CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 24-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6804 |
1.6759 |
-0.0045 |
-0.3% |
1.6699 |
| High |
1.6812 |
1.6785 |
-0.0027 |
-0.2% |
1.6816 |
| Low |
1.6745 |
1.6749 |
0.0004 |
0.0% |
1.6665 |
| Close |
1.6761 |
1.6779 |
0.0018 |
0.1% |
1.6778 |
| Range |
0.0067 |
0.0036 |
-0.0031 |
-46.3% |
0.0151 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
88 |
501 |
413 |
469.3% |
504 |
|
| Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6879 |
1.6865 |
1.6799 |
|
| R3 |
1.6843 |
1.6829 |
1.6789 |
|
| R2 |
1.6807 |
1.6807 |
1.6786 |
|
| R1 |
1.6793 |
1.6793 |
1.6782 |
1.6800 |
| PP |
1.6771 |
1.6771 |
1.6771 |
1.6775 |
| S1 |
1.6757 |
1.6757 |
1.6776 |
1.6764 |
| S2 |
1.6735 |
1.6735 |
1.6772 |
|
| S3 |
1.6699 |
1.6721 |
1.6769 |
|
| S4 |
1.6663 |
1.6685 |
1.6759 |
|
|
| 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% |
0.0044 |
0.3% |
47% |
False |
False |
145 |
| 10 |
1.6818 |
1.6665 |
0.0153 |
0.9% |
0.0049 |
0.3% |
75% |
False |
False |
182 |
| 20 |
1.6818 |
1.6544 |
0.0274 |
1.6% |
0.0056 |
0.3% |
86% |
False |
False |
140 |
| 40 |
1.6818 |
1.6448 |
0.0370 |
2.2% |
0.0047 |
0.3% |
89% |
False |
False |
85 |
| 60 |
1.6818 |
1.6241 |
0.0577 |
3.4% |
0.0033 |
0.2% |
93% |
False |
False |
58 |
| 80 |
1.6818 |
1.6241 |
0.0577 |
3.4% |
0.0025 |
0.1% |
93% |
False |
False |
44 |
| 100 |
1.6818 |
1.6230 |
0.0588 |
3.5% |
0.0020 |
0.1% |
93% |
False |
False |
36 |
| 120 |
1.6818 |
1.5851 |
0.0967 |
5.8% |
0.0018 |
0.1% |
96% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6938 |
|
2.618 |
1.6879 |
|
1.618 |
1.6843 |
|
1.000 |
1.6821 |
|
0.618 |
1.6807 |
|
HIGH |
1.6785 |
|
0.618 |
1.6771 |
|
0.500 |
1.6767 |
|
0.382 |
1.6763 |
|
LOW |
1.6749 |
|
0.618 |
1.6727 |
|
1.000 |
1.6713 |
|
1.618 |
1.6691 |
|
2.618 |
1.6655 |
|
4.250 |
1.6596 |
|
|
| Fisher Pivots for day following 24-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6775 |
1.6782 |
| PP |
1.6771 |
1.6781 |
| S1 |
1.6767 |
1.6780 |
|