CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 08-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6559 |
1.6594 |
0.0035 |
0.2% |
1.6620 |
| High |
1.6603 |
1.6731 |
0.0128 |
0.8% |
1.6659 |
| Low |
1.6559 |
1.6594 |
0.0035 |
0.2% |
1.6550 |
| Close |
1.6589 |
1.6727 |
0.0138 |
0.8% |
1.6558 |
| Range |
0.0044 |
0.0137 |
0.0093 |
211.4% |
0.0109 |
| ATR |
0.0052 |
0.0058 |
0.0006 |
12.4% |
0.0000 |
| Volume |
25 |
39 |
14 |
56.0% |
327 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7095 |
1.7048 |
1.6802 |
|
| R3 |
1.6958 |
1.6911 |
1.6765 |
|
| R2 |
1.6821 |
1.6821 |
1.6752 |
|
| R1 |
1.6774 |
1.6774 |
1.6740 |
1.6798 |
| PP |
1.6684 |
1.6684 |
1.6684 |
1.6696 |
| S1 |
1.6637 |
1.6637 |
1.6714 |
1.6661 |
| S2 |
1.6547 |
1.6547 |
1.6702 |
|
| S3 |
1.6410 |
1.6500 |
1.6689 |
|
| S4 |
1.6273 |
1.6363 |
1.6652 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6916 |
1.6846 |
1.6618 |
|
| R3 |
1.6807 |
1.6737 |
1.6588 |
|
| R2 |
1.6698 |
1.6698 |
1.6578 |
|
| R1 |
1.6628 |
1.6628 |
1.6568 |
1.6609 |
| PP |
1.6589 |
1.6589 |
1.6589 |
1.6579 |
| S1 |
1.6519 |
1.6519 |
1.6548 |
1.6500 |
| S2 |
1.6480 |
1.6480 |
1.6538 |
|
| S3 |
1.6371 |
1.6410 |
1.6528 |
|
| S4 |
1.6262 |
1.6301 |
1.6498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6731 |
1.6550 |
0.0181 |
1.1% |
0.0065 |
0.4% |
98% |
True |
False |
48 |
| 10 |
1.6731 |
1.6493 |
0.0238 |
1.4% |
0.0063 |
0.4% |
98% |
True |
False |
73 |
| 20 |
1.6731 |
1.6448 |
0.0283 |
1.7% |
0.0056 |
0.3% |
99% |
True |
False |
63 |
| 40 |
1.6733 |
1.6421 |
0.0312 |
1.9% |
0.0034 |
0.2% |
98% |
False |
False |
34 |
| 60 |
1.6733 |
1.6241 |
0.0492 |
2.9% |
0.0023 |
0.1% |
99% |
False |
False |
23 |
| 80 |
1.6733 |
1.6230 |
0.0503 |
3.0% |
0.0018 |
0.1% |
99% |
False |
False |
18 |
| 100 |
1.6733 |
1.5983 |
0.0750 |
4.5% |
0.0015 |
0.1% |
99% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7313 |
|
2.618 |
1.7090 |
|
1.618 |
1.6953 |
|
1.000 |
1.6868 |
|
0.618 |
1.6816 |
|
HIGH |
1.6731 |
|
0.618 |
1.6679 |
|
0.500 |
1.6663 |
|
0.382 |
1.6646 |
|
LOW |
1.6594 |
|
0.618 |
1.6509 |
|
1.000 |
1.6457 |
|
1.618 |
1.6372 |
|
2.618 |
1.6235 |
|
4.250 |
1.6012 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6706 |
1.6698 |
| PP |
1.6684 |
1.6669 |
| S1 |
1.6663 |
1.6641 |
|