CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6860 |
1.6809 |
-0.0051 |
-0.3% |
1.6854 |
| High |
1.6866 |
1.6858 |
-0.0008 |
0.0% |
1.6978 |
| Low |
1.6804 |
1.6737 |
-0.0067 |
-0.4% |
1.6816 |
| Close |
1.6805 |
1.6754 |
-0.0051 |
-0.3% |
1.6825 |
| Range |
0.0062 |
0.0121 |
0.0059 |
95.2% |
0.0162 |
| ATR |
0.0061 |
0.0066 |
0.0004 |
6.9% |
0.0000 |
| Volume |
308 |
293 |
-15 |
-4.9% |
1,276 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7146 |
1.7071 |
1.6821 |
|
| R3 |
1.7025 |
1.6950 |
1.6787 |
|
| R2 |
1.6904 |
1.6904 |
1.6776 |
|
| R1 |
1.6829 |
1.6829 |
1.6765 |
1.6806 |
| PP |
1.6783 |
1.6783 |
1.6783 |
1.6772 |
| S1 |
1.6708 |
1.6708 |
1.6743 |
1.6685 |
| S2 |
1.6662 |
1.6662 |
1.6732 |
|
| S3 |
1.6541 |
1.6587 |
1.6721 |
|
| S4 |
1.6420 |
1.6466 |
1.6687 |
|
|
| 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 |
1.6955 |
1.6737 |
0.0218 |
1.3% |
0.0077 |
0.5% |
8% |
False |
True |
261 |
| 10 |
1.6978 |
1.6737 |
0.0241 |
1.4% |
0.0067 |
0.4% |
7% |
False |
True |
280 |
| 20 |
1.6978 |
1.6737 |
0.0241 |
1.4% |
0.0059 |
0.4% |
7% |
False |
True |
233 |
| 40 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0061 |
0.4% |
58% |
False |
False |
176 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0047 |
0.3% |
58% |
False |
False |
120 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0036 |
0.2% |
70% |
False |
False |
91 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0029 |
0.2% |
70% |
False |
False |
73 |
| 120 |
1.6978 |
1.6049 |
0.0929 |
5.5% |
0.0025 |
0.1% |
76% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7372 |
|
2.618 |
1.7175 |
|
1.618 |
1.7054 |
|
1.000 |
1.6979 |
|
0.618 |
1.6933 |
|
HIGH |
1.6858 |
|
0.618 |
1.6812 |
|
0.500 |
1.6798 |
|
0.382 |
1.6783 |
|
LOW |
1.6737 |
|
0.618 |
1.6662 |
|
1.000 |
1.6616 |
|
1.618 |
1.6541 |
|
2.618 |
1.6420 |
|
4.250 |
1.6223 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6798 |
1.6811 |
| PP |
1.6783 |
1.6792 |
| S1 |
1.6769 |
1.6773 |
|