CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 03-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7141 |
1.7154 |
0.0013 |
0.1% |
1.7009 |
| High |
1.7169 |
1.7156 |
-0.0013 |
-0.1% |
1.7042 |
| Low |
1.7130 |
1.7076 |
-0.0054 |
-0.3% |
1.6941 |
| Close |
1.7153 |
1.7139 |
-0.0014 |
-0.1% |
1.7011 |
| Range |
0.0039 |
0.0080 |
0.0041 |
105.1% |
0.0101 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.0% |
0.0000 |
| Volume |
71,572 |
81,914 |
10,342 |
14.4% |
406,615 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7364 |
1.7331 |
1.7183 |
|
| R3 |
1.7284 |
1.7251 |
1.7161 |
|
| R2 |
1.7204 |
1.7204 |
1.7154 |
|
| R1 |
1.7171 |
1.7171 |
1.7146 |
1.7148 |
| PP |
1.7124 |
1.7124 |
1.7124 |
1.7112 |
| S1 |
1.7091 |
1.7091 |
1.7132 |
1.7068 |
| S2 |
1.7044 |
1.7044 |
1.7124 |
|
| S3 |
1.6964 |
1.7011 |
1.7117 |
|
| S4 |
1.6884 |
1.6931 |
1.7095 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7301 |
1.7257 |
1.7067 |
|
| R3 |
1.7200 |
1.7156 |
1.7039 |
|
| R2 |
1.7099 |
1.7099 |
1.7030 |
|
| R1 |
1.7055 |
1.7055 |
1.7020 |
1.7077 |
| PP |
1.6998 |
1.6998 |
1.6998 |
1.7009 |
| S1 |
1.6954 |
1.6954 |
1.7002 |
1.6976 |
| S2 |
1.6897 |
1.6897 |
1.6992 |
|
| S3 |
1.6796 |
1.6853 |
1.6983 |
|
| S4 |
1.6695 |
1.6752 |
1.6955 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7169 |
1.6997 |
0.0172 |
1.0% |
0.0068 |
0.4% |
83% |
False |
False |
78,960 |
| 10 |
1.7169 |
1.6941 |
0.0228 |
1.3% |
0.0064 |
0.4% |
87% |
False |
False |
83,557 |
| 20 |
1.7169 |
1.6726 |
0.0443 |
2.6% |
0.0074 |
0.4% |
93% |
False |
False |
86,554 |
| 40 |
1.7169 |
1.6680 |
0.0489 |
2.9% |
0.0071 |
0.4% |
94% |
False |
False |
43,881 |
| 60 |
1.7169 |
1.6665 |
0.0504 |
2.9% |
0.0065 |
0.4% |
94% |
False |
False |
29,330 |
| 80 |
1.7169 |
1.6448 |
0.0721 |
4.2% |
0.0063 |
0.4% |
96% |
False |
False |
22,013 |
| 100 |
1.7169 |
1.6421 |
0.0748 |
4.4% |
0.0053 |
0.3% |
96% |
False |
False |
17,611 |
| 120 |
1.7169 |
1.6241 |
0.0928 |
5.4% |
0.0044 |
0.3% |
97% |
False |
False |
14,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7496 |
|
2.618 |
1.7365 |
|
1.618 |
1.7285 |
|
1.000 |
1.7236 |
|
0.618 |
1.7205 |
|
HIGH |
1.7156 |
|
0.618 |
1.7125 |
|
0.500 |
1.7116 |
|
0.382 |
1.7107 |
|
LOW |
1.7076 |
|
0.618 |
1.7027 |
|
1.000 |
1.6996 |
|
1.618 |
1.6947 |
|
2.618 |
1.6867 |
|
4.250 |
1.6736 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7131 |
1.7134 |
| PP |
1.7124 |
1.7128 |
| S1 |
1.7116 |
1.7123 |
|