CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6981 |
1.6969 |
-0.0012 |
-0.1% |
1.7077 |
| High |
1.6991 |
1.6995 |
0.0004 |
0.0% |
1.7092 |
| Low |
1.6954 |
1.6966 |
0.0012 |
0.1% |
1.6954 |
| Close |
1.6969 |
1.6973 |
0.0004 |
0.0% |
1.6969 |
| Range |
0.0037 |
0.0029 |
-0.0008 |
-21.6% |
0.0138 |
| ATR |
0.0067 |
0.0064 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
72,569 |
47,530 |
-25,039 |
-34.5% |
389,579 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7065 |
1.7048 |
1.6989 |
|
| R3 |
1.7036 |
1.7019 |
1.6981 |
|
| R2 |
1.7007 |
1.7007 |
1.6978 |
|
| R1 |
1.6990 |
1.6990 |
1.6976 |
1.6999 |
| PP |
1.6978 |
1.6978 |
1.6978 |
1.6982 |
| S1 |
1.6961 |
1.6961 |
1.6970 |
1.6970 |
| S2 |
1.6949 |
1.6949 |
1.6968 |
|
| S3 |
1.6920 |
1.6932 |
1.6965 |
|
| S4 |
1.6891 |
1.6903 |
1.6957 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7419 |
1.7332 |
1.7045 |
|
| R3 |
1.7281 |
1.7194 |
1.7007 |
|
| R2 |
1.7143 |
1.7143 |
1.6994 |
|
| R1 |
1.7056 |
1.7056 |
1.6982 |
1.7031 |
| PP |
1.7005 |
1.7005 |
1.7005 |
1.6992 |
| S1 |
1.6918 |
1.6918 |
1.6956 |
1.6893 |
| S2 |
1.6867 |
1.6867 |
1.6944 |
|
| S3 |
1.6729 |
1.6780 |
1.6931 |
|
| S4 |
1.6591 |
1.6642 |
1.6893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7088 |
1.6954 |
0.0134 |
0.8% |
0.0054 |
0.3% |
14% |
False |
False |
78,003 |
| 10 |
1.7184 |
1.6954 |
0.0230 |
1.4% |
0.0063 |
0.4% |
8% |
False |
False |
79,816 |
| 20 |
1.7184 |
1.6954 |
0.0230 |
1.4% |
0.0065 |
0.4% |
8% |
False |
False |
77,256 |
| 40 |
1.7184 |
1.6690 |
0.0494 |
2.9% |
0.0068 |
0.4% |
57% |
False |
False |
73,890 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0068 |
0.4% |
58% |
False |
False |
49,461 |
| 80 |
1.7184 |
1.6550 |
0.0634 |
3.7% |
0.0065 |
0.4% |
67% |
False |
False |
37,142 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.3% |
0.0061 |
0.4% |
71% |
False |
False |
29,724 |
| 120 |
1.7184 |
1.6241 |
0.0943 |
5.6% |
0.0053 |
0.3% |
78% |
False |
False |
24,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7118 |
|
2.618 |
1.7071 |
|
1.618 |
1.7042 |
|
1.000 |
1.7024 |
|
0.618 |
1.7013 |
|
HIGH |
1.6995 |
|
0.618 |
1.6984 |
|
0.500 |
1.6981 |
|
0.382 |
1.6977 |
|
LOW |
1.6966 |
|
0.618 |
1.6948 |
|
1.000 |
1.6937 |
|
1.618 |
1.6919 |
|
2.618 |
1.6890 |
|
4.250 |
1.6843 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6981 |
1.7001 |
| PP |
1.6978 |
1.6991 |
| S1 |
1.6976 |
1.6982 |
|