CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7129 |
1.7093 |
-0.0036 |
-0.2% |
1.7110 |
| High |
1.7135 |
1.7110 |
-0.0025 |
-0.1% |
1.7184 |
| Low |
1.7077 |
1.7028 |
-0.0049 |
-0.3% |
1.7028 |
| Close |
1.7104 |
1.7086 |
-0.0018 |
-0.1% |
1.7086 |
| Range |
0.0058 |
0.0082 |
0.0024 |
41.4% |
0.0156 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.2% |
0.0000 |
| Volume |
61,046 |
94,507 |
33,461 |
54.8% |
437,481 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7321 |
1.7285 |
1.7131 |
|
| R3 |
1.7239 |
1.7203 |
1.7109 |
|
| R2 |
1.7157 |
1.7157 |
1.7101 |
|
| R1 |
1.7121 |
1.7121 |
1.7094 |
1.7098 |
| PP |
1.7075 |
1.7075 |
1.7075 |
1.7063 |
| S1 |
1.7039 |
1.7039 |
1.7078 |
1.7016 |
| S2 |
1.6993 |
1.6993 |
1.7071 |
|
| S3 |
1.6911 |
1.6957 |
1.7063 |
|
| S4 |
1.6829 |
1.6875 |
1.7041 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7567 |
1.7483 |
1.7172 |
|
| R3 |
1.7411 |
1.7327 |
1.7129 |
|
| R2 |
1.7255 |
1.7255 |
1.7115 |
|
| R1 |
1.7171 |
1.7171 |
1.7100 |
1.7135 |
| PP |
1.7099 |
1.7099 |
1.7099 |
1.7082 |
| S1 |
1.7015 |
1.7015 |
1.7072 |
1.6979 |
| S2 |
1.6943 |
1.6943 |
1.7057 |
|
| S3 |
1.6787 |
1.6859 |
1.7043 |
|
| S4 |
1.6631 |
1.6703 |
1.7000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7184 |
1.7028 |
0.0156 |
0.9% |
0.0078 |
0.5% |
37% |
False |
True |
87,496 |
| 10 |
1.7184 |
1.7028 |
0.0156 |
0.9% |
0.0070 |
0.4% |
37% |
False |
True |
77,427 |
| 20 |
1.7184 |
1.6941 |
0.0243 |
1.4% |
0.0067 |
0.4% |
60% |
False |
False |
80,492 |
| 40 |
1.7184 |
1.6680 |
0.0504 |
2.9% |
0.0071 |
0.4% |
81% |
False |
False |
63,133 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
2.9% |
0.0068 |
0.4% |
81% |
False |
False |
42,208 |
| 80 |
1.7184 |
1.6493 |
0.0691 |
4.0% |
0.0066 |
0.4% |
86% |
False |
False |
31,685 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.3% |
0.0060 |
0.3% |
87% |
False |
False |
25,354 |
| 120 |
1.7184 |
1.6241 |
0.0943 |
5.5% |
0.0050 |
0.3% |
90% |
False |
False |
21,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7459 |
|
2.618 |
1.7325 |
|
1.618 |
1.7243 |
|
1.000 |
1.7192 |
|
0.618 |
1.7161 |
|
HIGH |
1.7110 |
|
0.618 |
1.7079 |
|
0.500 |
1.7069 |
|
0.382 |
1.7059 |
|
LOW |
1.7028 |
|
0.618 |
1.6977 |
|
1.000 |
1.6946 |
|
1.618 |
1.6895 |
|
2.618 |
1.6813 |
|
4.250 |
1.6680 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7080 |
1.7086 |
| PP |
1.7075 |
1.7086 |
| S1 |
1.7069 |
1.7086 |
|