CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 11-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7147 |
1.7126 |
-0.0021 |
-0.1% |
1.7152 |
| High |
1.7160 |
1.7142 |
-0.0018 |
-0.1% |
1.7160 |
| Low |
1.7096 |
1.7080 |
-0.0016 |
-0.1% |
1.7076 |
| Close |
1.7133 |
1.7108 |
-0.0025 |
-0.1% |
1.7108 |
| Range |
0.0064 |
0.0062 |
-0.0002 |
-3.1% |
0.0084 |
| ATR |
0.0069 |
0.0068 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
64,503 |
55,859 |
-8,644 |
-13.4% |
336,794 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7296 |
1.7264 |
1.7142 |
|
| R3 |
1.7234 |
1.7202 |
1.7125 |
|
| R2 |
1.7172 |
1.7172 |
1.7119 |
|
| R1 |
1.7140 |
1.7140 |
1.7114 |
1.7125 |
| PP |
1.7110 |
1.7110 |
1.7110 |
1.7103 |
| S1 |
1.7078 |
1.7078 |
1.7102 |
1.7063 |
| S2 |
1.7048 |
1.7048 |
1.7097 |
|
| S3 |
1.6986 |
1.7016 |
1.7091 |
|
| S4 |
1.6924 |
1.6954 |
1.7074 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7367 |
1.7321 |
1.7154 |
|
| R3 |
1.7283 |
1.7237 |
1.7131 |
|
| R2 |
1.7199 |
1.7199 |
1.7123 |
|
| R1 |
1.7153 |
1.7153 |
1.7116 |
1.7134 |
| PP |
1.7115 |
1.7115 |
1.7115 |
1.7105 |
| S1 |
1.7069 |
1.7069 |
1.7100 |
1.7050 |
| S2 |
1.7031 |
1.7031 |
1.7093 |
|
| S3 |
1.6947 |
1.6985 |
1.7085 |
|
| S4 |
1.6863 |
1.6901 |
1.7062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7160 |
1.7076 |
0.0084 |
0.5% |
0.0062 |
0.4% |
38% |
False |
False |
67,358 |
| 10 |
1.7169 |
1.6997 |
0.0172 |
1.0% |
0.0065 |
0.4% |
65% |
False |
False |
73,159 |
| 20 |
1.7169 |
1.6825 |
0.0344 |
2.0% |
0.0069 |
0.4% |
82% |
False |
False |
84,879 |
| 40 |
1.7169 |
1.6680 |
0.0489 |
2.9% |
0.0069 |
0.4% |
88% |
False |
False |
52,268 |
| 60 |
1.7169 |
1.6680 |
0.0489 |
2.9% |
0.0066 |
0.4% |
88% |
False |
False |
34,923 |
| 80 |
1.7169 |
1.6448 |
0.0721 |
4.2% |
0.0065 |
0.4% |
92% |
False |
False |
26,222 |
| 100 |
1.7169 |
1.6448 |
0.0721 |
4.2% |
0.0056 |
0.3% |
92% |
False |
False |
20,979 |
| 120 |
1.7169 |
1.6241 |
0.0928 |
5.4% |
0.0047 |
0.3% |
93% |
False |
False |
17,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7406 |
|
2.618 |
1.7304 |
|
1.618 |
1.7242 |
|
1.000 |
1.7204 |
|
0.618 |
1.7180 |
|
HIGH |
1.7142 |
|
0.618 |
1.7118 |
|
0.500 |
1.7111 |
|
0.382 |
1.7104 |
|
LOW |
1.7080 |
|
0.618 |
1.7042 |
|
1.000 |
1.7018 |
|
1.618 |
1.6980 |
|
2.618 |
1.6918 |
|
4.250 |
1.6817 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7111 |
1.7120 |
| PP |
1.7110 |
1.7116 |
| S1 |
1.7109 |
1.7112 |
|