CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6809 |
1.6754 |
-0.0055 |
-0.3% |
1.6854 |
| High |
1.6858 |
1.6790 |
-0.0068 |
-0.4% |
1.6978 |
| Low |
1.6737 |
1.6715 |
-0.0022 |
-0.1% |
1.6816 |
| Close |
1.6754 |
1.6779 |
0.0025 |
0.1% |
1.6825 |
| Range |
0.0121 |
0.0075 |
-0.0046 |
-38.0% |
0.0162 |
| ATR |
0.0066 |
0.0066 |
0.0001 |
1.0% |
0.0000 |
| Volume |
293 |
550 |
257 |
87.7% |
1,276 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6986 |
1.6958 |
1.6820 |
|
| R3 |
1.6911 |
1.6883 |
1.6800 |
|
| R2 |
1.6836 |
1.6836 |
1.6793 |
|
| R1 |
1.6808 |
1.6808 |
1.6786 |
1.6822 |
| PP |
1.6761 |
1.6761 |
1.6761 |
1.6769 |
| S1 |
1.6733 |
1.6733 |
1.6772 |
1.6747 |
| S2 |
1.6686 |
1.6686 |
1.6765 |
|
| S3 |
1.6611 |
1.6658 |
1.6758 |
|
| S4 |
1.6536 |
1.6583 |
1.6738 |
|
|
| 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 |
1.6920 |
1.6715 |
0.0205 |
1.2% |
0.0083 |
0.5% |
31% |
False |
True |
340 |
| 10 |
1.6978 |
1.6715 |
0.0263 |
1.6% |
0.0071 |
0.4% |
24% |
False |
True |
291 |
| 20 |
1.6978 |
1.6715 |
0.0263 |
1.6% |
0.0061 |
0.4% |
24% |
False |
True |
251 |
| 40 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0060 |
0.4% |
62% |
False |
False |
186 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0048 |
0.3% |
62% |
False |
False |
129 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0037 |
0.2% |
73% |
False |
False |
97 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0030 |
0.2% |
73% |
False |
False |
78 |
| 120 |
1.6978 |
1.6109 |
0.0869 |
5.2% |
0.0025 |
0.2% |
77% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7109 |
|
2.618 |
1.6986 |
|
1.618 |
1.6911 |
|
1.000 |
1.6865 |
|
0.618 |
1.6836 |
|
HIGH |
1.6790 |
|
0.618 |
1.6761 |
|
0.500 |
1.6753 |
|
0.382 |
1.6744 |
|
LOW |
1.6715 |
|
0.618 |
1.6669 |
|
1.000 |
1.6640 |
|
1.618 |
1.6594 |
|
2.618 |
1.6519 |
|
4.250 |
1.6396 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6770 |
1.6791 |
| PP |
1.6761 |
1.6787 |
| S1 |
1.6753 |
1.6783 |
|