CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6699 |
1.6706 |
0.0007 |
0.0% |
1.6559 |
| High |
1.6721 |
1.6730 |
0.0009 |
0.1% |
1.6798 |
| Low |
1.6676 |
1.6665 |
-0.0011 |
-0.1% |
1.6559 |
| Close |
1.6707 |
1.6700 |
-0.0007 |
0.0% |
1.6726 |
| Range |
0.0045 |
0.0065 |
0.0020 |
44.4% |
0.0239 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.7% |
0.0000 |
| Volume |
175 |
87 |
-88 |
-50.3% |
998 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6893 |
1.6862 |
1.6736 |
|
| R3 |
1.6828 |
1.6797 |
1.6718 |
|
| R2 |
1.6763 |
1.6763 |
1.6712 |
|
| R1 |
1.6732 |
1.6732 |
1.6706 |
1.6715 |
| PP |
1.6698 |
1.6698 |
1.6698 |
1.6690 |
| S1 |
1.6667 |
1.6667 |
1.6694 |
1.6650 |
| S2 |
1.6633 |
1.6633 |
1.6688 |
|
| S3 |
1.6568 |
1.6602 |
1.6682 |
|
| S4 |
1.6503 |
1.6537 |
1.6664 |
|
|
| 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 |
1.6665 |
0.0133 |
0.8% |
0.0059 |
0.4% |
26% |
False |
True |
239 |
| 10 |
1.6798 |
1.6550 |
0.0248 |
1.5% |
0.0062 |
0.4% |
60% |
False |
False |
144 |
| 20 |
1.6798 |
1.6448 |
0.0350 |
2.1% |
0.0062 |
0.4% |
72% |
False |
False |
120 |
| 40 |
1.6798 |
1.6448 |
0.0350 |
2.1% |
0.0041 |
0.2% |
72% |
False |
False |
63 |
| 60 |
1.6798 |
1.6241 |
0.0557 |
3.3% |
0.0028 |
0.2% |
82% |
False |
False |
43 |
| 80 |
1.6798 |
1.6241 |
0.0557 |
3.3% |
0.0021 |
0.1% |
82% |
False |
False |
33 |
| 100 |
1.6798 |
1.6049 |
0.0749 |
4.5% |
0.0018 |
0.1% |
87% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7006 |
|
2.618 |
1.6900 |
|
1.618 |
1.6835 |
|
1.000 |
1.6795 |
|
0.618 |
1.6770 |
|
HIGH |
1.6730 |
|
0.618 |
1.6705 |
|
0.500 |
1.6698 |
|
0.382 |
1.6690 |
|
LOW |
1.6665 |
|
0.618 |
1.6625 |
|
1.000 |
1.6600 |
|
1.618 |
1.6560 |
|
2.618 |
1.6495 |
|
4.250 |
1.6389 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6699 |
1.6708 |
| PP |
1.6698 |
1.6705 |
| S1 |
1.6698 |
1.6703 |
|