CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7134 |
1.7129 |
-0.0005 |
0.0% |
1.7152 |
| High |
1.7143 |
1.7135 |
-0.0008 |
0.0% |
1.7160 |
| Low |
1.7104 |
1.7077 |
-0.0027 |
-0.2% |
1.7076 |
| Close |
1.7126 |
1.7104 |
-0.0022 |
-0.1% |
1.7108 |
| Range |
0.0039 |
0.0058 |
0.0019 |
48.7% |
0.0084 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
78,405 |
61,046 |
-17,359 |
-22.1% |
336,794 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7279 |
1.7250 |
1.7136 |
|
| R3 |
1.7221 |
1.7192 |
1.7120 |
|
| R2 |
1.7163 |
1.7163 |
1.7115 |
|
| R1 |
1.7134 |
1.7134 |
1.7109 |
1.7120 |
| PP |
1.7105 |
1.7105 |
1.7105 |
1.7098 |
| S1 |
1.7076 |
1.7076 |
1.7099 |
1.7062 |
| S2 |
1.7047 |
1.7047 |
1.7093 |
|
| S3 |
1.6989 |
1.7018 |
1.7088 |
|
| S4 |
1.6931 |
1.6960 |
1.7072 |
|
|
| 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% |
0.0074 |
0.4% |
40% |
False |
False |
79,766 |
| 10 |
1.7184 |
1.7050 |
0.0134 |
0.8% |
0.0070 |
0.4% |
40% |
False |
False |
76,168 |
| 20 |
1.7184 |
1.6941 |
0.0243 |
1.4% |
0.0067 |
0.4% |
67% |
False |
False |
80,870 |
| 40 |
1.7184 |
1.6680 |
0.0504 |
2.9% |
0.0071 |
0.4% |
84% |
False |
False |
60,779 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
2.9% |
0.0068 |
0.4% |
84% |
False |
False |
40,634 |
| 80 |
1.7184 |
1.6472 |
0.0712 |
4.2% |
0.0065 |
0.4% |
89% |
False |
False |
30,504 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.3% |
0.0059 |
0.3% |
89% |
False |
False |
24,409 |
| 120 |
1.7184 |
1.6241 |
0.0943 |
5.5% |
0.0049 |
0.3% |
92% |
False |
False |
20,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7382 |
|
2.618 |
1.7287 |
|
1.618 |
1.7229 |
|
1.000 |
1.7193 |
|
0.618 |
1.7171 |
|
HIGH |
1.7135 |
|
0.618 |
1.7113 |
|
0.500 |
1.7106 |
|
0.382 |
1.7099 |
|
LOW |
1.7077 |
|
0.618 |
1.7041 |
|
1.000 |
1.7019 |
|
1.618 |
1.6983 |
|
2.618 |
1.6925 |
|
4.250 |
1.6831 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7106 |
1.7117 |
| PP |
1.7105 |
1.7113 |
| S1 |
1.7105 |
1.7108 |
|