CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6854 |
1.6855 |
0.0001 |
0.0% |
1.6763 |
| High |
1.6854 |
1.6978 |
0.0124 |
0.7% |
1.6900 |
| Low |
1.6838 |
1.6855 |
0.0017 |
0.1% |
1.6760 |
| Close |
1.6851 |
1.6967 |
0.0116 |
0.7% |
1.6851 |
| Range |
0.0016 |
0.0123 |
0.0107 |
668.8% |
0.0140 |
| ATR |
0.0056 |
0.0061 |
0.0005 |
9.2% |
0.0000 |
| Volume |
312 |
101 |
-211 |
-67.6% |
1,532 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7302 |
1.7258 |
1.7035 |
|
| R3 |
1.7179 |
1.7135 |
1.7001 |
|
| R2 |
1.7056 |
1.7056 |
1.6990 |
|
| R1 |
1.7012 |
1.7012 |
1.6978 |
1.7034 |
| PP |
1.6933 |
1.6933 |
1.6933 |
1.6945 |
| S1 |
1.6889 |
1.6889 |
1.6956 |
1.6911 |
| S2 |
1.6810 |
1.6810 |
1.6944 |
|
| S3 |
1.6687 |
1.6766 |
1.6933 |
|
| S4 |
1.6564 |
1.6643 |
1.6899 |
|
|
| 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 |
1.6978 |
1.6792 |
0.0186 |
1.1% |
0.0068 |
0.4% |
94% |
True |
False |
288 |
| 10 |
1.6978 |
1.6745 |
0.0233 |
1.4% |
0.0060 |
0.4% |
95% |
True |
False |
263 |
| 20 |
1.6978 |
1.6594 |
0.0384 |
2.3% |
0.0060 |
0.4% |
97% |
True |
False |
209 |
| 40 |
1.6978 |
1.6448 |
0.0530 |
3.1% |
0.0055 |
0.3% |
98% |
True |
False |
135 |
| 60 |
1.6978 |
1.6375 |
0.0603 |
3.6% |
0.0040 |
0.2% |
98% |
True |
False |
91 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.3% |
0.0031 |
0.2% |
99% |
True |
False |
69 |
| 100 |
1.6978 |
1.6230 |
0.0748 |
4.4% |
0.0025 |
0.1% |
99% |
True |
False |
56 |
| 120 |
1.6978 |
1.5851 |
0.1127 |
6.6% |
0.0021 |
0.1% |
99% |
True |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7501 |
|
2.618 |
1.7300 |
|
1.618 |
1.7177 |
|
1.000 |
1.7101 |
|
0.618 |
1.7054 |
|
HIGH |
1.6978 |
|
0.618 |
1.6931 |
|
0.500 |
1.6917 |
|
0.382 |
1.6902 |
|
LOW |
1.6855 |
|
0.618 |
1.6779 |
|
1.000 |
1.6732 |
|
1.618 |
1.6656 |
|
2.618 |
1.6533 |
|
4.250 |
1.6332 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6950 |
1.6941 |
| PP |
1.6933 |
1.6914 |
| S1 |
1.6917 |
1.6888 |
|