CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6820 |
1.6798 |
-0.0022 |
-0.1% |
1.6808 |
| High |
1.6866 |
1.6800 |
-0.0066 |
-0.4% |
1.6905 |
| Low |
1.6769 |
1.6685 |
-0.0084 |
-0.5% |
1.6789 |
| Close |
1.6796 |
1.6695 |
-0.0101 |
-0.6% |
1.6804 |
| Range |
0.0097 |
0.0115 |
0.0018 |
18.6% |
0.0116 |
| ATR |
0.0066 |
0.0069 |
0.0004 |
5.4% |
0.0000 |
| Volume |
381 |
1,181 |
800 |
210.0% |
1,921 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7072 |
1.6998 |
1.6758 |
|
| R3 |
1.6957 |
1.6883 |
1.6727 |
|
| R2 |
1.6842 |
1.6842 |
1.6716 |
|
| R1 |
1.6768 |
1.6768 |
1.6706 |
1.6748 |
| PP |
1.6727 |
1.6727 |
1.6727 |
1.6716 |
| S1 |
1.6653 |
1.6653 |
1.6684 |
1.6633 |
| S2 |
1.6612 |
1.6612 |
1.6674 |
|
| S3 |
1.6497 |
1.6538 |
1.6663 |
|
| S4 |
1.6382 |
1.6423 |
1.6632 |
|
|
| 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 |
1.6685 |
0.0220 |
1.3% |
0.0081 |
0.5% |
5% |
False |
True |
536 |
| 10 |
1.6905 |
1.6685 |
0.0220 |
1.3% |
0.0075 |
0.4% |
5% |
False |
True |
553 |
| 20 |
1.6978 |
1.6685 |
0.0293 |
1.8% |
0.0069 |
0.4% |
3% |
False |
True |
420 |
| 40 |
1.6978 |
1.6550 |
0.0428 |
2.6% |
0.0062 |
0.4% |
34% |
False |
False |
285 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0056 |
0.3% |
47% |
False |
False |
206 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0044 |
0.3% |
62% |
False |
False |
156 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0035 |
0.2% |
62% |
False |
False |
125 |
| 120 |
1.6978 |
1.6230 |
0.0748 |
4.5% |
0.0029 |
0.2% |
62% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7289 |
|
2.618 |
1.7101 |
|
1.618 |
1.6986 |
|
1.000 |
1.6915 |
|
0.618 |
1.6871 |
|
HIGH |
1.6800 |
|
0.618 |
1.6756 |
|
0.500 |
1.6743 |
|
0.382 |
1.6729 |
|
LOW |
1.6685 |
|
0.618 |
1.6614 |
|
1.000 |
1.6570 |
|
1.618 |
1.6499 |
|
2.618 |
1.6384 |
|
4.250 |
1.6196 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6743 |
1.6776 |
| PP |
1.6727 |
1.6749 |
| S1 |
1.6711 |
1.6722 |
|