CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6955 |
1.6940 |
-0.0015 |
-0.1% |
1.6763 |
| High |
1.6968 |
1.6955 |
-0.0013 |
-0.1% |
1.6900 |
| Low |
1.6936 |
1.6909 |
-0.0027 |
-0.2% |
1.6760 |
| Close |
1.6942 |
1.6926 |
-0.0016 |
-0.1% |
1.6851 |
| Range |
0.0032 |
0.0046 |
0.0014 |
43.8% |
0.0140 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
408 |
154 |
-254 |
-62.3% |
1,532 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7068 |
1.7043 |
1.6951 |
|
| R3 |
1.7022 |
1.6997 |
1.6939 |
|
| R2 |
1.6976 |
1.6976 |
1.6934 |
|
| R1 |
1.6951 |
1.6951 |
1.6930 |
1.6941 |
| PP |
1.6930 |
1.6930 |
1.6930 |
1.6925 |
| S1 |
1.6905 |
1.6905 |
1.6922 |
1.6895 |
| S2 |
1.6884 |
1.6884 |
1.6918 |
|
| S3 |
1.6838 |
1.6859 |
1.6913 |
|
| S4 |
1.6792 |
1.6813 |
1.6901 |
|
|
| 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 |
1.6798 |
0.0180 |
1.1% |
0.0058 |
0.3% |
71% |
False |
False |
241 |
| 10 |
1.6978 |
1.6760 |
0.0218 |
1.3% |
0.0058 |
0.3% |
76% |
False |
False |
260 |
| 20 |
1.6978 |
1.6665 |
0.0313 |
1.8% |
0.0053 |
0.3% |
83% |
False |
False |
221 |
| 40 |
1.6978 |
1.6448 |
0.0530 |
3.1% |
0.0056 |
0.3% |
90% |
False |
False |
148 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.1% |
0.0041 |
0.2% |
90% |
False |
False |
101 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0032 |
0.2% |
93% |
False |
False |
76 |
| 100 |
1.6978 |
1.6230 |
0.0748 |
4.4% |
0.0025 |
0.2% |
93% |
False |
False |
61 |
| 120 |
1.6978 |
1.6018 |
0.0960 |
5.7% |
0.0022 |
0.1% |
95% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7151 |
|
2.618 |
1.7075 |
|
1.618 |
1.7029 |
|
1.000 |
1.7001 |
|
0.618 |
1.6983 |
|
HIGH |
1.6955 |
|
0.618 |
1.6937 |
|
0.500 |
1.6932 |
|
0.382 |
1.6927 |
|
LOW |
1.6909 |
|
0.618 |
1.6881 |
|
1.000 |
1.6863 |
|
1.618 |
1.6835 |
|
2.618 |
1.6789 |
|
4.250 |
1.6714 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6932 |
1.6923 |
| PP |
1.6930 |
1.6920 |
| S1 |
1.6928 |
1.6917 |
|