CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6837 |
1.6835 |
-0.0002 |
0.0% |
1.6836 |
| High |
1.6837 |
1.6835 |
-0.0002 |
0.0% |
1.6952 |
| Low |
1.6790 |
1.6740 |
-0.0050 |
-0.3% |
1.6810 |
| Close |
1.6790 |
1.6740 |
-0.0050 |
-0.3% |
1.6810 |
| Range |
0.0047 |
0.0095 |
0.0048 |
102.1% |
0.0142 |
| ATR |
0.0036 |
0.0040 |
0.0004 |
11.7% |
0.0000 |
| Volume |
6 |
2 |
-4 |
-66.7% |
5 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7057 |
1.6993 |
1.6792 |
|
| R3 |
1.6962 |
1.6898 |
1.6766 |
|
| R2 |
1.6867 |
1.6867 |
1.6757 |
|
| R1 |
1.6803 |
1.6803 |
1.6749 |
1.6788 |
| PP |
1.6772 |
1.6772 |
1.6772 |
1.6764 |
| S1 |
1.6708 |
1.6708 |
1.6731 |
1.6693 |
| S2 |
1.6677 |
1.6677 |
1.6723 |
|
| S3 |
1.6582 |
1.6613 |
1.6714 |
|
| S4 |
1.6487 |
1.6518 |
1.6688 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7283 |
1.7189 |
1.6888 |
|
| R3 |
1.7141 |
1.7047 |
1.6849 |
|
| R2 |
1.6999 |
1.6999 |
1.6836 |
|
| R1 |
1.6905 |
1.6905 |
1.6823 |
1.6881 |
| PP |
1.6857 |
1.6857 |
1.6857 |
1.6846 |
| S1 |
1.6763 |
1.6763 |
1.6797 |
1.6739 |
| S2 |
1.6715 |
1.6715 |
1.6784 |
|
| S3 |
1.6573 |
1.6621 |
1.6771 |
|
| S4 |
1.6431 |
1.6479 |
1.6732 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6911 |
1.6740 |
0.0171 |
1.0% |
0.0030 |
0.2% |
0% |
False |
True |
3 |
| 10 |
1.6952 |
1.6740 |
0.0212 |
1.3% |
0.0015 |
0.1% |
0% |
False |
True |
2 |
| 20 |
1.6952 |
1.6740 |
0.0212 |
1.3% |
0.0008 |
0.0% |
0% |
False |
True |
3 |
| 40 |
1.6952 |
1.6459 |
0.0493 |
2.9% |
0.0012 |
0.1% |
57% |
False |
False |
9 |
| 60 |
1.6952 |
1.6459 |
0.0493 |
2.9% |
0.0008 |
0.0% |
57% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7239 |
|
2.618 |
1.7084 |
|
1.618 |
1.6989 |
|
1.000 |
1.6930 |
|
0.618 |
1.6894 |
|
HIGH |
1.6835 |
|
0.618 |
1.6799 |
|
0.500 |
1.6788 |
|
0.382 |
1.6776 |
|
LOW |
1.6740 |
|
0.618 |
1.6681 |
|
1.000 |
1.6645 |
|
1.618 |
1.6586 |
|
2.618 |
1.6491 |
|
4.250 |
1.6336 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6788 |
1.6789 |
| PP |
1.6772 |
1.6772 |
| S1 |
1.6756 |
1.6756 |
|