CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 07-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7154 |
1.7152 |
-0.0002 |
0.0% |
1.7025 |
| High |
1.7156 |
1.7153 |
-0.0003 |
0.0% |
1.7169 |
| Low |
1.7076 |
1.7099 |
0.0023 |
0.1% |
1.6998 |
| Close |
1.7139 |
1.7122 |
-0.0017 |
-0.1% |
1.7139 |
| Range |
0.0080 |
0.0054 |
-0.0026 |
-32.5% |
0.0171 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
81,914 |
76,692 |
-5,222 |
-6.4% |
333,741 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7287 |
1.7258 |
1.7152 |
|
| R3 |
1.7233 |
1.7204 |
1.7137 |
|
| R2 |
1.7179 |
1.7179 |
1.7132 |
|
| R1 |
1.7150 |
1.7150 |
1.7127 |
1.7138 |
| PP |
1.7125 |
1.7125 |
1.7125 |
1.7118 |
| S1 |
1.7096 |
1.7096 |
1.7117 |
1.7084 |
| S2 |
1.7071 |
1.7071 |
1.7112 |
|
| S3 |
1.7017 |
1.7042 |
1.7107 |
|
| S4 |
1.6963 |
1.6988 |
1.7092 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7615 |
1.7548 |
1.7233 |
|
| R3 |
1.7444 |
1.7377 |
1.7186 |
|
| R2 |
1.7273 |
1.7273 |
1.7170 |
|
| R1 |
1.7206 |
1.7206 |
1.7155 |
1.7240 |
| PP |
1.7102 |
1.7102 |
1.7102 |
1.7119 |
| S1 |
1.7035 |
1.7035 |
1.7123 |
1.7069 |
| S2 |
1.6931 |
1.6931 |
1.7108 |
|
| S3 |
1.6760 |
1.6864 |
1.7092 |
|
| S4 |
1.6589 |
1.6693 |
1.7045 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7169 |
1.6998 |
0.0171 |
1.0% |
0.0070 |
0.4% |
73% |
False |
False |
82,086 |
| 10 |
1.7169 |
1.6941 |
0.0228 |
1.3% |
0.0063 |
0.4% |
79% |
False |
False |
81,704 |
| 20 |
1.7169 |
1.6726 |
0.0443 |
2.6% |
0.0073 |
0.4% |
89% |
False |
False |
89,906 |
| 40 |
1.7169 |
1.6680 |
0.0489 |
2.9% |
0.0071 |
0.4% |
90% |
False |
False |
45,795 |
| 60 |
1.7169 |
1.6665 |
0.0504 |
2.9% |
0.0065 |
0.4% |
91% |
False |
False |
30,603 |
| 80 |
1.7169 |
1.6448 |
0.0721 |
4.2% |
0.0064 |
0.4% |
93% |
False |
False |
22,971 |
| 100 |
1.7169 |
1.6448 |
0.0721 |
4.2% |
0.0053 |
0.3% |
93% |
False |
False |
18,378 |
| 120 |
1.7169 |
1.6241 |
0.0928 |
5.4% |
0.0045 |
0.3% |
95% |
False |
False |
15,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7383 |
|
2.618 |
1.7294 |
|
1.618 |
1.7240 |
|
1.000 |
1.7207 |
|
0.618 |
1.7186 |
|
HIGH |
1.7153 |
|
0.618 |
1.7132 |
|
0.500 |
1.7126 |
|
0.382 |
1.7120 |
|
LOW |
1.7099 |
|
0.618 |
1.7066 |
|
1.000 |
1.7045 |
|
1.618 |
1.7012 |
|
2.618 |
1.6958 |
|
4.250 |
1.6870 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7126 |
1.7123 |
| PP |
1.7125 |
1.7122 |
| S1 |
1.7123 |
1.7122 |
|