CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6774 |
1.6804 |
0.0030 |
0.2% |
1.6699 |
| High |
1.6818 |
1.6812 |
-0.0006 |
0.0% |
1.6816 |
| Low |
1.6768 |
1.6745 |
-0.0023 |
-0.1% |
1.6665 |
| Close |
1.6802 |
1.6761 |
-0.0041 |
-0.2% |
1.6778 |
| Range |
0.0050 |
0.0067 |
0.0017 |
34.0% |
0.0151 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.1% |
0.0000 |
| Volume |
17 |
88 |
71 |
417.6% |
504 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6974 |
1.6934 |
1.6798 |
|
| R3 |
1.6907 |
1.6867 |
1.6779 |
|
| R2 |
1.6840 |
1.6840 |
1.6773 |
|
| R1 |
1.6800 |
1.6800 |
1.6767 |
1.6787 |
| PP |
1.6773 |
1.6773 |
1.6773 |
1.6766 |
| S1 |
1.6733 |
1.6733 |
1.6755 |
1.6720 |
| S2 |
1.6706 |
1.6706 |
1.6749 |
|
| S3 |
1.6639 |
1.6666 |
1.6743 |
|
| S4 |
1.6572 |
1.6599 |
1.6724 |
|
|
| 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 |
1.6745 |
0.0073 |
0.4% |
0.0046 |
0.3% |
22% |
False |
True |
82 |
| 10 |
1.6818 |
1.6665 |
0.0153 |
0.9% |
0.0052 |
0.3% |
63% |
False |
False |
160 |
| 20 |
1.6818 |
1.6493 |
0.0325 |
1.9% |
0.0058 |
0.3% |
82% |
False |
False |
117 |
| 40 |
1.6818 |
1.6448 |
0.0370 |
2.2% |
0.0047 |
0.3% |
85% |
False |
False |
73 |
| 60 |
1.6818 |
1.6241 |
0.0577 |
3.4% |
0.0032 |
0.2% |
90% |
False |
False |
50 |
| 80 |
1.6818 |
1.6241 |
0.0577 |
3.4% |
0.0024 |
0.1% |
90% |
False |
False |
38 |
| 100 |
1.6818 |
1.6230 |
0.0588 |
3.5% |
0.0020 |
0.1% |
90% |
False |
False |
31 |
| 120 |
1.6818 |
1.5851 |
0.0967 |
5.8% |
0.0018 |
0.1% |
94% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7097 |
|
2.618 |
1.6987 |
|
1.618 |
1.6920 |
|
1.000 |
1.6879 |
|
0.618 |
1.6853 |
|
HIGH |
1.6812 |
|
0.618 |
1.6786 |
|
0.500 |
1.6779 |
|
0.382 |
1.6771 |
|
LOW |
1.6745 |
|
0.618 |
1.6704 |
|
1.000 |
1.6678 |
|
1.618 |
1.6637 |
|
2.618 |
1.6570 |
|
4.250 |
1.6460 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6779 |
1.6782 |
| PP |
1.6773 |
1.6775 |
| S1 |
1.6767 |
1.6768 |
|