CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6880 |
1.6821 |
-0.0059 |
-0.3% |
1.6969 |
| High |
1.6886 |
1.6859 |
-0.0027 |
-0.2% |
1.6995 |
| Low |
1.6805 |
1.6808 |
0.0003 |
0.0% |
1.6805 |
| Close |
1.6825 |
1.6847 |
0.0022 |
0.1% |
1.6825 |
| Range |
0.0081 |
0.0051 |
-0.0030 |
-37.0% |
0.0190 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
133,168 |
63,935 |
-69,233 |
-52.0% |
456,097 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6991 |
1.6970 |
1.6875 |
|
| R3 |
1.6940 |
1.6919 |
1.6861 |
|
| R2 |
1.6889 |
1.6889 |
1.6856 |
|
| R1 |
1.6868 |
1.6868 |
1.6852 |
1.6879 |
| PP |
1.6838 |
1.6838 |
1.6838 |
1.6843 |
| S1 |
1.6817 |
1.6817 |
1.6842 |
1.6828 |
| S2 |
1.6787 |
1.6787 |
1.6838 |
|
| S3 |
1.6736 |
1.6766 |
1.6833 |
|
| S4 |
1.6685 |
1.6715 |
1.6819 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7445 |
1.7325 |
1.6930 |
|
| R3 |
1.7255 |
1.7135 |
1.6877 |
|
| R2 |
1.7065 |
1.7065 |
1.6860 |
|
| R1 |
1.6945 |
1.6945 |
1.6842 |
1.6910 |
| PP |
1.6875 |
1.6875 |
1.6875 |
1.6858 |
| S1 |
1.6755 |
1.6755 |
1.6808 |
1.6720 |
| S2 |
1.6685 |
1.6685 |
1.6790 |
|
| S3 |
1.6495 |
1.6565 |
1.6773 |
|
| S4 |
1.6305 |
1.6375 |
1.6721 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6989 |
1.6805 |
0.0184 |
1.1% |
0.0066 |
0.4% |
23% |
False |
False |
94,500 |
| 10 |
1.7088 |
1.6805 |
0.0283 |
1.7% |
0.0060 |
0.4% |
15% |
False |
False |
86,252 |
| 20 |
1.7184 |
1.6805 |
0.0379 |
2.2% |
0.0064 |
0.4% |
11% |
False |
False |
80,359 |
| 40 |
1.7184 |
1.6726 |
0.0458 |
2.7% |
0.0069 |
0.4% |
26% |
False |
False |
85,132 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0069 |
0.4% |
33% |
False |
False |
57,316 |
| 80 |
1.7184 |
1.6665 |
0.0519 |
3.1% |
0.0065 |
0.4% |
35% |
False |
False |
43,042 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0064 |
0.4% |
54% |
False |
False |
34,449 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0055 |
0.3% |
54% |
False |
False |
28,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7076 |
|
2.618 |
1.6993 |
|
1.618 |
1.6942 |
|
1.000 |
1.6910 |
|
0.618 |
1.6891 |
|
HIGH |
1.6859 |
|
0.618 |
1.6840 |
|
0.500 |
1.6834 |
|
0.382 |
1.6827 |
|
LOW |
1.6808 |
|
0.618 |
1.6776 |
|
1.000 |
1.6757 |
|
1.618 |
1.6725 |
|
2.618 |
1.6674 |
|
4.250 |
1.6591 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6843 |
1.6863 |
| PP |
1.6838 |
1.6857 |
| S1 |
1.6834 |
1.6852 |
|