CME British Pound Future September 2014
Trading Metrics calculated at close of trading on 07-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1.6879 |
1.6845 |
-0.0034 |
-0.2% |
1.6969 |
High |
1.6879 |
1.6859 |
-0.0020 |
-0.1% |
1.6995 |
Low |
1.6816 |
1.6818 |
0.0002 |
0.0% |
1.6805 |
Close |
1.6840 |
1.6829 |
-0.0011 |
-0.1% |
1.6825 |
Range |
0.0063 |
0.0041 |
-0.0022 |
-34.9% |
0.0190 |
ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
91,252 |
71,646 |
-19,606 |
-21.5% |
456,097 |
|
Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6958 |
1.6935 |
1.6852 |
|
R3 |
1.6917 |
1.6894 |
1.6840 |
|
R2 |
1.6876 |
1.6876 |
1.6837 |
|
R1 |
1.6853 |
1.6853 |
1.6833 |
1.6844 |
PP |
1.6835 |
1.6835 |
1.6835 |
1.6831 |
S1 |
1.6812 |
1.6812 |
1.6825 |
1.6803 |
S2 |
1.6794 |
1.6794 |
1.6821 |
|
S3 |
1.6753 |
1.6771 |
1.6818 |
|
S4 |
1.6712 |
1.6730 |
1.6806 |
|
|
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 |
1.6886 |
1.6805 |
0.0081 |
0.5% |
0.0056 |
0.3% |
30% |
False |
False |
88,463 |
10 |
1.6995 |
1.6805 |
0.0190 |
1.1% |
0.0054 |
0.3% |
13% |
False |
False |
83,781 |
20 |
1.7184 |
1.6805 |
0.0379 |
2.3% |
0.0062 |
0.4% |
6% |
False |
False |
82,408 |
40 |
1.7184 |
1.6775 |
0.0409 |
2.4% |
0.0068 |
0.4% |
13% |
False |
False |
85,950 |
60 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0068 |
0.4% |
30% |
False |
False |
61,389 |
80 |
1.7184 |
1.6665 |
0.0519 |
3.1% |
0.0065 |
0.4% |
32% |
False |
False |
46,097 |
100 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0064 |
0.4% |
52% |
False |
False |
36,901 |
120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0056 |
0.3% |
52% |
False |
False |
30,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.7033 |
2.618 |
1.6966 |
1.618 |
1.6925 |
1.000 |
1.6900 |
0.618 |
1.6884 |
HIGH |
1.6859 |
0.618 |
1.6843 |
0.500 |
1.6839 |
0.382 |
1.6834 |
LOW |
1.6818 |
0.618 |
1.6793 |
1.000 |
1.6777 |
1.618 |
1.6752 |
2.618 |
1.6711 |
4.250 |
1.6644 |
|
|
Fisher Pivots for day following 07-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6839 |
1.6850 |
PP |
1.6835 |
1.6843 |
S1 |
1.6832 |
1.6836 |
|