CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 19-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6777 |
1.6808 |
0.0031 |
0.2% |
1.6832 |
| High |
1.6825 |
1.6828 |
0.0003 |
0.0% |
1.6885 |
| Low |
1.6771 |
1.6795 |
0.0024 |
0.1% |
1.6715 |
| Close |
1.6805 |
1.6802 |
-0.0003 |
0.0% |
1.6805 |
| Range |
0.0054 |
0.0033 |
-0.0021 |
-38.9% |
0.0170 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
1,213 |
417 |
-796 |
-65.6% |
2,616 |
|
| Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6907 |
1.6888 |
1.6820 |
|
| R3 |
1.6874 |
1.6855 |
1.6811 |
|
| R2 |
1.6841 |
1.6841 |
1.6808 |
|
| R1 |
1.6822 |
1.6822 |
1.6805 |
1.6815 |
| PP |
1.6808 |
1.6808 |
1.6808 |
1.6805 |
| S1 |
1.6789 |
1.6789 |
1.6799 |
1.6782 |
| S2 |
1.6775 |
1.6775 |
1.6796 |
|
| S3 |
1.6742 |
1.6756 |
1.6793 |
|
| S4 |
1.6709 |
1.6723 |
1.6784 |
|
|
| 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 |
1.6866 |
1.6715 |
0.0151 |
0.9% |
0.0069 |
0.4% |
58% |
False |
False |
556 |
| 10 |
1.6978 |
1.6715 |
0.0263 |
1.6% |
0.0070 |
0.4% |
33% |
False |
False |
399 |
| 20 |
1.6978 |
1.6715 |
0.0263 |
1.6% |
0.0062 |
0.4% |
33% |
False |
False |
327 |
| 40 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0060 |
0.4% |
67% |
False |
False |
222 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0050 |
0.3% |
67% |
False |
False |
156 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0038 |
0.2% |
76% |
False |
False |
118 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0030 |
0.2% |
76% |
False |
False |
95 |
| 120 |
1.6978 |
1.6109 |
0.0869 |
5.2% |
0.0026 |
0.2% |
80% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6968 |
|
2.618 |
1.6914 |
|
1.618 |
1.6881 |
|
1.000 |
1.6861 |
|
0.618 |
1.6848 |
|
HIGH |
1.6828 |
|
0.618 |
1.6815 |
|
0.500 |
1.6812 |
|
0.382 |
1.6808 |
|
LOW |
1.6795 |
|
0.618 |
1.6775 |
|
1.000 |
1.6762 |
|
1.618 |
1.6742 |
|
2.618 |
1.6709 |
|
4.250 |
1.6655 |
|
|
| Fisher Pivots for day following 19-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6812 |
1.6792 |
| PP |
1.6808 |
1.6782 |
| S1 |
1.6805 |
1.6772 |
|