CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7121 |
1.7120 |
-0.0001 |
0.0% |
1.7025 |
| High |
1.7139 |
1.7152 |
0.0013 |
0.1% |
1.7169 |
| Low |
1.7076 |
1.7085 |
0.0009 |
0.1% |
1.6998 |
| Close |
1.7119 |
1.7149 |
0.0030 |
0.2% |
1.7139 |
| Range |
0.0063 |
0.0067 |
0.0004 |
6.3% |
0.0171 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
68,032 |
71,708 |
3,676 |
5.4% |
333,741 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7330 |
1.7306 |
1.7186 |
|
| R3 |
1.7263 |
1.7239 |
1.7167 |
|
| R2 |
1.7196 |
1.7196 |
1.7161 |
|
| R1 |
1.7172 |
1.7172 |
1.7155 |
1.7184 |
| PP |
1.7129 |
1.7129 |
1.7129 |
1.7135 |
| S1 |
1.7105 |
1.7105 |
1.7143 |
1.7117 |
| S2 |
1.7062 |
1.7062 |
1.7137 |
|
| S3 |
1.6995 |
1.7038 |
1.7131 |
|
| S4 |
1.6928 |
1.6971 |
1.7112 |
|
|
| 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 |
1.7076 |
0.0093 |
0.5% |
0.0061 |
0.4% |
78% |
False |
False |
73,983 |
| 10 |
1.7169 |
1.6941 |
0.0228 |
1.3% |
0.0065 |
0.4% |
91% |
False |
False |
79,423 |
| 20 |
1.7169 |
1.6726 |
0.0443 |
2.6% |
0.0073 |
0.4% |
95% |
False |
False |
91,366 |
| 40 |
1.7169 |
1.6680 |
0.0489 |
2.9% |
0.0071 |
0.4% |
96% |
False |
False |
49,274 |
| 60 |
1.7169 |
1.6665 |
0.0504 |
2.9% |
0.0065 |
0.4% |
96% |
False |
False |
32,922 |
| 80 |
1.7169 |
1.6448 |
0.0721 |
4.2% |
0.0065 |
0.4% |
97% |
False |
False |
24,718 |
| 100 |
1.7169 |
1.6448 |
0.0721 |
4.2% |
0.0055 |
0.3% |
97% |
False |
False |
19,776 |
| 120 |
1.7169 |
1.6241 |
0.0928 |
5.4% |
0.0046 |
0.3% |
98% |
False |
False |
16,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7437 |
|
2.618 |
1.7327 |
|
1.618 |
1.7260 |
|
1.000 |
1.7219 |
|
0.618 |
1.7193 |
|
HIGH |
1.7152 |
|
0.618 |
1.7126 |
|
0.500 |
1.7119 |
|
0.382 |
1.7111 |
|
LOW |
1.7085 |
|
0.618 |
1.7044 |
|
1.000 |
1.7018 |
|
1.618 |
1.6977 |
|
2.618 |
1.6910 |
|
4.250 |
1.6800 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7139 |
1.7138 |
| PP |
1.7129 |
1.7126 |
| S1 |
1.7119 |
1.7115 |
|