CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6839 |
1.6820 |
-0.0019 |
-0.1% |
1.6808 |
| High |
1.6856 |
1.6866 |
0.0010 |
0.1% |
1.6905 |
| Low |
1.6800 |
1.6769 |
-0.0031 |
-0.2% |
1.6789 |
| Close |
1.6804 |
1.6796 |
-0.0008 |
0.0% |
1.6804 |
| Range |
0.0056 |
0.0097 |
0.0041 |
73.2% |
0.0116 |
| ATR |
0.0063 |
0.0066 |
0.0002 |
3.8% |
0.0000 |
| Volume |
220 |
381 |
161 |
73.2% |
1,921 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7101 |
1.7046 |
1.6849 |
|
| R3 |
1.7004 |
1.6949 |
1.6823 |
|
| R2 |
1.6907 |
1.6907 |
1.6814 |
|
| R1 |
1.6852 |
1.6852 |
1.6805 |
1.6831 |
| PP |
1.6810 |
1.6810 |
1.6810 |
1.6800 |
| S1 |
1.6755 |
1.6755 |
1.6787 |
1.6734 |
| S2 |
1.6713 |
1.6713 |
1.6778 |
|
| S3 |
1.6616 |
1.6658 |
1.6769 |
|
| S4 |
1.6519 |
1.6561 |
1.6743 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7181 |
1.7108 |
1.6868 |
|
| R3 |
1.7065 |
1.6992 |
1.6836 |
|
| R2 |
1.6949 |
1.6949 |
1.6825 |
|
| R1 |
1.6876 |
1.6876 |
1.6815 |
1.6855 |
| PP |
1.6833 |
1.6833 |
1.6833 |
1.6822 |
| S1 |
1.6760 |
1.6760 |
1.6793 |
1.6739 |
| S2 |
1.6717 |
1.6717 |
1.6783 |
|
| S3 |
1.6601 |
1.6644 |
1.6772 |
|
| S4 |
1.6485 |
1.6528 |
1.6740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6905 |
1.6769 |
0.0136 |
0.8% |
0.0070 |
0.4% |
20% |
False |
True |
377 |
| 10 |
1.6905 |
1.6715 |
0.0190 |
1.1% |
0.0069 |
0.4% |
43% |
False |
False |
466 |
| 20 |
1.6978 |
1.6715 |
0.0263 |
1.6% |
0.0066 |
0.4% |
31% |
False |
False |
368 |
| 40 |
1.6978 |
1.6550 |
0.0428 |
2.5% |
0.0060 |
0.4% |
57% |
False |
False |
258 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0055 |
0.3% |
66% |
False |
False |
187 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0042 |
0.3% |
75% |
False |
False |
141 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0034 |
0.2% |
75% |
False |
False |
113 |
| 120 |
1.6978 |
1.6230 |
0.0748 |
4.5% |
0.0028 |
0.2% |
76% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7278 |
|
2.618 |
1.7120 |
|
1.618 |
1.7023 |
|
1.000 |
1.6963 |
|
0.618 |
1.6926 |
|
HIGH |
1.6866 |
|
0.618 |
1.6829 |
|
0.500 |
1.6818 |
|
0.382 |
1.6806 |
|
LOW |
1.6769 |
|
0.618 |
1.6709 |
|
1.000 |
1.6672 |
|
1.618 |
1.6612 |
|
2.618 |
1.6515 |
|
4.250 |
1.6357 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6818 |
1.6832 |
| PP |
1.6810 |
1.6820 |
| S1 |
1.6803 |
1.6808 |
|