CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 13-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6832 |
1.6860 |
0.0028 |
0.2% |
1.6854 |
| High |
1.6885 |
1.6866 |
-0.0019 |
-0.1% |
1.6978 |
| Low |
1.6832 |
1.6804 |
-0.0028 |
-0.2% |
1.6816 |
| Close |
1.6848 |
1.6805 |
-0.0043 |
-0.3% |
1.6825 |
| Range |
0.0053 |
0.0062 |
0.0009 |
17.0% |
0.0162 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.1% |
0.0000 |
| Volume |
252 |
308 |
56 |
22.2% |
1,276 |
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7011 |
1.6970 |
1.6839 |
|
| R3 |
1.6949 |
1.6908 |
1.6822 |
|
| R2 |
1.6887 |
1.6887 |
1.6816 |
|
| R1 |
1.6846 |
1.6846 |
1.6811 |
1.6836 |
| PP |
1.6825 |
1.6825 |
1.6825 |
1.6820 |
| S1 |
1.6784 |
1.6784 |
1.6799 |
1.6774 |
| S2 |
1.6763 |
1.6763 |
1.6794 |
|
| S3 |
1.6701 |
1.6722 |
1.6788 |
|
| S4 |
1.6639 |
1.6660 |
1.6771 |
|
|
| 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 |
1.6968 |
1.6804 |
0.0164 |
1.0% |
0.0059 |
0.4% |
1% |
False |
True |
284 |
| 10 |
1.6978 |
1.6792 |
0.0186 |
1.1% |
0.0064 |
0.4% |
7% |
False |
False |
286 |
| 20 |
1.6978 |
1.6665 |
0.0313 |
1.9% |
0.0056 |
0.3% |
45% |
False |
False |
223 |
| 40 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0060 |
0.4% |
67% |
False |
False |
169 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0045 |
0.3% |
67% |
False |
False |
115 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0034 |
0.2% |
77% |
False |
False |
87 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0028 |
0.2% |
77% |
False |
False |
70 |
| 120 |
1.6978 |
1.6049 |
0.0929 |
5.5% |
0.0024 |
0.1% |
81% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7130 |
|
2.618 |
1.7028 |
|
1.618 |
1.6966 |
|
1.000 |
1.6928 |
|
0.618 |
1.6904 |
|
HIGH |
1.6866 |
|
0.618 |
1.6842 |
|
0.500 |
1.6835 |
|
0.382 |
1.6828 |
|
LOW |
1.6804 |
|
0.618 |
1.6766 |
|
1.000 |
1.6742 |
|
1.618 |
1.6704 |
|
2.618 |
1.6642 |
|
4.250 |
1.6541 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6835 |
1.6862 |
| PP |
1.6825 |
1.6843 |
| S1 |
1.6815 |
1.6824 |
|