CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6781 |
1.6804 |
0.0023 |
0.1% |
1.6821 |
| High |
1.6811 |
1.6842 |
0.0031 |
0.2% |
1.6883 |
| Low |
1.6752 |
1.6681 |
-0.0071 |
-0.4% |
1.6761 |
| Close |
1.6808 |
1.6683 |
-0.0125 |
-0.7% |
1.6770 |
| Range |
0.0059 |
0.0161 |
0.0102 |
172.9% |
0.0122 |
| ATR |
0.0059 |
0.0067 |
0.0007 |
12.3% |
0.0000 |
| Volume |
65,066 |
161,992 |
96,926 |
149.0% |
410,430 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7218 |
1.7112 |
1.6772 |
|
| R3 |
1.7057 |
1.6951 |
1.6727 |
|
| R2 |
1.6896 |
1.6896 |
1.6713 |
|
| R1 |
1.6790 |
1.6790 |
1.6698 |
1.6763 |
| PP |
1.6735 |
1.6735 |
1.6735 |
1.6722 |
| S1 |
1.6629 |
1.6629 |
1.6668 |
1.6602 |
| S2 |
1.6574 |
1.6574 |
1.6653 |
|
| S3 |
1.6413 |
1.6468 |
1.6639 |
|
| S4 |
1.6252 |
1.6307 |
1.6594 |
|
|
| 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 |
1.6859 |
1.6681 |
0.0178 |
1.1% |
0.0071 |
0.4% |
1% |
False |
True |
91,219 |
| 10 |
1.6920 |
1.6681 |
0.0239 |
1.4% |
0.0066 |
0.4% |
1% |
False |
True |
93,375 |
| 20 |
1.7135 |
1.6681 |
0.0454 |
2.7% |
0.0062 |
0.4% |
0% |
False |
True |
84,741 |
| 40 |
1.7184 |
1.6681 |
0.0503 |
3.0% |
0.0065 |
0.4% |
0% |
False |
True |
84,117 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0068 |
0.4% |
1% |
False |
False |
67,755 |
| 80 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0067 |
0.4% |
1% |
False |
False |
50,898 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0065 |
0.4% |
32% |
False |
False |
40,742 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0059 |
0.4% |
32% |
False |
False |
33,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7526 |
|
2.618 |
1.7263 |
|
1.618 |
1.7102 |
|
1.000 |
1.7003 |
|
0.618 |
1.6941 |
|
HIGH |
1.6842 |
|
0.618 |
1.6780 |
|
0.500 |
1.6762 |
|
0.382 |
1.6743 |
|
LOW |
1.6681 |
|
0.618 |
1.6582 |
|
1.000 |
1.6520 |
|
1.618 |
1.6421 |
|
2.618 |
1.6260 |
|
4.250 |
1.5997 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6762 |
1.6762 |
| PP |
1.6735 |
1.6735 |
| S1 |
1.6709 |
1.6709 |
|