CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6594 |
1.6724 |
0.0130 |
0.8% |
1.6620 |
| High |
1.6731 |
1.6778 |
0.0047 |
0.3% |
1.6659 |
| Low |
1.6594 |
1.6708 |
0.0114 |
0.7% |
1.6550 |
| Close |
1.6727 |
1.6773 |
0.0046 |
0.3% |
1.6558 |
| Range |
0.0137 |
0.0070 |
-0.0067 |
-48.9% |
0.0109 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.4% |
0.0000 |
| Volume |
39 |
285 |
246 |
630.8% |
327 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6963 |
1.6938 |
1.6812 |
|
| R3 |
1.6893 |
1.6868 |
1.6792 |
|
| R2 |
1.6823 |
1.6823 |
1.6786 |
|
| R1 |
1.6798 |
1.6798 |
1.6779 |
1.6811 |
| PP |
1.6753 |
1.6753 |
1.6753 |
1.6759 |
| S1 |
1.6728 |
1.6728 |
1.6767 |
1.6741 |
| S2 |
1.6683 |
1.6683 |
1.6760 |
|
| S3 |
1.6613 |
1.6658 |
1.6754 |
|
| S4 |
1.6543 |
1.6588 |
1.6735 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6916 |
1.6846 |
1.6618 |
|
| R3 |
1.6807 |
1.6737 |
1.6588 |
|
| R2 |
1.6698 |
1.6698 |
1.6578 |
|
| R1 |
1.6628 |
1.6628 |
1.6568 |
1.6609 |
| PP |
1.6589 |
1.6589 |
1.6589 |
1.6579 |
| S1 |
1.6519 |
1.6519 |
1.6548 |
1.6500 |
| S2 |
1.6480 |
1.6480 |
1.6538 |
|
| S3 |
1.6371 |
1.6410 |
1.6528 |
|
| S4 |
1.6262 |
1.6301 |
1.6498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6778 |
1.6550 |
0.0228 |
1.4% |
0.0072 |
0.4% |
98% |
True |
False |
100 |
| 10 |
1.6778 |
1.6544 |
0.0234 |
1.4% |
0.0062 |
0.4% |
98% |
True |
False |
98 |
| 20 |
1.6778 |
1.6448 |
0.0330 |
2.0% |
0.0059 |
0.4% |
98% |
True |
False |
76 |
| 40 |
1.6778 |
1.6448 |
0.0330 |
2.0% |
0.0035 |
0.2% |
98% |
True |
False |
41 |
| 60 |
1.6778 |
1.6241 |
0.0537 |
3.2% |
0.0025 |
0.1% |
99% |
True |
False |
28 |
| 80 |
1.6778 |
1.6230 |
0.0548 |
3.3% |
0.0018 |
0.1% |
99% |
True |
False |
22 |
| 100 |
1.6778 |
1.6018 |
0.0760 |
4.5% |
0.0015 |
0.1% |
99% |
True |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7076 |
|
2.618 |
1.6961 |
|
1.618 |
1.6891 |
|
1.000 |
1.6848 |
|
0.618 |
1.6821 |
|
HIGH |
1.6778 |
|
0.618 |
1.6751 |
|
0.500 |
1.6743 |
|
0.382 |
1.6735 |
|
LOW |
1.6708 |
|
0.618 |
1.6665 |
|
1.000 |
1.6638 |
|
1.618 |
1.6595 |
|
2.618 |
1.6525 |
|
4.250 |
1.6411 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6763 |
1.6738 |
| PP |
1.6753 |
1.6703 |
| S1 |
1.6743 |
1.6669 |
|