CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6781 |
1.6750 |
-0.0031 |
-0.2% |
1.6559 |
| High |
1.6798 |
1.6751 |
-0.0047 |
-0.3% |
1.6798 |
| Low |
1.6736 |
1.6699 |
-0.0037 |
-0.2% |
1.6559 |
| Close |
1.6767 |
1.6726 |
-0.0041 |
-0.2% |
1.6726 |
| Range |
0.0062 |
0.0052 |
-0.0010 |
-16.1% |
0.0239 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.1% |
0.0000 |
| Volume |
309 |
340 |
31 |
10.0% |
998 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6881 |
1.6856 |
1.6755 |
|
| R3 |
1.6829 |
1.6804 |
1.6740 |
|
| R2 |
1.6777 |
1.6777 |
1.6736 |
|
| R1 |
1.6752 |
1.6752 |
1.6731 |
1.6739 |
| PP |
1.6725 |
1.6725 |
1.6725 |
1.6719 |
| S1 |
1.6700 |
1.6700 |
1.6721 |
1.6687 |
| S2 |
1.6673 |
1.6673 |
1.6716 |
|
| S3 |
1.6621 |
1.6648 |
1.6712 |
|
| S4 |
1.6569 |
1.6596 |
1.6697 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7411 |
1.7308 |
1.6857 |
|
| R3 |
1.7172 |
1.7069 |
1.6792 |
|
| R2 |
1.6933 |
1.6933 |
1.6770 |
|
| R1 |
1.6830 |
1.6830 |
1.6748 |
1.6882 |
| PP |
1.6694 |
1.6694 |
1.6694 |
1.6720 |
| S1 |
1.6591 |
1.6591 |
1.6704 |
1.6643 |
| S2 |
1.6455 |
1.6455 |
1.6682 |
|
| S3 |
1.6216 |
1.6352 |
1.6660 |
|
| S4 |
1.5977 |
1.6113 |
1.6595 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6798 |
1.6559 |
0.0239 |
1.4% |
0.0073 |
0.4% |
70% |
False |
False |
199 |
| 10 |
1.6798 |
1.6550 |
0.0248 |
1.5% |
0.0061 |
0.4% |
71% |
False |
False |
132 |
| 20 |
1.6798 |
1.6448 |
0.0350 |
2.1% |
0.0062 |
0.4% |
79% |
False |
False |
108 |
| 40 |
1.6798 |
1.6448 |
0.0350 |
2.1% |
0.0038 |
0.2% |
79% |
False |
False |
57 |
| 60 |
1.6798 |
1.6241 |
0.0557 |
3.3% |
0.0026 |
0.2% |
87% |
False |
False |
39 |
| 80 |
1.6798 |
1.6230 |
0.0568 |
3.4% |
0.0020 |
0.1% |
87% |
False |
False |
30 |
| 100 |
1.6798 |
1.6049 |
0.0749 |
4.5% |
0.0017 |
0.1% |
90% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6972 |
|
2.618 |
1.6887 |
|
1.618 |
1.6835 |
|
1.000 |
1.6803 |
|
0.618 |
1.6783 |
|
HIGH |
1.6751 |
|
0.618 |
1.6731 |
|
0.500 |
1.6725 |
|
0.382 |
1.6719 |
|
LOW |
1.6699 |
|
0.618 |
1.6667 |
|
1.000 |
1.6647 |
|
1.618 |
1.6615 |
|
2.618 |
1.6563 |
|
4.250 |
1.6478 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6726 |
1.6749 |
| PP |
1.6725 |
1.6741 |
| S1 |
1.6725 |
1.6734 |
|