CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6845 |
1.6826 |
-0.0019 |
-0.1% |
1.6821 |
| High |
1.6859 |
1.6829 |
-0.0030 |
-0.2% |
1.6883 |
| Low |
1.6818 |
1.6761 |
-0.0057 |
-0.3% |
1.6761 |
| Close |
1.6829 |
1.6770 |
-0.0059 |
-0.4% |
1.6770 |
| Range |
0.0041 |
0.0068 |
0.0027 |
65.9% |
0.0122 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.8% |
0.0000 |
| Volume |
71,646 |
101,279 |
29,633 |
41.4% |
410,430 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6991 |
1.6948 |
1.6807 |
|
| R3 |
1.6923 |
1.6880 |
1.6789 |
|
| R2 |
1.6855 |
1.6855 |
1.6782 |
|
| R1 |
1.6812 |
1.6812 |
1.6776 |
1.6800 |
| PP |
1.6787 |
1.6787 |
1.6787 |
1.6780 |
| S1 |
1.6744 |
1.6744 |
1.6764 |
1.6732 |
| S2 |
1.6719 |
1.6719 |
1.6758 |
|
| S3 |
1.6651 |
1.6676 |
1.6751 |
|
| S4 |
1.6583 |
1.6608 |
1.6733 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7171 |
1.7092 |
1.6837 |
|
| R3 |
1.7049 |
1.6970 |
1.6804 |
|
| R2 |
1.6927 |
1.6927 |
1.6792 |
|
| R1 |
1.6848 |
1.6848 |
1.6781 |
1.6827 |
| PP |
1.6805 |
1.6805 |
1.6805 |
1.6794 |
| S1 |
1.6726 |
1.6726 |
1.6759 |
1.6705 |
| S2 |
1.6683 |
1.6683 |
1.6748 |
|
| S3 |
1.6561 |
1.6604 |
1.6736 |
|
| S4 |
1.6439 |
1.6482 |
1.6703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6883 |
1.6761 |
0.0122 |
0.7% |
0.0053 |
0.3% |
7% |
False |
True |
82,086 |
| 10 |
1.6995 |
1.6761 |
0.0234 |
1.4% |
0.0058 |
0.3% |
4% |
False |
True |
86,652 |
| 20 |
1.7184 |
1.6761 |
0.0423 |
2.5% |
0.0062 |
0.4% |
2% |
False |
True |
84,679 |
| 40 |
1.7184 |
1.6761 |
0.0423 |
2.5% |
0.0066 |
0.4% |
2% |
False |
True |
84,779 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0067 |
0.4% |
18% |
False |
False |
63,072 |
| 80 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0065 |
0.4% |
18% |
False |
False |
47,362 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0064 |
0.4% |
44% |
False |
False |
37,914 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0057 |
0.3% |
44% |
False |
False |
31,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7118 |
|
2.618 |
1.7007 |
|
1.618 |
1.6939 |
|
1.000 |
1.6897 |
|
0.618 |
1.6871 |
|
HIGH |
1.6829 |
|
0.618 |
1.6803 |
|
0.500 |
1.6795 |
|
0.382 |
1.6787 |
|
LOW |
1.6761 |
|
0.618 |
1.6719 |
|
1.000 |
1.6693 |
|
1.618 |
1.6651 |
|
2.618 |
1.6583 |
|
4.250 |
1.6472 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6795 |
1.6820 |
| PP |
1.6787 |
1.6803 |
| S1 |
1.6778 |
1.6787 |
|