CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6798 |
1.6700 |
-0.0098 |
-0.6% |
1.6808 |
| High |
1.6800 |
1.6725 |
-0.0075 |
-0.4% |
1.6905 |
| Low |
1.6685 |
1.6680 |
-0.0005 |
0.0% |
1.6789 |
| Close |
1.6695 |
1.6707 |
0.0012 |
0.1% |
1.6804 |
| Range |
0.0115 |
0.0045 |
-0.0070 |
-60.9% |
0.0116 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
1,181 |
1,710 |
529 |
44.8% |
1,921 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6839 |
1.6818 |
1.6732 |
|
| R3 |
1.6794 |
1.6773 |
1.6719 |
|
| R2 |
1.6749 |
1.6749 |
1.6715 |
|
| R1 |
1.6728 |
1.6728 |
1.6711 |
1.6739 |
| PP |
1.6704 |
1.6704 |
1.6704 |
1.6709 |
| S1 |
1.6683 |
1.6683 |
1.6703 |
1.6694 |
| S2 |
1.6659 |
1.6659 |
1.6699 |
|
| S3 |
1.6614 |
1.6638 |
1.6695 |
|
| S4 |
1.6569 |
1.6593 |
1.6682 |
|
|
| 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 |
1.6894 |
1.6680 |
0.0214 |
1.3% |
0.0074 |
0.4% |
13% |
False |
True |
813 |
| 10 |
1.6905 |
1.6680 |
0.0225 |
1.3% |
0.0067 |
0.4% |
12% |
False |
True |
695 |
| 20 |
1.6978 |
1.6680 |
0.0298 |
1.8% |
0.0067 |
0.4% |
9% |
False |
True |
488 |
| 40 |
1.6978 |
1.6550 |
0.0428 |
2.6% |
0.0062 |
0.4% |
37% |
False |
False |
326 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0056 |
0.3% |
49% |
False |
False |
235 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0044 |
0.3% |
63% |
False |
False |
177 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0036 |
0.2% |
63% |
False |
False |
142 |
| 120 |
1.6978 |
1.6230 |
0.0748 |
4.5% |
0.0030 |
0.2% |
64% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6916 |
|
2.618 |
1.6843 |
|
1.618 |
1.6798 |
|
1.000 |
1.6770 |
|
0.618 |
1.6753 |
|
HIGH |
1.6725 |
|
0.618 |
1.6708 |
|
0.500 |
1.6703 |
|
0.382 |
1.6697 |
|
LOW |
1.6680 |
|
0.618 |
1.6652 |
|
1.000 |
1.6635 |
|
1.618 |
1.6607 |
|
2.618 |
1.6562 |
|
4.250 |
1.6489 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6706 |
1.6773 |
| PP |
1.6704 |
1.6751 |
| S1 |
1.6703 |
1.6729 |
|