CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6868 |
1.6872 |
0.0004 |
0.0% |
1.6763 |
| High |
1.6900 |
1.6872 |
-0.0028 |
-0.2% |
1.6900 |
| Low |
1.6863 |
1.6798 |
-0.0065 |
-0.4% |
1.6760 |
| Close |
1.6876 |
1.6851 |
-0.0025 |
-0.1% |
1.6851 |
| Range |
0.0037 |
0.0074 |
0.0037 |
100.0% |
0.0140 |
| ATR |
0.0057 |
0.0059 |
0.0001 |
2.6% |
0.0000 |
| Volume |
445 |
234 |
-211 |
-47.4% |
1,532 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7062 |
1.7031 |
1.6892 |
|
| R3 |
1.6988 |
1.6957 |
1.6871 |
|
| R2 |
1.6914 |
1.6914 |
1.6865 |
|
| R1 |
1.6883 |
1.6883 |
1.6858 |
1.6862 |
| PP |
1.6840 |
1.6840 |
1.6840 |
1.6830 |
| S1 |
1.6809 |
1.6809 |
1.6844 |
1.6788 |
| S2 |
1.6766 |
1.6766 |
1.6837 |
|
| S3 |
1.6692 |
1.6735 |
1.6831 |
|
| S4 |
1.6618 |
1.6661 |
1.6810 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7257 |
1.7194 |
1.6928 |
|
| R3 |
1.7117 |
1.7054 |
1.6890 |
|
| R2 |
1.6977 |
1.6977 |
1.6877 |
|
| R1 |
1.6914 |
1.6914 |
1.6864 |
1.6946 |
| PP |
1.6837 |
1.6837 |
1.6837 |
1.6853 |
| S1 |
1.6774 |
1.6774 |
1.6838 |
1.6806 |
| S2 |
1.6697 |
1.6697 |
1.6825 |
|
| S3 |
1.6557 |
1.6634 |
1.6813 |
|
| S4 |
1.6417 |
1.6494 |
1.6774 |
|
|
| 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% |
0.0064 |
0.4% |
65% |
False |
False |
306 |
| 10 |
1.6900 |
1.6745 |
0.0155 |
0.9% |
0.0054 |
0.3% |
68% |
False |
False |
230 |
| 20 |
1.6900 |
1.6550 |
0.0350 |
2.1% |
0.0056 |
0.3% |
86% |
False |
False |
194 |
| 40 |
1.6900 |
1.6448 |
0.0452 |
2.7% |
0.0051 |
0.3% |
89% |
False |
False |
125 |
| 60 |
1.6900 |
1.6241 |
0.0659 |
3.9% |
0.0038 |
0.2% |
93% |
False |
False |
85 |
| 80 |
1.6900 |
1.6241 |
0.0659 |
3.9% |
0.0029 |
0.2% |
93% |
False |
False |
64 |
| 100 |
1.6900 |
1.6230 |
0.0670 |
4.0% |
0.0023 |
0.1% |
93% |
False |
False |
52 |
| 120 |
1.6900 |
1.5851 |
0.1049 |
6.2% |
0.0020 |
0.1% |
95% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7187 |
|
2.618 |
1.7066 |
|
1.618 |
1.6992 |
|
1.000 |
1.6946 |
|
0.618 |
1.6918 |
|
HIGH |
1.6872 |
|
0.618 |
1.6844 |
|
0.500 |
1.6835 |
|
0.382 |
1.6826 |
|
LOW |
1.6798 |
|
0.618 |
1.6752 |
|
1.000 |
1.6724 |
|
1.618 |
1.6678 |
|
2.618 |
1.6604 |
|
4.250 |
1.6484 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6846 |
1.6849 |
| PP |
1.6840 |
1.6848 |
| S1 |
1.6835 |
1.6846 |
|