CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6808 |
1.6799 |
-0.0009 |
-0.1% |
1.6832 |
| High |
1.6828 |
1.6850 |
0.0022 |
0.1% |
1.6885 |
| Low |
1.6795 |
1.6789 |
-0.0006 |
0.0% |
1.6715 |
| Close |
1.6802 |
1.6824 |
0.0022 |
0.1% |
1.6805 |
| Range |
0.0033 |
0.0061 |
0.0028 |
84.8% |
0.0170 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
417 |
384 |
-33 |
-7.9% |
2,616 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7004 |
1.6975 |
1.6858 |
|
| R3 |
1.6943 |
1.6914 |
1.6841 |
|
| R2 |
1.6882 |
1.6882 |
1.6835 |
|
| R1 |
1.6853 |
1.6853 |
1.6830 |
1.6868 |
| PP |
1.6821 |
1.6821 |
1.6821 |
1.6828 |
| S1 |
1.6792 |
1.6792 |
1.6818 |
1.6807 |
| S2 |
1.6760 |
1.6760 |
1.6813 |
|
| S3 |
1.6699 |
1.6731 |
1.6807 |
|
| S4 |
1.6638 |
1.6670 |
1.6790 |
|
|
| 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 |
1.6858 |
1.6715 |
0.0143 |
0.8% |
0.0069 |
0.4% |
76% |
False |
False |
571 |
| 10 |
1.6968 |
1.6715 |
0.0253 |
1.5% |
0.0064 |
0.4% |
43% |
False |
False |
428 |
| 20 |
1.6978 |
1.6715 |
0.0263 |
1.6% |
0.0062 |
0.4% |
41% |
False |
False |
345 |
| 40 |
1.6978 |
1.6472 |
0.0506 |
3.0% |
0.0060 |
0.4% |
70% |
False |
False |
230 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0051 |
0.3% |
71% |
False |
False |
162 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0039 |
0.2% |
79% |
False |
False |
123 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0031 |
0.2% |
79% |
False |
False |
98 |
| 120 |
1.6978 |
1.6140 |
0.0838 |
5.0% |
0.0026 |
0.2% |
82% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7109 |
|
2.618 |
1.7010 |
|
1.618 |
1.6949 |
|
1.000 |
1.6911 |
|
0.618 |
1.6888 |
|
HIGH |
1.6850 |
|
0.618 |
1.6827 |
|
0.500 |
1.6820 |
|
0.382 |
1.6812 |
|
LOW |
1.6789 |
|
0.618 |
1.6751 |
|
1.000 |
1.6728 |
|
1.618 |
1.6690 |
|
2.618 |
1.6629 |
|
4.250 |
1.6530 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6823 |
1.6820 |
| PP |
1.6821 |
1.6815 |
| S1 |
1.6820 |
1.6811 |
|