CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6766 |
1.6774 |
0.0008 |
0.0% |
1.6699 |
| High |
1.6796 |
1.6818 |
0.0022 |
0.1% |
1.6816 |
| Low |
1.6766 |
1.6768 |
0.0002 |
0.0% |
1.6665 |
| Close |
1.6780 |
1.6802 |
0.0022 |
0.1% |
1.6778 |
| Range |
0.0030 |
0.0050 |
0.0020 |
66.7% |
0.0151 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
66 |
17 |
-49 |
-74.2% |
504 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6946 |
1.6924 |
1.6830 |
|
| R3 |
1.6896 |
1.6874 |
1.6816 |
|
| R2 |
1.6846 |
1.6846 |
1.6811 |
|
| R1 |
1.6824 |
1.6824 |
1.6807 |
1.6835 |
| PP |
1.6796 |
1.6796 |
1.6796 |
1.6802 |
| S1 |
1.6774 |
1.6774 |
1.6797 |
1.6785 |
| S2 |
1.6746 |
1.6746 |
1.6793 |
|
| S3 |
1.6696 |
1.6724 |
1.6788 |
|
| S4 |
1.6646 |
1.6674 |
1.6775 |
|
|
| 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 |
1.6818 |
1.6665 |
0.0153 |
0.9% |
0.0045 |
0.3% |
90% |
True |
False |
82 |
| 10 |
1.6818 |
1.6594 |
0.0224 |
1.3% |
0.0059 |
0.4% |
93% |
True |
False |
156 |
| 20 |
1.6818 |
1.6472 |
0.0346 |
2.1% |
0.0057 |
0.3% |
95% |
True |
False |
115 |
| 40 |
1.6818 |
1.6448 |
0.0370 |
2.2% |
0.0045 |
0.3% |
96% |
True |
False |
71 |
| 60 |
1.6818 |
1.6241 |
0.0577 |
3.4% |
0.0031 |
0.2% |
97% |
True |
False |
48 |
| 80 |
1.6818 |
1.6241 |
0.0577 |
3.4% |
0.0023 |
0.1% |
97% |
True |
False |
37 |
| 100 |
1.6818 |
1.6140 |
0.0678 |
4.0% |
0.0019 |
0.1% |
98% |
True |
False |
30 |
| 120 |
1.6818 |
1.5851 |
0.0967 |
5.8% |
0.0017 |
0.1% |
98% |
True |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7031 |
|
2.618 |
1.6949 |
|
1.618 |
1.6899 |
|
1.000 |
1.6868 |
|
0.618 |
1.6849 |
|
HIGH |
1.6818 |
|
0.618 |
1.6799 |
|
0.500 |
1.6793 |
|
0.382 |
1.6787 |
|
LOW |
1.6768 |
|
0.618 |
1.6737 |
|
1.000 |
1.6718 |
|
1.618 |
1.6687 |
|
2.618 |
1.6637 |
|
4.250 |
1.6556 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6799 |
1.6799 |
| PP |
1.6796 |
1.6795 |
| S1 |
1.6793 |
1.6792 |
|