CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6975 |
1.6936 |
-0.0039 |
-0.2% |
1.7077 |
| High |
1.6989 |
1.6948 |
-0.0041 |
-0.2% |
1.7092 |
| Low |
1.6926 |
1.6883 |
-0.0043 |
-0.3% |
1.6954 |
| Close |
1.6938 |
1.6909 |
-0.0029 |
-0.2% |
1.6969 |
| Range |
0.0063 |
0.0065 |
0.0002 |
3.2% |
0.0138 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.1% |
0.0000 |
| Volume |
75,837 |
92,576 |
16,739 |
22.1% |
389,579 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7108 |
1.7074 |
1.6945 |
|
| R3 |
1.7043 |
1.7009 |
1.6927 |
|
| R2 |
1.6978 |
1.6978 |
1.6921 |
|
| R1 |
1.6944 |
1.6944 |
1.6915 |
1.6929 |
| PP |
1.6913 |
1.6913 |
1.6913 |
1.6906 |
| S1 |
1.6879 |
1.6879 |
1.6903 |
1.6864 |
| S2 |
1.6848 |
1.6848 |
1.6897 |
|
| S3 |
1.6783 |
1.6814 |
1.6891 |
|
| S4 |
1.6718 |
1.6749 |
1.6873 |
|
|
| 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 |
1.7047 |
1.6883 |
0.0164 |
1.0% |
0.0056 |
0.3% |
16% |
False |
True |
78,282 |
| 10 |
1.7135 |
1.6883 |
0.0252 |
1.5% |
0.0058 |
0.3% |
10% |
False |
True |
76,107 |
| 20 |
1.7184 |
1.6883 |
0.0301 |
1.8% |
0.0063 |
0.4% |
9% |
False |
True |
76,664 |
| 40 |
1.7184 |
1.6690 |
0.0494 |
2.9% |
0.0069 |
0.4% |
44% |
False |
False |
77,922 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0069 |
0.4% |
45% |
False |
False |
52,259 |
| 80 |
1.7184 |
1.6559 |
0.0625 |
3.7% |
0.0066 |
0.4% |
56% |
False |
False |
39,246 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0062 |
0.4% |
63% |
False |
False |
31,408 |
| 120 |
1.7184 |
1.6375 |
0.0809 |
4.8% |
0.0053 |
0.3% |
66% |
False |
False |
26,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7224 |
|
2.618 |
1.7118 |
|
1.618 |
1.7053 |
|
1.000 |
1.7013 |
|
0.618 |
1.6988 |
|
HIGH |
1.6948 |
|
0.618 |
1.6923 |
|
0.500 |
1.6916 |
|
0.382 |
1.6908 |
|
LOW |
1.6883 |
|
0.618 |
1.6843 |
|
1.000 |
1.6818 |
|
1.618 |
1.6778 |
|
2.618 |
1.6713 |
|
4.250 |
1.6607 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6916 |
1.6939 |
| PP |
1.6913 |
1.6929 |
| S1 |
1.6911 |
1.6919 |
|