CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 03-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7119 |
1.7132 |
0.0013 |
0.1% |
1.6995 |
| High |
1.7144 |
1.7132 |
-0.0012 |
-0.1% |
1.7020 |
| Low |
1.7117 |
1.7050 |
-0.0067 |
-0.4% |
1.6937 |
| Close |
1.7135 |
1.7121 |
-0.0014 |
-0.1% |
1.6994 |
| Range |
0.0027 |
0.0082 |
0.0055 |
203.7% |
0.0083 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
4.6% |
0.0000 |
| Volume |
262 |
547 |
285 |
108.8% |
787 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7347 |
1.7316 |
1.7166 |
|
| R3 |
1.7265 |
1.7234 |
1.7144 |
|
| R2 |
1.7183 |
1.7183 |
1.7136 |
|
| R1 |
1.7152 |
1.7152 |
1.7129 |
1.7127 |
| PP |
1.7101 |
1.7101 |
1.7101 |
1.7088 |
| S1 |
1.7070 |
1.7070 |
1.7113 |
1.7045 |
| S2 |
1.7019 |
1.7019 |
1.7106 |
|
| S3 |
1.6937 |
1.6988 |
1.7098 |
|
| S4 |
1.6855 |
1.6906 |
1.7076 |
|
|
| 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 |
1.7144 |
1.6989 |
0.0155 |
0.9% |
0.0057 |
0.3% |
85% |
False |
False |
231 |
| 10 |
1.7144 |
1.6937 |
0.0207 |
1.2% |
0.0054 |
0.3% |
89% |
False |
False |
180 |
| 20 |
1.7144 |
1.6718 |
0.0426 |
2.5% |
0.0047 |
0.3% |
95% |
False |
False |
123 |
| 40 |
1.7144 |
1.6681 |
0.0463 |
2.7% |
0.0030 |
0.2% |
95% |
False |
False |
67 |
| 60 |
1.7144 |
1.6681 |
0.0463 |
2.7% |
0.0021 |
0.1% |
95% |
False |
False |
49 |
| 80 |
1.7144 |
1.6459 |
0.0685 |
4.0% |
0.0019 |
0.1% |
97% |
False |
False |
38 |
| 100 |
1.7144 |
1.6407 |
0.0737 |
4.3% |
0.0015 |
0.1% |
97% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7481 |
|
2.618 |
1.7347 |
|
1.618 |
1.7265 |
|
1.000 |
1.7214 |
|
0.618 |
1.7183 |
|
HIGH |
1.7132 |
|
0.618 |
1.7101 |
|
0.500 |
1.7091 |
|
0.382 |
1.7081 |
|
LOW |
1.7050 |
|
0.618 |
1.6999 |
|
1.000 |
1.6968 |
|
1.618 |
1.6917 |
|
2.618 |
1.6835 |
|
4.250 |
1.6702 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7111 |
1.7113 |
| PP |
1.7101 |
1.7105 |
| S1 |
1.7091 |
1.7097 |
|