CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6781 |
1.6763 |
-0.0018 |
-0.1% |
1.6766 |
| High |
1.6809 |
1.6839 |
0.0030 |
0.2% |
1.6818 |
| Low |
1.6773 |
1.6760 |
-0.0013 |
-0.1% |
1.6745 |
| Close |
1.6782 |
1.6794 |
0.0012 |
0.1% |
1.6782 |
| Range |
0.0036 |
0.0079 |
0.0043 |
119.4% |
0.0073 |
| ATR |
0.0056 |
0.0057 |
0.0002 |
3.0% |
0.0000 |
| Volume |
96 |
364 |
268 |
279.2% |
768 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7035 |
1.6993 |
1.6837 |
|
| R3 |
1.6956 |
1.6914 |
1.6816 |
|
| R2 |
1.6877 |
1.6877 |
1.6808 |
|
| R1 |
1.6835 |
1.6835 |
1.6801 |
1.6856 |
| PP |
1.6798 |
1.6798 |
1.6798 |
1.6808 |
| S1 |
1.6756 |
1.6756 |
1.6787 |
1.6777 |
| S2 |
1.6719 |
1.6719 |
1.6780 |
|
| S3 |
1.6640 |
1.6677 |
1.6772 |
|
| S4 |
1.6561 |
1.6598 |
1.6751 |
|
|
| 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 |
1.6839 |
1.6745 |
0.0094 |
0.6% |
0.0054 |
0.3% |
52% |
True |
False |
213 |
| 10 |
1.6839 |
1.6665 |
0.0174 |
1.0% |
0.0049 |
0.3% |
74% |
True |
False |
163 |
| 20 |
1.6839 |
1.6550 |
0.0289 |
1.7% |
0.0055 |
0.3% |
84% |
True |
False |
148 |
| 40 |
1.6839 |
1.6448 |
0.0391 |
2.3% |
0.0050 |
0.3% |
88% |
True |
False |
96 |
| 60 |
1.6839 |
1.6241 |
0.0598 |
3.6% |
0.0034 |
0.2% |
92% |
True |
False |
65 |
| 80 |
1.6839 |
1.6241 |
0.0598 |
3.6% |
0.0026 |
0.2% |
92% |
True |
False |
50 |
| 100 |
1.6839 |
1.6230 |
0.0609 |
3.6% |
0.0021 |
0.1% |
93% |
True |
False |
40 |
| 120 |
1.6839 |
1.5851 |
0.0988 |
5.9% |
0.0018 |
0.1% |
95% |
True |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7175 |
|
2.618 |
1.7046 |
|
1.618 |
1.6967 |
|
1.000 |
1.6918 |
|
0.618 |
1.6888 |
|
HIGH |
1.6839 |
|
0.618 |
1.6809 |
|
0.500 |
1.6800 |
|
0.382 |
1.6790 |
|
LOW |
1.6760 |
|
0.618 |
1.6711 |
|
1.000 |
1.6681 |
|
1.618 |
1.6632 |
|
2.618 |
1.6553 |
|
4.250 |
1.6424 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6800 |
1.6794 |
| PP |
1.6798 |
1.6794 |
| S1 |
1.6796 |
1.6794 |
|