CME British Pound Future December 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 |
1.6692 |
1.6685 |
-0.0007 |
0.0% |
1.6787 |
| High |
1.6692 |
1.6693 |
0.0001 |
0.0% |
1.6865 |
| Low |
1.6681 |
1.6685 |
0.0004 |
0.0% |
1.6787 |
| Close |
1.6681 |
1.6693 |
0.0012 |
0.1% |
1.6789 |
| Range |
0.0011 |
0.0008 |
-0.0003 |
-27.3% |
0.0078 |
| ATR |
0.0039 |
0.0037 |
-0.0002 |
-4.9% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
9 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6714 |
1.6712 |
1.6697 |
|
| R3 |
1.6706 |
1.6704 |
1.6695 |
|
| R2 |
1.6698 |
1.6698 |
1.6694 |
|
| R1 |
1.6696 |
1.6696 |
1.6694 |
1.6697 |
| PP |
1.6690 |
1.6690 |
1.6690 |
1.6691 |
| S1 |
1.6688 |
1.6688 |
1.6692 |
1.6689 |
| S2 |
1.6682 |
1.6682 |
1.6692 |
|
| S3 |
1.6674 |
1.6680 |
1.6691 |
|
| S4 |
1.6666 |
1.6672 |
1.6689 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7048 |
1.6996 |
1.6832 |
|
| R3 |
1.6970 |
1.6918 |
1.6810 |
|
| R2 |
1.6892 |
1.6892 |
1.6803 |
|
| R1 |
1.6840 |
1.6840 |
1.6796 |
1.6866 |
| PP |
1.6814 |
1.6814 |
1.6814 |
1.6827 |
| S1 |
1.6762 |
1.6762 |
1.6782 |
1.6788 |
| S2 |
1.6736 |
1.6736 |
1.6775 |
|
| S3 |
1.6658 |
1.6684 |
1.6768 |
|
| S4 |
1.6580 |
1.6606 |
1.6746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6844 |
1.6681 |
0.0163 |
1.0% |
0.0006 |
0.0% |
7% |
False |
False |
1 |
| 10 |
1.6865 |
1.6681 |
0.0184 |
1.1% |
0.0003 |
0.0% |
7% |
False |
False |
1 |
| 20 |
1.6952 |
1.6681 |
0.0271 |
1.6% |
0.0009 |
0.1% |
4% |
False |
False |
1 |
| 40 |
1.6952 |
1.6544 |
0.0408 |
2.4% |
0.0010 |
0.1% |
37% |
False |
False |
9 |
| 60 |
1.6952 |
1.6459 |
0.0493 |
3.0% |
0.0008 |
0.0% |
47% |
False |
False |
7 |
| 80 |
1.6952 |
1.6269 |
0.0683 |
4.1% |
0.0006 |
0.0% |
62% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6727 |
|
2.618 |
1.6714 |
|
1.618 |
1.6706 |
|
1.000 |
1.6701 |
|
0.618 |
1.6698 |
|
HIGH |
1.6693 |
|
0.618 |
1.6690 |
|
0.500 |
1.6689 |
|
0.382 |
1.6688 |
|
LOW |
1.6685 |
|
0.618 |
1.6680 |
|
1.000 |
1.6677 |
|
1.618 |
1.6672 |
|
2.618 |
1.6664 |
|
4.250 |
1.6651 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6692 |
1.6731 |
| PP |
1.6690 |
1.6718 |
| S1 |
1.6689 |
1.6706 |
|