CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 14-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7126 |
1.7110 |
-0.0016 |
-0.1% |
1.7152 |
| High |
1.7142 |
1.7136 |
-0.0006 |
0.0% |
1.7160 |
| Low |
1.7080 |
1.7061 |
-0.0019 |
-0.1% |
1.7076 |
| Close |
1.7108 |
1.7072 |
-0.0036 |
-0.2% |
1.7108 |
| Range |
0.0062 |
0.0075 |
0.0013 |
21.0% |
0.0084 |
| ATR |
0.0068 |
0.0069 |
0.0000 |
0.7% |
0.0000 |
| Volume |
55,859 |
76,426 |
20,567 |
36.8% |
336,794 |
|
| Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7315 |
1.7268 |
1.7113 |
|
| R3 |
1.7240 |
1.7193 |
1.7093 |
|
| R2 |
1.7165 |
1.7165 |
1.7086 |
|
| R1 |
1.7118 |
1.7118 |
1.7079 |
1.7104 |
| PP |
1.7090 |
1.7090 |
1.7090 |
1.7083 |
| S1 |
1.7043 |
1.7043 |
1.7065 |
1.7029 |
| S2 |
1.7015 |
1.7015 |
1.7058 |
|
| S3 |
1.6940 |
1.6968 |
1.7051 |
|
| S4 |
1.6865 |
1.6893 |
1.7031 |
|
|
| 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 |
1.7061 |
0.0099 |
0.6% |
0.0066 |
0.4% |
11% |
False |
True |
67,305 |
| 10 |
1.7169 |
1.6998 |
0.0171 |
1.0% |
0.0068 |
0.4% |
43% |
False |
False |
74,696 |
| 20 |
1.7169 |
1.6897 |
0.0272 |
1.6% |
0.0065 |
0.4% |
64% |
False |
False |
81,096 |
| 40 |
1.7169 |
1.6680 |
0.0489 |
2.9% |
0.0069 |
0.4% |
80% |
False |
False |
54,165 |
| 60 |
1.7169 |
1.6680 |
0.0489 |
2.9% |
0.0066 |
0.4% |
80% |
False |
False |
36,194 |
| 80 |
1.7169 |
1.6448 |
0.0721 |
4.2% |
0.0064 |
0.4% |
87% |
False |
False |
27,175 |
| 100 |
1.7169 |
1.6448 |
0.0721 |
4.2% |
0.0057 |
0.3% |
87% |
False |
False |
21,744 |
| 120 |
1.7169 |
1.6241 |
0.0928 |
5.4% |
0.0048 |
0.3% |
90% |
False |
False |
18,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7455 |
|
2.618 |
1.7332 |
|
1.618 |
1.7257 |
|
1.000 |
1.7211 |
|
0.618 |
1.7182 |
|
HIGH |
1.7136 |
|
0.618 |
1.7107 |
|
0.500 |
1.7099 |
|
0.382 |
1.7090 |
|
LOW |
1.7061 |
|
0.618 |
1.7015 |
|
1.000 |
1.6986 |
|
1.618 |
1.6940 |
|
2.618 |
1.6865 |
|
4.250 |
1.6742 |
|
|
| Fisher Pivots for day following 14-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7099 |
1.7111 |
| PP |
1.7090 |
1.7098 |
| S1 |
1.7081 |
1.7085 |
|