CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 14-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6750 |
1.6699 |
-0.0051 |
-0.3% |
1.6559 |
| High |
1.6751 |
1.6721 |
-0.0030 |
-0.2% |
1.6798 |
| Low |
1.6699 |
1.6676 |
-0.0023 |
-0.1% |
1.6559 |
| Close |
1.6726 |
1.6707 |
-0.0019 |
-0.1% |
1.6726 |
| Range |
0.0052 |
0.0045 |
-0.0007 |
-13.5% |
0.0239 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
340 |
175 |
-165 |
-48.5% |
998 |
|
| Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6836 |
1.6817 |
1.6732 |
|
| R3 |
1.6791 |
1.6772 |
1.6719 |
|
| R2 |
1.6746 |
1.6746 |
1.6715 |
|
| R1 |
1.6727 |
1.6727 |
1.6711 |
1.6737 |
| PP |
1.6701 |
1.6701 |
1.6701 |
1.6706 |
| S1 |
1.6682 |
1.6682 |
1.6703 |
1.6692 |
| S2 |
1.6656 |
1.6656 |
1.6699 |
|
| S3 |
1.6611 |
1.6637 |
1.6695 |
|
| S4 |
1.6566 |
1.6592 |
1.6682 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7411 |
1.7308 |
1.6857 |
|
| R3 |
1.7172 |
1.7069 |
1.6792 |
|
| R2 |
1.6933 |
1.6933 |
1.6770 |
|
| R1 |
1.6830 |
1.6830 |
1.6748 |
1.6882 |
| PP |
1.6694 |
1.6694 |
1.6694 |
1.6720 |
| S1 |
1.6591 |
1.6591 |
1.6704 |
1.6643 |
| S2 |
1.6455 |
1.6455 |
1.6682 |
|
| S3 |
1.6216 |
1.6352 |
1.6660 |
|
| S4 |
1.5977 |
1.6113 |
1.6595 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6798 |
1.6594 |
0.0204 |
1.2% |
0.0073 |
0.4% |
55% |
False |
False |
229 |
| 10 |
1.6798 |
1.6550 |
0.0248 |
1.5% |
0.0060 |
0.4% |
63% |
False |
False |
141 |
| 20 |
1.6798 |
1.6448 |
0.0350 |
2.1% |
0.0063 |
0.4% |
74% |
False |
False |
116 |
| 40 |
1.6798 |
1.6448 |
0.0350 |
2.1% |
0.0039 |
0.2% |
74% |
False |
False |
61 |
| 60 |
1.6798 |
1.6241 |
0.0557 |
3.3% |
0.0027 |
0.2% |
84% |
False |
False |
42 |
| 80 |
1.6798 |
1.6241 |
0.0557 |
3.3% |
0.0020 |
0.1% |
84% |
False |
False |
32 |
| 100 |
1.6798 |
1.6049 |
0.0749 |
4.5% |
0.0017 |
0.1% |
88% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6912 |
|
2.618 |
1.6839 |
|
1.618 |
1.6794 |
|
1.000 |
1.6766 |
|
0.618 |
1.6749 |
|
HIGH |
1.6721 |
|
0.618 |
1.6704 |
|
0.500 |
1.6699 |
|
0.382 |
1.6693 |
|
LOW |
1.6676 |
|
0.618 |
1.6648 |
|
1.000 |
1.6631 |
|
1.618 |
1.6603 |
|
2.618 |
1.6558 |
|
4.250 |
1.6485 |
|
|
| Fisher Pivots for day following 14-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6704 |
1.6737 |
| PP |
1.6701 |
1.6727 |
| S1 |
1.6699 |
1.6717 |
|