0.2% |
1.6982 |
| Range |
0.0043 |
0.0063 |
0.0020 |
46.5% |
0.0137 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.6% |
0.0000 |
| Volume |
22 |
38 |
16 |
72.7% |
550 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7153 |
1.7116 |
1.6989 |
|
| R3 |
1.7090 |
1.7053 |
1.6971 |
|
| R2 |
1.7027 |
1.7027 |
1.6966 |
|
| R1 |
1.6990 |
1.6990 |
1.6960 |
1.6977 |
| PP |
1.6964 |
1.6964 |
1.6964 |
1.6957 |
| S1 |
1.6927 |
1.6927 |
1.6948 |
1.6914 |
| S2 |
1.6901 |
1.6901 |
1.6942 |
|
| S3 |
1.6838 |
1.6864 |
1.6937 |
|
| S4 |
1.6775 |
1.6801 |
1.6919 |
|
|
| 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% |
0.0056 |
0.3% |
47% |
False |
False |
69 |
| 10 |
1.7027 |
1.6718 |
0.0309 |
1.8% |
0.0049 |
0.3% |
76% |
False |
False |
80 |
| 20 |
1.7027 |
1.6681 |
0.0346 |
2.0% |
0.0033 |
0.2% |
79% |
False |
False |
49 |
| 40 |
1.7027 |
1.6681 |
0.0346 |
2.0% |
0.0021 |
0.1% |
79% |
False |
False |
25 |
| 60 |
1.7027 |
1.6544 |
0.0483 |
2.8% |
0.0017 |
0.1% |
85% |
False |
False |
22 |
| 80 |
1.7027 |
1.6459 |
0.0568 |
3.4% |
0.0014 |
0.1% |
87% |
False |
False |
17 |
| 100 |
1.7027 |
1.6263 |
0.0764 |
4.5% |
0.0012 |
0.1% |
90% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7268 |
|
2.618 |
1.7165 |
|
1.618 |
1.7102 |
|
1.000 |
1.7063 |
|
0.618 |
1.7039 |
|
HIGH |
1.7000 |
|
0.618 |
1.6976 |
|
0.500 |
1.6969 |
|
0.382 |
1.6961 |
|
LOW |
1.6937 |
|
0.618 |
1.6898 |
|
1.000 |
1.6874 |
|
1.618 |
1.6835 |
|
2.618 |
1.6772 |
|
4.250 |
1.6669 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6969 |
1.6982 |
| PP |
1.6964 |
1.6973 |
| S1 |
1.6959 |
1.6963 |
|