CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6940 |
1.6915 |
-0.0025 |
-0.1% |
1.6854 |
| High |
1.6955 |
1.6920 |
-0.0035 |
-0.2% |
1.6978 |
| Low |
1.6909 |
1.6816 |
-0.0093 |
-0.6% |
1.6816 |
| Close |
1.6926 |
1.6825 |
-0.0101 |
-0.6% |
1.6825 |
| Range |
0.0046 |
0.0104 |
0.0058 |
126.1% |
0.0162 |
| ATR |
0.0058 |
0.0061 |
0.0004 |
6.5% |
0.0000 |
| Volume |
154 |
301 |
147 |
95.5% |
1,276 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7166 |
1.7099 |
1.6882 |
|
| R3 |
1.7062 |
1.6995 |
1.6854 |
|
| R2 |
1.6958 |
1.6958 |
1.6844 |
|
| R1 |
1.6891 |
1.6891 |
1.6835 |
1.6873 |
| PP |
1.6854 |
1.6854 |
1.6854 |
1.6844 |
| S1 |
1.6787 |
1.6787 |
1.6815 |
1.6769 |
| S2 |
1.6750 |
1.6750 |
1.6806 |
|
| S3 |
1.6646 |
1.6683 |
1.6796 |
|
| S4 |
1.6542 |
1.6579 |
1.6768 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7359 |
1.7254 |
1.6914 |
|
| R3 |
1.7197 |
1.7092 |
1.6870 |
|
| R2 |
1.7035 |
1.7035 |
1.6855 |
|
| R1 |
1.6930 |
1.6930 |
1.6840 |
1.6902 |
| PP |
1.6873 |
1.6873 |
1.6873 |
1.6859 |
| S1 |
1.6768 |
1.6768 |
1.6810 |
1.6740 |
| S2 |
1.6711 |
1.6711 |
1.6795 |
|
| S3 |
1.6549 |
1.6606 |
1.6780 |
|
| S4 |
1.6387 |
1.6444 |
1.6736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6978 |
1.6816 |
0.0162 |
1.0% |
0.0064 |
0.4% |
6% |
False |
True |
255 |
| 10 |
1.6978 |
1.6760 |
0.0218 |
1.3% |
0.0064 |
0.4% |
30% |
False |
False |
280 |
| 20 |
1.6978 |
1.6665 |
0.0313 |
1.9% |
0.0055 |
0.3% |
51% |
False |
False |
221 |
| 40 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0059 |
0.3% |
71% |
False |
False |
156 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0043 |
0.3% |
71% |
False |
False |
106 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0033 |
0.2% |
79% |
False |
False |
80 |
| 100 |
1.6978 |
1.6230 |
0.0748 |
4.4% |
0.0026 |
0.2% |
80% |
False |
False |
64 |
| 120 |
1.6978 |
1.6049 |
0.0929 |
5.5% |
0.0023 |
0.1% |
84% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7362 |
|
2.618 |
1.7192 |
|
1.618 |
1.7088 |
|
1.000 |
1.7024 |
|
0.618 |
1.6984 |
|
HIGH |
1.6920 |
|
0.618 |
1.6880 |
|
0.500 |
1.6868 |
|
0.382 |
1.6856 |
|
LOW |
1.6816 |
|
0.618 |
1.6752 |
|
1.000 |
1.6712 |
|
1.618 |
1.6648 |
|
2.618 |
1.6544 |
|
4.250 |
1.6374 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6868 |
1.6892 |
| PP |
1.6854 |
1.6870 |
| S1 |
1.6839 |
1.6847 |
|