CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6826 |
1.6882 |
0.0056 |
0.3% |
1.6832 |
| High |
1.6905 |
1.6894 |
-0.0011 |
-0.1% |
1.6885 |
| Low |
1.6826 |
1.6838 |
0.0012 |
0.1% |
1.6715 |
| Close |
1.6881 |
1.6850 |
-0.0031 |
-0.2% |
1.6805 |
| Range |
0.0079 |
0.0056 |
-0.0023 |
-29.1% |
0.0170 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
326 |
574 |
248 |
76.1% |
2,616 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7029 |
1.6995 |
1.6881 |
|
| R3 |
1.6973 |
1.6939 |
1.6865 |
|
| R2 |
1.6917 |
1.6917 |
1.6860 |
|
| R1 |
1.6883 |
1.6883 |
1.6855 |
1.6872 |
| PP |
1.6861 |
1.6861 |
1.6861 |
1.6855 |
| S1 |
1.6827 |
1.6827 |
1.6845 |
1.6816 |
| S2 |
1.6805 |
1.6805 |
1.6840 |
|
| S3 |
1.6749 |
1.6771 |
1.6835 |
|
| S4 |
1.6693 |
1.6715 |
1.6819 |
|
|
| 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 |
1.6771 |
0.0134 |
0.8% |
0.0057 |
0.3% |
59% |
False |
False |
582 |
| 10 |
1.6920 |
1.6715 |
0.0205 |
1.2% |
0.0070 |
0.4% |
66% |
False |
False |
461 |
| 20 |
1.6978 |
1.6715 |
0.0263 |
1.6% |
0.0064 |
0.4% |
51% |
False |
False |
361 |
| 40 |
1.6978 |
1.6544 |
0.0434 |
2.6% |
0.0060 |
0.4% |
71% |
False |
False |
250 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.1% |
0.0053 |
0.3% |
76% |
False |
False |
177 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0040 |
0.2% |
83% |
False |
False |
134 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0032 |
0.2% |
83% |
False |
False |
107 |
| 120 |
1.6978 |
1.6230 |
0.0748 |
4.4% |
0.0027 |
0.2% |
83% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7132 |
|
2.618 |
1.7041 |
|
1.618 |
1.6985 |
|
1.000 |
1.6950 |
|
0.618 |
1.6929 |
|
HIGH |
1.6894 |
|
0.618 |
1.6873 |
|
0.500 |
1.6866 |
|
0.382 |
1.6859 |
|
LOW |
1.6838 |
|
0.618 |
1.6803 |
|
1.000 |
1.6782 |
|
1.618 |
1.6747 |
|
2.618 |
1.6691 |
|
4.250 |
1.6600 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6866 |
1.6849 |
| PP |
1.6861 |
1.6848 |
| S1 |
1.6855 |
1.6847 |
|