CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 07-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6855 |
1.6955 |
0.0100 |
0.6% |
1.6763 |
| High |
1.6978 |
1.6968 |
-0.0010 |
-0.1% |
1.6900 |
| Low |
1.6855 |
1.6936 |
0.0081 |
0.5% |
1.6760 |
| Close |
1.6967 |
1.6942 |
-0.0025 |
-0.1% |
1.6851 |
| Range |
0.0123 |
0.0032 |
-0.0091 |
-74.0% |
0.0140 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
101 |
408 |
307 |
304.0% |
1,532 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7045 |
1.7025 |
1.6960 |
|
| R3 |
1.7013 |
1.6993 |
1.6951 |
|
| R2 |
1.6981 |
1.6981 |
1.6948 |
|
| R1 |
1.6961 |
1.6961 |
1.6945 |
1.6955 |
| PP |
1.6949 |
1.6949 |
1.6949 |
1.6946 |
| S1 |
1.6929 |
1.6929 |
1.6939 |
1.6923 |
| S2 |
1.6917 |
1.6917 |
1.6936 |
|
| S3 |
1.6885 |
1.6897 |
1.6933 |
|
| S4 |
1.6853 |
1.6865 |
1.6924 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7257 |
1.7194 |
1.6928 |
|
| R3 |
1.7117 |
1.7054 |
1.6890 |
|
| R2 |
1.6977 |
1.6977 |
1.6877 |
|
| R1 |
1.6914 |
1.6914 |
1.6864 |
1.6946 |
| PP |
1.6837 |
1.6837 |
1.6837 |
1.6853 |
| S1 |
1.6774 |
1.6774 |
1.6838 |
1.6806 |
| S2 |
1.6697 |
1.6697 |
1.6825 |
|
| S3 |
1.6557 |
1.6634 |
1.6813 |
|
| S4 |
1.6417 |
1.6494 |
1.6774 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6978 |
1.6798 |
0.0180 |
1.1% |
0.0056 |
0.3% |
80% |
False |
False |
300 |
| 10 |
1.6978 |
1.6749 |
0.0229 |
1.4% |
0.0057 |
0.3% |
84% |
False |
False |
295 |
| 20 |
1.6978 |
1.6665 |
0.0313 |
1.8% |
0.0054 |
0.3% |
88% |
False |
False |
227 |
| 40 |
1.6978 |
1.6448 |
0.0530 |
3.1% |
0.0055 |
0.3% |
93% |
False |
False |
145 |
| 60 |
1.6978 |
1.6421 |
0.0557 |
3.3% |
0.0040 |
0.2% |
94% |
False |
False |
98 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0031 |
0.2% |
95% |
False |
False |
74 |
| 100 |
1.6978 |
1.6230 |
0.0748 |
4.4% |
0.0025 |
0.1% |
95% |
False |
False |
60 |
| 120 |
1.6978 |
1.5983 |
0.0995 |
5.9% |
0.0021 |
0.1% |
96% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7104 |
|
2.618 |
1.7052 |
|
1.618 |
1.7020 |
|
1.000 |
1.7000 |
|
0.618 |
1.6988 |
|
HIGH |
1.6968 |
|
0.618 |
1.6956 |
|
0.500 |
1.6952 |
|
0.382 |
1.6948 |
|
LOW |
1.6936 |
|
0.618 |
1.6916 |
|
1.000 |
1.6904 |
|
1.618 |
1.6884 |
|
2.618 |
1.6852 |
|
4.250 |
1.6800 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6952 |
1.6931 |
| PP |
1.6949 |
1.6919 |
| S1 |
1.6945 |
1.6908 |
|