CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6821 |
1.6852 |
0.0031 |
0.2% |
1.6969 |
| High |
1.6859 |
1.6883 |
0.0024 |
0.1% |
1.6995 |
| Low |
1.6808 |
1.6840 |
0.0032 |
0.2% |
1.6805 |
| Close |
1.6847 |
1.6869 |
0.0022 |
0.1% |
1.6825 |
| Range |
0.0051 |
0.0043 |
-0.0008 |
-15.7% |
0.0190 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
63,935 |
82,318 |
18,383 |
28.8% |
456,097 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6993 |
1.6974 |
1.6893 |
|
| R3 |
1.6950 |
1.6931 |
1.6881 |
|
| R2 |
1.6907 |
1.6907 |
1.6877 |
|
| R1 |
1.6888 |
1.6888 |
1.6873 |
1.6898 |
| PP |
1.6864 |
1.6864 |
1.6864 |
1.6869 |
| S1 |
1.6845 |
1.6845 |
1.6865 |
1.6855 |
| S2 |
1.6821 |
1.6821 |
1.6861 |
|
| S3 |
1.6778 |
1.6802 |
1.6857 |
|
| S4 |
1.6735 |
1.6759 |
1.6845 |
|
|
| 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 |
1.6948 |
1.6805 |
0.0143 |
0.8% |
0.0062 |
0.4% |
45% |
False |
False |
95,796 |
| 10 |
1.7088 |
1.6805 |
0.0283 |
1.7% |
0.0060 |
0.4% |
23% |
False |
False |
87,350 |
| 20 |
1.7184 |
1.6805 |
0.0379 |
2.2% |
0.0063 |
0.4% |
17% |
False |
False |
81,074 |
| 40 |
1.7184 |
1.6726 |
0.0458 |
2.7% |
0.0069 |
0.4% |
31% |
False |
False |
86,448 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0068 |
0.4% |
38% |
False |
False |
58,683 |
| 80 |
1.7184 |
1.6665 |
0.0519 |
3.1% |
0.0065 |
0.4% |
39% |
False |
False |
44,067 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0064 |
0.4% |
57% |
False |
False |
35,272 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0055 |
0.3% |
57% |
False |
False |
29,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7066 |
|
2.618 |
1.6996 |
|
1.618 |
1.6953 |
|
1.000 |
1.6926 |
|
0.618 |
1.6910 |
|
HIGH |
1.6883 |
|
0.618 |
1.6867 |
|
0.500 |
1.6862 |
|
0.382 |
1.6856 |
|
LOW |
1.6840 |
|
0.618 |
1.6813 |
|
1.000 |
1.6797 |
|
1.618 |
1.6770 |
|
2.618 |
1.6727 |
|
4.250 |
1.6657 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6867 |
1.6861 |
| PP |
1.6864 |
1.6853 |
| S1 |
1.6862 |
1.6846 |
|