CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6700 |
1.6706 |
0.0006 |
0.0% |
1.6820 |
| High |
1.6725 |
1.6762 |
0.0037 |
0.2% |
1.6866 |
| Low |
1.6680 |
1.6706 |
0.0026 |
0.2% |
1.6680 |
| Close |
1.6707 |
1.6750 |
0.0043 |
0.3% |
1.6750 |
| Range |
0.0045 |
0.0056 |
0.0011 |
24.4% |
0.0186 |
| ATR |
0.0067 |
0.0067 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1,710 |
2,770 |
1,060 |
62.0% |
6,042 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6907 |
1.6885 |
1.6781 |
|
| R3 |
1.6851 |
1.6829 |
1.6765 |
|
| R2 |
1.6795 |
1.6795 |
1.6760 |
|
| R1 |
1.6773 |
1.6773 |
1.6755 |
1.6784 |
| PP |
1.6739 |
1.6739 |
1.6739 |
1.6745 |
| S1 |
1.6717 |
1.6717 |
1.6745 |
1.6728 |
| S2 |
1.6683 |
1.6683 |
1.6740 |
|
| S3 |
1.6627 |
1.6661 |
1.6735 |
|
| S4 |
1.6571 |
1.6605 |
1.6719 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7323 |
1.7223 |
1.6852 |
|
| R3 |
1.7137 |
1.7037 |
1.6801 |
|
| R2 |
1.6951 |
1.6951 |
1.6784 |
|
| R1 |
1.6851 |
1.6851 |
1.6767 |
1.6808 |
| PP |
1.6765 |
1.6765 |
1.6765 |
1.6744 |
| S1 |
1.6665 |
1.6665 |
1.6733 |
1.6622 |
| S2 |
1.6579 |
1.6579 |
1.6716 |
|
| S3 |
1.6393 |
1.6479 |
1.6699 |
|
| S4 |
1.6207 |
1.6293 |
1.6648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6866 |
1.6680 |
0.0186 |
1.1% |
0.0074 |
0.4% |
38% |
False |
False |
1,252 |
| 10 |
1.6905 |
1.6680 |
0.0225 |
1.3% |
0.0065 |
0.4% |
31% |
False |
False |
917 |
| 20 |
1.6978 |
1.6680 |
0.0298 |
1.8% |
0.0068 |
0.4% |
23% |
False |
False |
604 |
| 40 |
1.6978 |
1.6550 |
0.0428 |
2.6% |
0.0062 |
0.4% |
47% |
False |
False |
395 |
| 60 |
1.6978 |
1.6448 |
0.0530 |
3.2% |
0.0056 |
0.3% |
57% |
False |
False |
281 |
| 80 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0045 |
0.3% |
69% |
False |
False |
212 |
| 100 |
1.6978 |
1.6241 |
0.0737 |
4.4% |
0.0036 |
0.2% |
69% |
False |
False |
170 |
| 120 |
1.6978 |
1.6230 |
0.0748 |
4.5% |
0.0030 |
0.2% |
70% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7000 |
|
2.618 |
1.6909 |
|
1.618 |
1.6853 |
|
1.000 |
1.6818 |
|
0.618 |
1.6797 |
|
HIGH |
1.6762 |
|
0.618 |
1.6741 |
|
0.500 |
1.6734 |
|
0.382 |
1.6727 |
|
LOW |
1.6706 |
|
0.618 |
1.6671 |
|
1.000 |
1.6650 |
|
1.618 |
1.6615 |
|
2.618 |
1.6559 |
|
4.250 |
1.6468 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6745 |
1.6747 |
| PP |
1.6739 |
1.6743 |
| S1 |
1.6734 |
1.6740 |
|