CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6754 |
1.6777 |
0.0023 |
0.1% |
1.6832 |
| High |
1.6790 |
1.6825 |
0.0035 |
0.2% |
1.6885 |
| Low |
1.6715 |
1.6771 |
0.0056 |
0.3% |
1.6715 |
| Close |
1.6779 |
1.6805 |
0.0026 |
0.2% |
1.6805 |
| Range |
0.0075 |
0.0054 |
-0.0021 |
-28.0% |
0.0170 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
550 |
1,213 |
663 |
120.5% |
2,616 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6962 |
1.6938 |
1.6835 |
|
| R3 |
1.6908 |
1.6884 |
1.6820 |
|
| R2 |
1.6854 |
1.6854 |
1.6815 |
|
| R1 |
1.6830 |
1.6830 |
1.6810 |
1.6842 |
| PP |
1.6800 |
1.6800 |
1.6800 |
1.6807 |
| S1 |
1.6776 |
1.6776 |
1.6800 |
1.6788 |
| S2 |
1.6746 |
1.6746 |
1.6795 |
|
| S3 |
1.6692 |
1.6722 |
1.6790 |
|
| S4 |
1.6638 |
1.6668 |
1.6775 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7312 |
1.7228 |
1.6899 |
|
| R3 |
1.7142 |
1.7058 |
1.6852 |
|
| R2 |
1.6972 |
1.6972 |
1.6836 |
|
| R1 |
1.6888 |
1.6888 |
1.6821 |
1.6845 |
| PP |
1.6802 |
1.6802 |
1.6802 |
1.6780 |
| S1 |
1.6718 |
1.6718 |
1.6789 |
1.6675 |
| S2 |
1.6632 |
1.6632 |
1.6774 |
|
| S3 |
1.6462 |
1.6548 |
1.6758 |
|
| S4 |
1.6292 |
1.6378 |
1.6712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6885 |
1.6715 |
0.0170 |
1.0% |
0.0073 |
0.4% |
53% |
False |
False |
523 |
| 10 |
1.6978 |
1.6715 |
0.0263 |
1.6% |
0.0069 |
0.4% |
34% |
False |
False |
389 |
| 20 |
1.6978 |
1.6715 |
0.0263 |
1.6% |
0.0061 |
0.4% |
34% |
False |
False |
309 |
| 40 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0059 |
0.4% |
67% |
False |
False |
214 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0049 |
0.3% |
67% |
False |
False |
149 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0037 |
0.2% |
77% |
False |
False |
113 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0030 |
0.2% |
77% |
False |
False |
90 |
| 120 |
1.6978 |
1.6109 |
0.0869 |
5.2% |
0.0026 |
0.2% |
80% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7055 |
|
2.618 |
1.6966 |
|
1.618 |
1.6912 |
|
1.000 |
1.6879 |
|
0.618 |
1.6858 |
|
HIGH |
1.6825 |
|
0.618 |
1.6804 |
|
0.500 |
1.6798 |
|
0.382 |
1.6792 |
|
LOW |
1.6771 |
|
0.618 |
1.6738 |
|
1.000 |
1.6717 |
|
1.618 |
1.6684 |
|
2.618 |
1.6630 |
|
4.250 |
1.6542 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6803 |
1.6799 |
| PP |
1.6800 |
1.6793 |
| S1 |
1.6798 |
1.6787 |
|