CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 01-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6803 |
1.6868 |
0.0065 |
0.4% |
1.6766 |
| High |
1.6880 |
1.6900 |
0.0020 |
0.1% |
1.6818 |
| Low |
1.6792 |
1.6863 |
0.0071 |
0.4% |
1.6745 |
| Close |
1.6868 |
1.6876 |
0.0008 |
0.0% |
1.6782 |
| Range |
0.0088 |
0.0037 |
-0.0051 |
-58.0% |
0.0073 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
349 |
445 |
96 |
27.5% |
768 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6991 |
1.6970 |
1.6896 |
|
| R3 |
1.6954 |
1.6933 |
1.6886 |
|
| R2 |
1.6917 |
1.6917 |
1.6883 |
|
| R1 |
1.6896 |
1.6896 |
1.6879 |
1.6907 |
| PP |
1.6880 |
1.6880 |
1.6880 |
1.6885 |
| S1 |
1.6859 |
1.6859 |
1.6873 |
1.6870 |
| S2 |
1.6843 |
1.6843 |
1.6869 |
|
| S3 |
1.6806 |
1.6822 |
1.6866 |
|
| S4 |
1.6769 |
1.6785 |
1.6856 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7001 |
1.6964 |
1.6822 |
|
| R3 |
1.6928 |
1.6891 |
1.6802 |
|
| R2 |
1.6855 |
1.6855 |
1.6795 |
|
| R1 |
1.6818 |
1.6818 |
1.6789 |
1.6837 |
| PP |
1.6782 |
1.6782 |
1.6782 |
1.6791 |
| S1 |
1.6745 |
1.6745 |
1.6775 |
1.6764 |
| S2 |
1.6709 |
1.6709 |
1.6769 |
|
| S3 |
1.6636 |
1.6672 |
1.6762 |
|
| S4 |
1.6563 |
1.6599 |
1.6742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6900 |
1.6760 |
0.0140 |
0.8% |
0.0057 |
0.3% |
83% |
True |
False |
278 |
| 10 |
1.6900 |
1.6745 |
0.0155 |
0.9% |
0.0051 |
0.3% |
85% |
True |
False |
211 |
| 20 |
1.6900 |
1.6550 |
0.0350 |
2.1% |
0.0057 |
0.3% |
93% |
True |
False |
186 |
| 40 |
1.6900 |
1.6448 |
0.0452 |
2.7% |
0.0051 |
0.3% |
95% |
True |
False |
119 |
| 60 |
1.6900 |
1.6241 |
0.0659 |
3.9% |
0.0037 |
0.2% |
96% |
True |
False |
81 |
| 80 |
1.6900 |
1.6241 |
0.0659 |
3.9% |
0.0028 |
0.2% |
96% |
True |
False |
61 |
| 100 |
1.6900 |
1.6230 |
0.0670 |
4.0% |
0.0022 |
0.1% |
96% |
True |
False |
49 |
| 120 |
1.6900 |
1.5851 |
0.1049 |
6.2% |
0.0019 |
0.1% |
98% |
True |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7057 |
|
2.618 |
1.6997 |
|
1.618 |
1.6960 |
|
1.000 |
1.6937 |
|
0.618 |
1.6923 |
|
HIGH |
1.6900 |
|
0.618 |
1.6886 |
|
0.500 |
1.6882 |
|
0.382 |
1.6877 |
|
LOW |
1.6863 |
|
0.618 |
1.6840 |
|
1.000 |
1.6826 |
|
1.618 |
1.6803 |
|
2.618 |
1.6766 |
|
4.250 |
1.6706 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6882 |
1.6865 |
| PP |
1.6880 |
1.6853 |
| S1 |
1.6878 |
1.6842 |
|