CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6758 |
1.6780 |
0.0022 |
0.1% |
1.6559 |
| High |
1.6802 |
1.6816 |
0.0014 |
0.1% |
1.6798 |
| Low |
1.6758 |
1.6778 |
0.0020 |
0.1% |
1.6559 |
| Close |
1.6777 |
1.6778 |
0.0001 |
0.0% |
1.6726 |
| Range |
0.0044 |
0.0038 |
-0.0006 |
-13.6% |
0.0239 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
189 |
53 |
-136 |
-72.0% |
998 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6905 |
1.6879 |
1.6799 |
|
| R3 |
1.6867 |
1.6841 |
1.6788 |
|
| R2 |
1.6829 |
1.6829 |
1.6785 |
|
| R1 |
1.6803 |
1.6803 |
1.6781 |
1.6797 |
| PP |
1.6791 |
1.6791 |
1.6791 |
1.6788 |
| S1 |
1.6765 |
1.6765 |
1.6775 |
1.6759 |
| S2 |
1.6753 |
1.6753 |
1.6771 |
|
| S3 |
1.6715 |
1.6727 |
1.6768 |
|
| S4 |
1.6677 |
1.6689 |
1.6757 |
|
|
| 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 |
1.6816 |
1.6665 |
0.0151 |
0.9% |
0.0049 |
0.3% |
75% |
True |
False |
168 |
| 10 |
1.6816 |
1.6550 |
0.0266 |
1.6% |
0.0059 |
0.3% |
86% |
True |
False |
158 |
| 20 |
1.6816 |
1.6448 |
0.0368 |
2.2% |
0.0057 |
0.3% |
90% |
True |
False |
119 |
| 40 |
1.6816 |
1.6448 |
0.0368 |
2.2% |
0.0043 |
0.3% |
90% |
True |
False |
69 |
| 60 |
1.6816 |
1.6241 |
0.0575 |
3.4% |
0.0030 |
0.2% |
93% |
True |
False |
47 |
| 80 |
1.6816 |
1.6241 |
0.0575 |
3.4% |
0.0022 |
0.1% |
93% |
True |
False |
36 |
| 100 |
1.6816 |
1.6109 |
0.0707 |
4.2% |
0.0018 |
0.1% |
95% |
True |
False |
29 |
| 120 |
1.6816 |
1.5851 |
0.0965 |
5.8% |
0.0016 |
0.1% |
96% |
True |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6978 |
|
2.618 |
1.6915 |
|
1.618 |
1.6877 |
|
1.000 |
1.6854 |
|
0.618 |
1.6839 |
|
HIGH |
1.6816 |
|
0.618 |
1.6801 |
|
0.500 |
1.6797 |
|
0.382 |
1.6793 |
|
LOW |
1.6778 |
|
0.618 |
1.6755 |
|
1.000 |
1.6740 |
|
1.618 |
1.6717 |
|
2.618 |
1.6679 |
|
4.250 |
1.6617 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6797 |
1.6766 |
| PP |
1.6791 |
1.6753 |
| S1 |
1.6784 |
1.6741 |
|