CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6826 |
1.6767 |
-0.0059 |
-0.4% |
1.6821 |
| High |
1.6829 |
1.6791 |
-0.0038 |
-0.2% |
1.6883 |
| Low |
1.6761 |
1.6766 |
0.0005 |
0.0% |
1.6761 |
| Close |
1.6770 |
1.6781 |
0.0011 |
0.1% |
1.6770 |
| Range |
0.0068 |
0.0025 |
-0.0043 |
-63.2% |
0.0122 |
| ATR |
0.0062 |
0.0059 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
101,279 |
56,113 |
-45,166 |
-44.6% |
410,430 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6854 |
1.6843 |
1.6795 |
|
| R3 |
1.6829 |
1.6818 |
1.6788 |
|
| R2 |
1.6804 |
1.6804 |
1.6786 |
|
| R1 |
1.6793 |
1.6793 |
1.6783 |
1.6799 |
| PP |
1.6779 |
1.6779 |
1.6779 |
1.6782 |
| S1 |
1.6768 |
1.6768 |
1.6779 |
1.6774 |
| S2 |
1.6754 |
1.6754 |
1.6776 |
|
| S3 |
1.6729 |
1.6743 |
1.6774 |
|
| S4 |
1.6704 |
1.6718 |
1.6767 |
|
|
| 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% |
0.0048 |
0.3% |
16% |
False |
False |
80,521 |
| 10 |
1.6989 |
1.6761 |
0.0228 |
1.4% |
0.0057 |
0.3% |
9% |
False |
False |
87,511 |
| 20 |
1.7184 |
1.6761 |
0.0423 |
2.5% |
0.0060 |
0.4% |
5% |
False |
False |
83,663 |
| 40 |
1.7184 |
1.6761 |
0.0423 |
2.5% |
0.0062 |
0.4% |
5% |
False |
False |
82,380 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0066 |
0.4% |
20% |
False |
False |
63,998 |
| 80 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0065 |
0.4% |
20% |
False |
False |
48,061 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0063 |
0.4% |
45% |
False |
False |
38,473 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0057 |
0.3% |
45% |
False |
False |
32,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6897 |
|
2.618 |
1.6856 |
|
1.618 |
1.6831 |
|
1.000 |
1.6816 |
|
0.618 |
1.6806 |
|
HIGH |
1.6791 |
|
0.618 |
1.6781 |
|
0.500 |
1.6779 |
|
0.382 |
1.6776 |
|
LOW |
1.6766 |
|
0.618 |
1.6751 |
|
1.000 |
1.6741 |
|
1.618 |
1.6726 |
|
2.618 |
1.6701 |
|
4.250 |
1.6660 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6780 |
1.6810 |
| PP |
1.6779 |
1.6800 |
| S1 |
1.6779 |
1.6791 |
|