CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6865 |
1.6844 |
-0.0021 |
-0.1% |
1.6833 |
| High |
1.6865 |
1.6844 |
-0.0021 |
-0.1% |
1.6837 |
| Low |
1.6865 |
1.6835 |
-0.0030 |
-0.2% |
1.6740 |
| Close |
1.6865 |
1.6835 |
-0.0030 |
-0.2% |
1.6790 |
| Range |
0.0000 |
0.0009 |
0.0009 |
|
0.0097 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
-1.2% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
18 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6865 |
1.6859 |
1.6840 |
|
| R3 |
1.6856 |
1.6850 |
1.6837 |
|
| R2 |
1.6847 |
1.6847 |
1.6837 |
|
| R1 |
1.6841 |
1.6841 |
1.6836 |
1.6840 |
| PP |
1.6838 |
1.6838 |
1.6838 |
1.6837 |
| S1 |
1.6832 |
1.6832 |
1.6834 |
1.6831 |
| S2 |
1.6829 |
1.6829 |
1.6833 |
|
| S3 |
1.6820 |
1.6823 |
1.6833 |
|
| S4 |
1.6811 |
1.6814 |
1.6830 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7080 |
1.7032 |
1.6843 |
|
| R3 |
1.6983 |
1.6935 |
1.6817 |
|
| R2 |
1.6886 |
1.6886 |
1.6808 |
|
| R1 |
1.6838 |
1.6838 |
1.6799 |
1.6814 |
| PP |
1.6789 |
1.6789 |
1.6789 |
1.6777 |
| S1 |
1.6741 |
1.6741 |
1.6781 |
1.6717 |
| S2 |
1.6692 |
1.6692 |
1.6772 |
|
| S3 |
1.6595 |
1.6644 |
1.6763 |
|
| S4 |
1.6498 |
1.6547 |
1.6737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6865 |
1.6787 |
0.0078 |
0.5% |
0.0002 |
0.0% |
62% |
False |
False |
2 |
| 10 |
1.6865 |
1.6740 |
0.0125 |
0.7% |
0.0016 |
0.1% |
76% |
False |
False |
2 |
| 20 |
1.6952 |
1.6740 |
0.0212 |
1.3% |
0.0008 |
0.0% |
45% |
False |
False |
2 |
| 40 |
1.6952 |
1.6544 |
0.0408 |
2.4% |
0.0010 |
0.1% |
71% |
False |
False |
9 |
| 60 |
1.6952 |
1.6459 |
0.0493 |
2.9% |
0.0008 |
0.0% |
76% |
False |
False |
7 |
| 80 |
1.6952 |
1.6263 |
0.0689 |
4.1% |
0.0006 |
0.0% |
83% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6882 |
|
2.618 |
1.6868 |
|
1.618 |
1.6859 |
|
1.000 |
1.6853 |
|
0.618 |
1.6850 |
|
HIGH |
1.6844 |
|
0.618 |
1.6841 |
|
0.500 |
1.6840 |
|
0.382 |
1.6838 |
|
LOW |
1.6835 |
|
0.618 |
1.6829 |
|
1.000 |
1.6826 |
|
1.618 |
1.6820 |
|
2.618 |
1.6811 |
|
4.250 |
1.6797 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6840 |
1.6837 |
| PP |
1.6838 |
1.6836 |
| S1 |
1.6837 |
1.6836 |
|