CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7006 |
1.7011 |
0.0005 |
0.0% |
1.6995 |
| High |
1.7015 |
1.7087 |
0.0072 |
0.4% |
1.7020 |
| Low |
1.6989 |
1.6993 |
0.0004 |
0.0% |
1.6937 |
| Close |
1.6994 |
1.7078 |
0.0084 |
0.5% |
1.6994 |
| Range |
0.0026 |
0.0094 |
0.0068 |
261.5% |
0.0083 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
6.3% |
0.0000 |
| Volume |
230 |
36 |
-194 |
-84.3% |
787 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7335 |
1.7300 |
1.7130 |
|
| R3 |
1.7241 |
1.7206 |
1.7104 |
|
| R2 |
1.7147 |
1.7147 |
1.7095 |
|
| R1 |
1.7112 |
1.7112 |
1.7087 |
1.7130 |
| PP |
1.7053 |
1.7053 |
1.7053 |
1.7061 |
| S1 |
1.7018 |
1.7018 |
1.7069 |
1.7036 |
| S2 |
1.6959 |
1.6959 |
1.7061 |
|
| S3 |
1.6865 |
1.6924 |
1.7052 |
|
| S4 |
1.6771 |
1.6830 |
1.7026 |
|
|
| 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 |
1.7087 |
1.6937 |
0.0150 |
0.9% |
0.0056 |
0.3% |
94% |
True |
False |
160 |
| 10 |
1.7087 |
1.6890 |
0.0197 |
1.2% |
0.0051 |
0.3% |
95% |
True |
False |
113 |
| 20 |
1.7087 |
1.6716 |
0.0371 |
2.2% |
0.0041 |
0.2% |
98% |
True |
False |
87 |
| 40 |
1.7087 |
1.6681 |
0.0406 |
2.4% |
0.0026 |
0.2% |
98% |
True |
False |
44 |
| 60 |
1.7087 |
1.6544 |
0.0543 |
3.2% |
0.0021 |
0.1% |
98% |
True |
False |
35 |
| 80 |
1.7087 |
1.6459 |
0.0628 |
3.7% |
0.0017 |
0.1% |
99% |
True |
False |
27 |
| 100 |
1.7087 |
1.6279 |
0.0808 |
4.7% |
0.0013 |
0.1% |
99% |
True |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7487 |
|
2.618 |
1.7333 |
|
1.618 |
1.7239 |
|
1.000 |
1.7181 |
|
0.618 |
1.7145 |
|
HIGH |
1.7087 |
|
0.618 |
1.7051 |
|
0.500 |
1.7040 |
|
0.382 |
1.7029 |
|
LOW |
1.6993 |
|
0.618 |
1.6935 |
|
1.000 |
1.6899 |
|
1.618 |
1.6841 |
|
2.618 |
1.6747 |
|
4.250 |
1.6594 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7065 |
1.7058 |
| PP |
1.7053 |
1.7037 |
| S1 |
1.7040 |
1.7017 |
|