CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7077 |
1.7134 |
0.0057 |
0.3% |
1.7152 |
| High |
1.7184 |
1.7143 |
-0.0041 |
-0.2% |
1.7160 |
| Low |
1.7050 |
1.7104 |
0.0054 |
0.3% |
1.7076 |
| Close |
1.7138 |
1.7126 |
-0.0012 |
-0.1% |
1.7108 |
| Range |
0.0134 |
0.0039 |
-0.0095 |
-70.9% |
0.0084 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
127,097 |
78,405 |
-48,692 |
-38.3% |
336,794 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7241 |
1.7223 |
1.7147 |
|
| R3 |
1.7202 |
1.7184 |
1.7137 |
|
| R2 |
1.7163 |
1.7163 |
1.7133 |
|
| R1 |
1.7145 |
1.7145 |
1.7130 |
1.7135 |
| PP |
1.7124 |
1.7124 |
1.7124 |
1.7119 |
| S1 |
1.7106 |
1.7106 |
1.7122 |
1.7096 |
| S2 |
1.7085 |
1.7085 |
1.7119 |
|
| S3 |
1.7046 |
1.7067 |
1.7115 |
|
| S4 |
1.7007 |
1.7028 |
1.7105 |
|
|
| 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 |
1.7184 |
1.7050 |
0.0134 |
0.8% |
0.0075 |
0.4% |
57% |
False |
False |
80,458 |
| 10 |
1.7184 |
1.7050 |
0.0134 |
0.8% |
0.0068 |
0.4% |
57% |
False |
False |
77,220 |
| 20 |
1.7184 |
1.6897 |
0.0287 |
1.7% |
0.0068 |
0.4% |
80% |
False |
False |
83,494 |
| 40 |
1.7184 |
1.6680 |
0.0504 |
2.9% |
0.0071 |
0.4% |
88% |
False |
False |
59,262 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
2.9% |
0.0068 |
0.4% |
88% |
False |
False |
39,617 |
| 80 |
1.7184 |
1.6448 |
0.0736 |
4.3% |
0.0065 |
0.4% |
92% |
False |
False |
29,742 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.3% |
0.0058 |
0.3% |
92% |
False |
False |
23,798 |
| 120 |
1.7184 |
1.6241 |
0.0943 |
5.5% |
0.0049 |
0.3% |
94% |
False |
False |
19,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7309 |
|
2.618 |
1.7245 |
|
1.618 |
1.7206 |
|
1.000 |
1.7182 |
|
0.618 |
1.7167 |
|
HIGH |
1.7143 |
|
0.618 |
1.7128 |
|
0.500 |
1.7124 |
|
0.382 |
1.7119 |
|
LOW |
1.7104 |
|
0.618 |
1.7080 |
|
1.000 |
1.7065 |
|
1.618 |
1.7041 |
|
2.618 |
1.7002 |
|
4.250 |
1.6938 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7125 |
1.7123 |
| PP |
1.7124 |
1.7120 |
| S1 |
1.7124 |
1.7117 |
|