CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 21-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6780 |
1.6766 |
-0.0014 |
-0.1% |
1.6699 |
| High |
1.6816 |
1.6796 |
-0.0020 |
-0.1% |
1.6816 |
| Low |
1.6778 |
1.6766 |
-0.0012 |
-0.1% |
1.6665 |
| Close |
1.6778 |
1.6780 |
0.0002 |
0.0% |
1.6778 |
| Range |
0.0038 |
0.0030 |
-0.0008 |
-21.1% |
0.0151 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
53 |
66 |
13 |
24.5% |
504 |
|
| Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6871 |
1.6855 |
1.6797 |
|
| R3 |
1.6841 |
1.6825 |
1.6788 |
|
| R2 |
1.6811 |
1.6811 |
1.6786 |
|
| R1 |
1.6795 |
1.6795 |
1.6783 |
1.6803 |
| PP |
1.6781 |
1.6781 |
1.6781 |
1.6785 |
| S1 |
1.6765 |
1.6765 |
1.6777 |
1.6773 |
| S2 |
1.6751 |
1.6751 |
1.6775 |
|
| S3 |
1.6721 |
1.6735 |
1.6772 |
|
| S4 |
1.6691 |
1.6705 |
1.6764 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7206 |
1.7143 |
1.6861 |
|
| R3 |
1.7055 |
1.6992 |
1.6820 |
|
| R2 |
1.6904 |
1.6904 |
1.6806 |
|
| R1 |
1.6841 |
1.6841 |
1.6792 |
1.6873 |
| PP |
1.6753 |
1.6753 |
1.6753 |
1.6769 |
| S1 |
1.6690 |
1.6690 |
1.6764 |
1.6722 |
| S2 |
1.6602 |
1.6602 |
1.6750 |
|
| S3 |
1.6451 |
1.6539 |
1.6736 |
|
| S4 |
1.6300 |
1.6388 |
1.6695 |
|
|
| 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% |
0.0044 |
0.3% |
76% |
False |
False |
114 |
| 10 |
1.6816 |
1.6559 |
0.0257 |
1.5% |
0.0059 |
0.3% |
86% |
False |
False |
156 |
| 20 |
1.6816 |
1.6448 |
0.0368 |
2.2% |
0.0058 |
0.3% |
90% |
False |
False |
117 |
| 40 |
1.6816 |
1.6448 |
0.0368 |
2.2% |
0.0044 |
0.3% |
90% |
False |
False |
71 |
| 60 |
1.6816 |
1.6241 |
0.0575 |
3.4% |
0.0030 |
0.2% |
94% |
False |
False |
48 |
| 80 |
1.6816 |
1.6241 |
0.0575 |
3.4% |
0.0023 |
0.1% |
94% |
False |
False |
37 |
| 100 |
1.6816 |
1.6109 |
0.0707 |
4.2% |
0.0019 |
0.1% |
95% |
False |
False |
30 |
| 120 |
1.6816 |
1.5851 |
0.0965 |
5.8% |
0.0017 |
0.1% |
96% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6924 |
|
2.618 |
1.6875 |
|
1.618 |
1.6845 |
|
1.000 |
1.6826 |
|
0.618 |
1.6815 |
|
HIGH |
1.6796 |
|
0.618 |
1.6785 |
|
0.500 |
1.6781 |
|
0.382 |
1.6777 |
|
LOW |
1.6766 |
|
0.618 |
1.6747 |
|
1.000 |
1.6736 |
|
1.618 |
1.6717 |
|
2.618 |
1.6687 |
|
4.250 |
1.6639 |
|
|
| Fisher Pivots for day following 21-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6781 |
1.6787 |
| PP |
1.6781 |
1.6785 |
| S1 |
1.6780 |
1.6782 |
|