CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7000 |
1.6945 |
-0.0055 |
-0.3% |
1.6970 |
| High |
1.7000 |
1.6973 |
-0.0027 |
-0.2% |
1.7027 |
| Low |
1.6937 |
1.6940 |
0.0003 |
0.0% |
1.6890 |
| Close |
1.6954 |
1.6952 |
-0.0002 |
0.0% |
1.6982 |
| Range |
0.0063 |
0.0033 |
-0.0030 |
-47.6% |
0.0137 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
38 |
132 |
94 |
247.4% |
550 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7054 |
1.7036 |
1.6970 |
|
| R3 |
1.7021 |
1.7003 |
1.6961 |
|
| R2 |
1.6988 |
1.6988 |
1.6958 |
|
| R1 |
1.6970 |
1.6970 |
1.6955 |
1.6979 |
| PP |
1.6955 |
1.6955 |
1.6955 |
1.6960 |
| S1 |
1.6937 |
1.6937 |
1.6949 |
1.6946 |
| S2 |
1.6922 |
1.6922 |
1.6946 |
|
| S3 |
1.6889 |
1.6904 |
1.6943 |
|
| S4 |
1.6856 |
1.6871 |
1.6934 |
|
|
| 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 |
1.6937 |
0.0090 |
0.5% |
0.0049 |
0.3% |
17% |
False |
False |
90 |
| 10 |
1.7027 |
1.6811 |
0.0216 |
1.3% |
0.0046 |
0.3% |
65% |
False |
False |
93 |
| 20 |
1.7027 |
1.6685 |
0.0342 |
2.0% |
0.0034 |
0.2% |
78% |
False |
False |
56 |
| 40 |
1.7027 |
1.6681 |
0.0346 |
2.0% |
0.0021 |
0.1% |
78% |
False |
False |
29 |
| 60 |
1.7027 |
1.6544 |
0.0483 |
2.8% |
0.0018 |
0.1% |
84% |
False |
False |
25 |
| 80 |
1.7027 |
1.6459 |
0.0568 |
3.4% |
0.0015 |
0.1% |
87% |
False |
False |
19 |
| 100 |
1.7027 |
1.6263 |
0.0764 |
4.5% |
0.0012 |
0.1% |
90% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7113 |
|
2.618 |
1.7059 |
|
1.618 |
1.7026 |
|
1.000 |
1.7006 |
|
0.618 |
1.6993 |
|
HIGH |
1.6973 |
|
0.618 |
1.6960 |
|
0.500 |
1.6957 |
|
0.382 |
1.6953 |
|
LOW |
1.6940 |
|
0.618 |
1.6920 |
|
1.000 |
1.6907 |
|
1.618 |
1.6887 |
|
2.618 |
1.6854 |
|
4.250 |
1.6800 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6957 |
1.6979 |
| PP |
1.6955 |
1.6970 |
| S1 |
1.6954 |
1.6961 |
|