CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 29-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6763 |
1.6795 |
0.0032 |
0.2% |
1.6766 |
| High |
1.6839 |
1.6827 |
-0.0012 |
-0.1% |
1.6818 |
| Low |
1.6760 |
1.6783 |
0.0023 |
0.1% |
1.6745 |
| Close |
1.6794 |
1.6813 |
0.0019 |
0.1% |
1.6782 |
| Range |
0.0079 |
0.0044 |
-0.0035 |
-44.3% |
0.0073 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
364 |
140 |
-224 |
-61.5% |
768 |
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6940 |
1.6920 |
1.6837 |
|
| R3 |
1.6896 |
1.6876 |
1.6825 |
|
| R2 |
1.6852 |
1.6852 |
1.6821 |
|
| R1 |
1.6832 |
1.6832 |
1.6817 |
1.6842 |
| PP |
1.6808 |
1.6808 |
1.6808 |
1.6813 |
| S1 |
1.6788 |
1.6788 |
1.6809 |
1.6798 |
| S2 |
1.6764 |
1.6764 |
1.6805 |
|
| S3 |
1.6720 |
1.6744 |
1.6801 |
|
| S4 |
1.6676 |
1.6700 |
1.6789 |
|
|
| 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% |
0.0052 |
0.3% |
72% |
False |
False |
237 |
| 10 |
1.6839 |
1.6665 |
0.0174 |
1.0% |
0.0049 |
0.3% |
85% |
False |
False |
160 |
| 20 |
1.6839 |
1.6550 |
0.0289 |
1.7% |
0.0054 |
0.3% |
91% |
False |
False |
150 |
| 40 |
1.6839 |
1.6448 |
0.0391 |
2.3% |
0.0049 |
0.3% |
93% |
False |
False |
100 |
| 60 |
1.6839 |
1.6241 |
0.0598 |
3.6% |
0.0035 |
0.2% |
96% |
False |
False |
67 |
| 80 |
1.6839 |
1.6241 |
0.0598 |
3.6% |
0.0027 |
0.2% |
96% |
False |
False |
51 |
| 100 |
1.6839 |
1.6230 |
0.0609 |
3.6% |
0.0021 |
0.1% |
96% |
False |
False |
41 |
| 120 |
1.6839 |
1.5851 |
0.0988 |
5.9% |
0.0018 |
0.1% |
97% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7014 |
|
2.618 |
1.6942 |
|
1.618 |
1.6898 |
|
1.000 |
1.6871 |
|
0.618 |
1.6854 |
|
HIGH |
1.6827 |
|
0.618 |
1.6810 |
|
0.500 |
1.6805 |
|
0.382 |
1.6800 |
|
LOW |
1.6783 |
|
0.618 |
1.6756 |
|
1.000 |
1.6739 |
|
1.618 |
1.6712 |
|
2.618 |
1.6668 |
|
4.250 |
1.6596 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6810 |
1.6809 |
| PP |
1.6808 |
1.6804 |
| S1 |
1.6805 |
1.6800 |
|