CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6799 |
1.6826 |
0.0027 |
0.2% |
1.6832 |
| High |
1.6850 |
1.6905 |
0.0055 |
0.3% |
1.6885 |
| Low |
1.6789 |
1.6826 |
0.0037 |
0.2% |
1.6715 |
| Close |
1.6824 |
1.6881 |
0.0057 |
0.3% |
1.6805 |
| Range |
0.0061 |
0.0079 |
0.0018 |
29.5% |
0.0170 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
2.0% |
0.0000 |
| Volume |
384 |
326 |
-58 |
-15.1% |
2,616 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7108 |
1.7073 |
1.6924 |
|
| R3 |
1.7029 |
1.6994 |
1.6903 |
|
| R2 |
1.6950 |
1.6950 |
1.6895 |
|
| R1 |
1.6915 |
1.6915 |
1.6888 |
1.6933 |
| PP |
1.6871 |
1.6871 |
1.6871 |
1.6879 |
| S1 |
1.6836 |
1.6836 |
1.6874 |
1.6854 |
| S2 |
1.6792 |
1.6792 |
1.6867 |
|
| S3 |
1.6713 |
1.6757 |
1.6859 |
|
| S4 |
1.6634 |
1.6678 |
1.6838 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7312 |
1.7228 |
1.6899 |
|
| R3 |
1.7142 |
1.7058 |
1.6852 |
|
| R2 |
1.6972 |
1.6972 |
1.6836 |
|
| R1 |
1.6888 |
1.6888 |
1.6821 |
1.6845 |
| PP |
1.6802 |
1.6802 |
1.6802 |
1.6780 |
| S1 |
1.6718 |
1.6718 |
1.6789 |
1.6675 |
| S2 |
1.6632 |
1.6632 |
1.6774 |
|
| S3 |
1.6462 |
1.6548 |
1.6758 |
|
| S4 |
1.6292 |
1.6378 |
1.6712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6905 |
1.6715 |
0.0190 |
1.1% |
0.0060 |
0.4% |
87% |
True |
False |
578 |
| 10 |
1.6955 |
1.6715 |
0.0240 |
1.4% |
0.0069 |
0.4% |
69% |
False |
False |
419 |
| 20 |
1.6978 |
1.6715 |
0.0263 |
1.6% |
0.0063 |
0.4% |
63% |
False |
False |
357 |
| 40 |
1.6978 |
1.6493 |
0.0485 |
2.9% |
0.0060 |
0.4% |
80% |
False |
False |
237 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.1% |
0.0052 |
0.3% |
82% |
False |
False |
167 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0040 |
0.2% |
87% |
False |
False |
127 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0032 |
0.2% |
87% |
False |
False |
102 |
| 120 |
1.6978 |
1.6230 |
0.0748 |
4.4% |
0.0027 |
0.2% |
87% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7241 |
|
2.618 |
1.7112 |
|
1.618 |
1.7033 |
|
1.000 |
1.6984 |
|
0.618 |
1.6954 |
|
HIGH |
1.6905 |
|
0.618 |
1.6875 |
|
0.500 |
1.6866 |
|
0.382 |
1.6856 |
|
LOW |
1.6826 |
|
0.618 |
1.6777 |
|
1.000 |
1.6747 |
|
1.618 |
1.6698 |
|
2.618 |
1.6619 |
|
4.250 |
1.6490 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6876 |
1.6870 |
| PP |
1.6871 |
1.6858 |
| S1 |
1.6866 |
1.6847 |
|