CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 30-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6795 |
1.6803 |
0.0008 |
0.0% |
1.6766 |
| High |
1.6827 |
1.6880 |
0.0053 |
0.3% |
1.6818 |
| Low |
1.6783 |
1.6792 |
0.0009 |
0.1% |
1.6745 |
| Close |
1.6813 |
1.6868 |
0.0055 |
0.3% |
1.6782 |
| Range |
0.0044 |
0.0088 |
0.0044 |
100.0% |
0.0073 |
| ATR |
0.0056 |
0.0059 |
0.0002 |
4.0% |
0.0000 |
| Volume |
140 |
349 |
209 |
149.3% |
768 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7111 |
1.7077 |
1.6916 |
|
| R3 |
1.7023 |
1.6989 |
1.6892 |
|
| R2 |
1.6935 |
1.6935 |
1.6884 |
|
| R1 |
1.6901 |
1.6901 |
1.6876 |
1.6918 |
| PP |
1.6847 |
1.6847 |
1.6847 |
1.6855 |
| S1 |
1.6813 |
1.6813 |
1.6860 |
1.6830 |
| S2 |
1.6759 |
1.6759 |
1.6852 |
|
| S3 |
1.6671 |
1.6725 |
1.6844 |
|
| S4 |
1.6583 |
1.6637 |
1.6820 |
|
|
| 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 |
1.6880 |
1.6749 |
0.0131 |
0.8% |
0.0057 |
0.3% |
91% |
True |
False |
290 |
| 10 |
1.6880 |
1.6745 |
0.0135 |
0.8% |
0.0051 |
0.3% |
91% |
True |
False |
186 |
| 20 |
1.6880 |
1.6550 |
0.0330 |
2.0% |
0.0057 |
0.3% |
96% |
True |
False |
165 |
| 40 |
1.6880 |
1.6448 |
0.0432 |
2.6% |
0.0051 |
0.3% |
97% |
True |
False |
108 |
| 60 |
1.6880 |
1.6241 |
0.0639 |
3.8% |
0.0037 |
0.2% |
98% |
True |
False |
73 |
| 80 |
1.6880 |
1.6241 |
0.0639 |
3.8% |
0.0028 |
0.2% |
98% |
True |
False |
56 |
| 100 |
1.6880 |
1.6230 |
0.0650 |
3.9% |
0.0022 |
0.1% |
98% |
True |
False |
45 |
| 120 |
1.6880 |
1.5851 |
0.1029 |
6.1% |
0.0019 |
0.1% |
99% |
True |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7254 |
|
2.618 |
1.7110 |
|
1.618 |
1.7022 |
|
1.000 |
1.6968 |
|
0.618 |
1.6934 |
|
HIGH |
1.6880 |
|
0.618 |
1.6846 |
|
0.500 |
1.6836 |
|
0.382 |
1.6826 |
|
LOW |
1.6792 |
|
0.618 |
1.6738 |
|
1.000 |
1.6704 |
|
1.618 |
1.6650 |
|
2.618 |
1.6562 |
|
4.250 |
1.6418 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6857 |
1.6852 |
| PP |
1.6847 |
1.6836 |
| S1 |
1.6836 |
1.6820 |
|