CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 25-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6759 |
1.6781 |
0.0022 |
0.1% |
1.6766 |
| High |
1.6785 |
1.6809 |
0.0024 |
0.1% |
1.6818 |
| Low |
1.6749 |
1.6773 |
0.0024 |
0.1% |
1.6745 |
| Close |
1.6779 |
1.6782 |
0.0003 |
0.0% |
1.6782 |
| Range |
0.0036 |
0.0036 |
0.0000 |
0.0% |
0.0073 |
| ATR |
0.0057 |
0.0056 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
501 |
96 |
-405 |
-80.8% |
768 |
|
| Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6896 |
1.6875 |
1.6802 |
|
| R3 |
1.6860 |
1.6839 |
1.6792 |
|
| R2 |
1.6824 |
1.6824 |
1.6789 |
|
| R1 |
1.6803 |
1.6803 |
1.6785 |
1.6814 |
| PP |
1.6788 |
1.6788 |
1.6788 |
1.6793 |
| S1 |
1.6767 |
1.6767 |
1.6779 |
1.6778 |
| S2 |
1.6752 |
1.6752 |
1.6775 |
|
| S3 |
1.6716 |
1.6731 |
1.6772 |
|
| S4 |
1.6680 |
1.6695 |
1.6762 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7001 |
1.6964 |
1.6822 |
|
| R3 |
1.6928 |
1.6891 |
1.6802 |
|
| R2 |
1.6855 |
1.6855 |
1.6795 |
|
| R1 |
1.6818 |
1.6818 |
1.6789 |
1.6837 |
| PP |
1.6782 |
1.6782 |
1.6782 |
1.6791 |
| S1 |
1.6745 |
1.6745 |
1.6775 |
1.6764 |
| S2 |
1.6709 |
1.6709 |
1.6769 |
|
| S3 |
1.6636 |
1.6672 |
1.6762 |
|
| S4 |
1.6563 |
1.6599 |
1.6742 |
|
|
| 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% |
51% |
False |
False |
153 |
| 10 |
1.6818 |
1.6665 |
0.0153 |
0.9% |
0.0046 |
0.3% |
76% |
False |
False |
161 |
| 20 |
1.6818 |
1.6550 |
0.0268 |
1.6% |
0.0053 |
0.3% |
87% |
False |
False |
139 |
| 40 |
1.6818 |
1.6448 |
0.0370 |
2.2% |
0.0048 |
0.3% |
90% |
False |
False |
87 |
| 60 |
1.6818 |
1.6241 |
0.0577 |
3.4% |
0.0033 |
0.2% |
94% |
False |
False |
60 |
| 80 |
1.6818 |
1.6241 |
0.0577 |
3.4% |
0.0025 |
0.1% |
94% |
False |
False |
45 |
| 100 |
1.6818 |
1.6230 |
0.0588 |
3.5% |
0.0020 |
0.1% |
94% |
False |
False |
36 |
| 120 |
1.6818 |
1.5851 |
0.0967 |
5.8% |
0.0018 |
0.1% |
96% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6962 |
|
2.618 |
1.6903 |
|
1.618 |
1.6867 |
|
1.000 |
1.6845 |
|
0.618 |
1.6831 |
|
HIGH |
1.6809 |
|
0.618 |
1.6795 |
|
0.500 |
1.6791 |
|
0.382 |
1.6787 |
|
LOW |
1.6773 |
|
0.618 |
1.6751 |
|
1.000 |
1.6737 |
|
1.618 |
1.6715 |
|
2.618 |
1.6679 |
|
4.250 |
1.6620 |
|
|
| Fisher Pivots for day following 25-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6791 |
1.6781 |
| PP |
1.6788 |
1.6780 |
| S1 |
1.6785 |
1.6779 |
|