CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 26-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6945 |
1.6947 |
0.0002 |
0.0% |
1.6970 |
| High |
1.6973 |
1.7011 |
0.0038 |
0.2% |
1.7027 |
| Low |
1.6940 |
1.6947 |
0.0007 |
0.0% |
1.6890 |
| Close |
1.6952 |
1.6997 |
0.0045 |
0.3% |
1.6982 |
| Range |
0.0033 |
0.0064 |
0.0031 |
93.9% |
0.0137 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.9% |
0.0000 |
| Volume |
132 |
365 |
233 |
176.5% |
550 |
|
| Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7177 |
1.7151 |
1.7032 |
|
| R3 |
1.7113 |
1.7087 |
1.7015 |
|
| R2 |
1.7049 |
1.7049 |
1.7009 |
|
| R1 |
1.7023 |
1.7023 |
1.7003 |
1.7036 |
| PP |
1.6985 |
1.6985 |
1.6985 |
1.6992 |
| S1 |
1.6959 |
1.6959 |
1.6991 |
1.6972 |
| S2 |
1.6921 |
1.6921 |
1.6985 |
|
| S3 |
1.6857 |
1.6895 |
1.6979 |
|
| S4 |
1.6793 |
1.6831 |
1.6962 |
|
|
| 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% |
0.0050 |
0.3% |
67% |
False |
False |
129 |
| 10 |
1.7027 |
1.6890 |
0.0137 |
0.8% |
0.0044 |
0.3% |
78% |
False |
False |
114 |
| 20 |
1.7027 |
1.6700 |
0.0327 |
1.9% |
0.0037 |
0.2% |
91% |
False |
False |
74 |
| 40 |
1.7027 |
1.6681 |
0.0346 |
2.0% |
0.0023 |
0.1% |
91% |
False |
False |
38 |
| 60 |
1.7027 |
1.6544 |
0.0483 |
2.8% |
0.0019 |
0.1% |
94% |
False |
False |
31 |
| 80 |
1.7027 |
1.6459 |
0.0568 |
3.3% |
0.0015 |
0.1% |
95% |
False |
False |
24 |
| 100 |
1.7027 |
1.6269 |
0.0758 |
4.5% |
0.0012 |
0.1% |
96% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7283 |
|
2.618 |
1.7179 |
|
1.618 |
1.7115 |
|
1.000 |
1.7075 |
|
0.618 |
1.7051 |
|
HIGH |
1.7011 |
|
0.618 |
1.6987 |
|
0.500 |
1.6979 |
|
0.382 |
1.6971 |
|
LOW |
1.6947 |
|
0.618 |
1.6907 |
|
1.000 |
1.6883 |
|
1.618 |
1.6843 |
|
2.618 |
1.6779 |
|
4.250 |
1.6675 |
|
|
| Fisher Pivots for day following 26-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6991 |
1.6989 |
| PP |
1.6985 |
1.6982 |
| S1 |
1.6979 |
1.6974 |
|