CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6915 |
1.6832 |
-0.0083 |
-0.5% |
1.6854 |
| High |
1.6920 |
1.6885 |
-0.0035 |
-0.2% |
1.6978 |
| Low |
1.6816 |
1.6832 |
0.0016 |
0.1% |
1.6816 |
| Close |
1.6825 |
1.6848 |
0.0023 |
0.1% |
1.6825 |
| Range |
0.0104 |
0.0053 |
-0.0051 |
-49.0% |
0.0162 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
301 |
252 |
-49 |
-16.3% |
1,276 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7014 |
1.6984 |
1.6877 |
|
| R3 |
1.6961 |
1.6931 |
1.6863 |
|
| R2 |
1.6908 |
1.6908 |
1.6858 |
|
| R1 |
1.6878 |
1.6878 |
1.6853 |
1.6893 |
| PP |
1.6855 |
1.6855 |
1.6855 |
1.6863 |
| S1 |
1.6825 |
1.6825 |
1.6843 |
1.6840 |
| S2 |
1.6802 |
1.6802 |
1.6838 |
|
| S3 |
1.6749 |
1.6772 |
1.6833 |
|
| S4 |
1.6696 |
1.6719 |
1.6819 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7359 |
1.7254 |
1.6914 |
|
| R3 |
1.7197 |
1.7092 |
1.6870 |
|
| R2 |
1.7035 |
1.7035 |
1.6855 |
|
| R1 |
1.6930 |
1.6930 |
1.6840 |
1.6902 |
| PP |
1.6873 |
1.6873 |
1.6873 |
1.6859 |
| S1 |
1.6768 |
1.6768 |
1.6810 |
1.6740 |
| S2 |
1.6711 |
1.6711 |
1.6795 |
|
| S3 |
1.6549 |
1.6606 |
1.6780 |
|
| S4 |
1.6387 |
1.6444 |
1.6736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6978 |
1.6816 |
0.0162 |
1.0% |
0.0072 |
0.4% |
20% |
False |
False |
243 |
| 10 |
1.6978 |
1.6783 |
0.0195 |
1.2% |
0.0062 |
0.4% |
33% |
False |
False |
269 |
| 20 |
1.6978 |
1.6665 |
0.0313 |
1.9% |
0.0055 |
0.3% |
58% |
False |
False |
216 |
| 40 |
1.6978 |
1.6448 |
0.0530 |
3.1% |
0.0059 |
0.3% |
75% |
False |
False |
162 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.1% |
0.0044 |
0.3% |
75% |
False |
False |
110 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0034 |
0.2% |
82% |
False |
False |
83 |
| 100 |
1.6978 |
1.6230 |
0.0748 |
4.4% |
0.0027 |
0.2% |
83% |
False |
False |
67 |
| 120 |
1.6978 |
1.6049 |
0.0929 |
5.5% |
0.0023 |
0.1% |
86% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7110 |
|
2.618 |
1.7024 |
|
1.618 |
1.6971 |
|
1.000 |
1.6938 |
|
0.618 |
1.6918 |
|
HIGH |
1.6885 |
|
0.618 |
1.6865 |
|
0.500 |
1.6859 |
|
0.382 |
1.6852 |
|
LOW |
1.6832 |
|
0.618 |
1.6799 |
|
1.000 |
1.6779 |
|
1.618 |
1.6746 |
|
2.618 |
1.6693 |
|
4.250 |
1.6607 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6859 |
1.6886 |
| PP |
1.6855 |
1.6873 |
| S1 |
1.6852 |
1.6861 |
|