CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 27-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6947 |
1.7006 |
0.0059 |
0.3% |
1.6995 |
| High |
1.7011 |
1.7015 |
0.0004 |
0.0% |
1.7020 |
| Low |
1.6947 |
1.6989 |
0.0042 |
0.2% |
1.6937 |
| Close |
1.6997 |
1.6994 |
-0.0003 |
0.0% |
1.6994 |
| Range |
0.0064 |
0.0026 |
-0.0038 |
-59.4% |
0.0083 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
365 |
230 |
-135 |
-37.0% |
787 |
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7077 |
1.7062 |
1.7008 |
|
| R3 |
1.7051 |
1.7036 |
1.7001 |
|
| R2 |
1.7025 |
1.7025 |
1.6999 |
|
| R1 |
1.7010 |
1.7010 |
1.6996 |
1.7005 |
| PP |
1.6999 |
1.6999 |
1.6999 |
1.6997 |
| S1 |
1.6984 |
1.6984 |
1.6992 |
1.6979 |
| S2 |
1.6973 |
1.6973 |
1.6989 |
|
| S3 |
1.6947 |
1.6958 |
1.6987 |
|
| S4 |
1.6921 |
1.6932 |
1.6980 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7233 |
1.7196 |
1.7040 |
|
| R3 |
1.7150 |
1.7113 |
1.7017 |
|
| R2 |
1.7067 |
1.7067 |
1.7009 |
|
| R1 |
1.7030 |
1.7030 |
1.7002 |
1.7007 |
| PP |
1.6984 |
1.6984 |
1.6984 |
1.6972 |
| S1 |
1.6947 |
1.6947 |
1.6986 |
1.6924 |
| S2 |
1.6901 |
1.6901 |
1.6979 |
|
| S3 |
1.6818 |
1.6864 |
1.6971 |
|
| S4 |
1.6735 |
1.6781 |
1.6948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7020 |
1.6937 |
0.0083 |
0.5% |
0.0046 |
0.3% |
69% |
False |
False |
157 |
| 10 |
1.7027 |
1.6890 |
0.0137 |
0.8% |
0.0044 |
0.3% |
76% |
False |
False |
133 |
| 20 |
1.7027 |
1.6716 |
0.0311 |
1.8% |
0.0036 |
0.2% |
89% |
False |
False |
85 |
| 40 |
1.7027 |
1.6681 |
0.0346 |
2.0% |
0.0024 |
0.1% |
90% |
False |
False |
43 |
| 60 |
1.7027 |
1.6544 |
0.0483 |
2.8% |
0.0019 |
0.1% |
93% |
False |
False |
35 |
| 80 |
1.7027 |
1.6459 |
0.0568 |
3.3% |
0.0016 |
0.1% |
94% |
False |
False |
26 |
| 100 |
1.7027 |
1.6269 |
0.0758 |
4.5% |
0.0013 |
0.1% |
96% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7126 |
|
2.618 |
1.7083 |
|
1.618 |
1.7057 |
|
1.000 |
1.7041 |
|
0.618 |
1.7031 |
|
HIGH |
1.7015 |
|
0.618 |
1.7005 |
|
0.500 |
1.7002 |
|
0.382 |
1.6999 |
|
LOW |
1.6989 |
|
0.618 |
1.6973 |
|
1.000 |
1.6963 |
|
1.618 |
1.6947 |
|
2.618 |
1.6921 |
|
4.250 |
1.6879 |
|
|
| Fisher Pivots for day following 27-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7002 |
1.6989 |
| PP |
1.6999 |
1.6983 |
| S1 |
1.6997 |
1.6978 |
|