CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 16-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6706 |
1.6758 |
0.0052 |
0.3% |
1.6559 |
| High |
1.6730 |
1.6802 |
0.0072 |
0.4% |
1.6798 |
| Low |
1.6665 |
1.6758 |
0.0093 |
0.6% |
1.6559 |
| Close |
1.6700 |
1.6777 |
0.0077 |
0.5% |
1.6726 |
| Range |
0.0065 |
0.0044 |
-0.0021 |
-32.3% |
0.0239 |
| ATR |
0.0060 |
0.0063 |
0.0003 |
5.1% |
0.0000 |
| Volume |
87 |
189 |
102 |
117.2% |
998 |
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6911 |
1.6888 |
1.6801 |
|
| R3 |
1.6867 |
1.6844 |
1.6789 |
|
| R2 |
1.6823 |
1.6823 |
1.6785 |
|
| R1 |
1.6800 |
1.6800 |
1.6781 |
1.6812 |
| PP |
1.6779 |
1.6779 |
1.6779 |
1.6785 |
| S1 |
1.6756 |
1.6756 |
1.6773 |
1.6768 |
| S2 |
1.6735 |
1.6735 |
1.6769 |
|
| S3 |
1.6691 |
1.6712 |
1.6765 |
|
| S4 |
1.6647 |
1.6668 |
1.6753 |
|
|
| 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 |
1.6802 |
1.6665 |
0.0137 |
0.8% |
0.0054 |
0.3% |
82% |
True |
False |
220 |
| 10 |
1.6802 |
1.6550 |
0.0252 |
1.5% |
0.0063 |
0.4% |
90% |
True |
False |
160 |
| 20 |
1.6802 |
1.6448 |
0.0354 |
2.1% |
0.0059 |
0.3% |
93% |
True |
False |
120 |
| 40 |
1.6802 |
1.6448 |
0.0354 |
2.1% |
0.0042 |
0.3% |
93% |
True |
False |
68 |
| 60 |
1.6802 |
1.6241 |
0.0561 |
3.3% |
0.0029 |
0.2% |
96% |
True |
False |
46 |
| 80 |
1.6802 |
1.6241 |
0.0561 |
3.3% |
0.0022 |
0.1% |
96% |
True |
False |
35 |
| 100 |
1.6802 |
1.6109 |
0.0693 |
4.1% |
0.0018 |
0.1% |
96% |
True |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6989 |
|
2.618 |
1.6917 |
|
1.618 |
1.6873 |
|
1.000 |
1.6846 |
|
0.618 |
1.6829 |
|
HIGH |
1.6802 |
|
0.618 |
1.6785 |
|
0.500 |
1.6780 |
|
0.382 |
1.6775 |
|
LOW |
1.6758 |
|
0.618 |
1.6731 |
|
1.000 |
1.6714 |
|
1.618 |
1.6687 |
|
2.618 |
1.6643 |
|
4.250 |
1.6571 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6780 |
1.6763 |
| PP |
1.6779 |
1.6748 |
| S1 |
1.6778 |
1.6734 |
|