CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6882 |
1.6839 |
-0.0043 |
-0.3% |
1.6808 |
| High |
1.6894 |
1.6856 |
-0.0038 |
-0.2% |
1.6905 |
| Low |
1.6838 |
1.6800 |
-0.0038 |
-0.2% |
1.6789 |
| Close |
1.6850 |
1.6804 |
-0.0046 |
-0.3% |
1.6804 |
| Range |
0.0056 |
0.0056 |
0.0000 |
0.0% |
0.0116 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
574 |
220 |
-354 |
-61.7% |
1,921 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6988 |
1.6952 |
1.6835 |
|
| R3 |
1.6932 |
1.6896 |
1.6819 |
|
| R2 |
1.6876 |
1.6876 |
1.6814 |
|
| R1 |
1.6840 |
1.6840 |
1.6809 |
1.6830 |
| PP |
1.6820 |
1.6820 |
1.6820 |
1.6815 |
| S1 |
1.6784 |
1.6784 |
1.6799 |
1.6774 |
| S2 |
1.6764 |
1.6764 |
1.6794 |
|
| S3 |
1.6708 |
1.6728 |
1.6789 |
|
| S4 |
1.6652 |
1.6672 |
1.6773 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7181 |
1.7108 |
1.6868 |
|
| R3 |
1.7065 |
1.6992 |
1.6836 |
|
| R2 |
1.6949 |
1.6949 |
1.6825 |
|
| R1 |
1.6876 |
1.6876 |
1.6815 |
1.6855 |
| PP |
1.6833 |
1.6833 |
1.6833 |
1.6822 |
| S1 |
1.6760 |
1.6760 |
1.6793 |
1.6739 |
| S2 |
1.6717 |
1.6717 |
1.6783 |
|
| S3 |
1.6601 |
1.6644 |
1.6772 |
|
| S4 |
1.6485 |
1.6528 |
1.6740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6905 |
1.6789 |
0.0116 |
0.7% |
0.0057 |
0.3% |
13% |
False |
False |
384 |
| 10 |
1.6905 |
1.6715 |
0.0190 |
1.1% |
0.0065 |
0.4% |
47% |
False |
False |
453 |
| 20 |
1.6978 |
1.6715 |
0.0263 |
1.6% |
0.0065 |
0.4% |
34% |
False |
False |
367 |
| 40 |
1.6978 |
1.6550 |
0.0428 |
2.5% |
0.0059 |
0.4% |
59% |
False |
False |
253 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0053 |
0.3% |
67% |
False |
False |
180 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0041 |
0.2% |
76% |
False |
False |
136 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0033 |
0.2% |
76% |
False |
False |
110 |
| 120 |
1.6978 |
1.6230 |
0.0748 |
4.5% |
0.0028 |
0.2% |
77% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7094 |
|
2.618 |
1.7003 |
|
1.618 |
1.6947 |
|
1.000 |
1.6912 |
|
0.618 |
1.6891 |
|
HIGH |
1.6856 |
|
0.618 |
1.6835 |
|
0.500 |
1.6828 |
|
0.382 |
1.6821 |
|
LOW |
1.6800 |
|
0.618 |
1.6765 |
|
1.000 |
1.6744 |
|
1.618 |
1.6709 |
|
2.618 |
1.6653 |
|
4.250 |
1.6562 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6828 |
1.6853 |
| PP |
1.6820 |
1.6836 |
| S1 |
1.6812 |
1.6820 |
|