CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6804 |
1.6683 |
-0.0121 |
-0.7% |
1.6821 |
| High |
1.6842 |
1.6693 |
-0.0149 |
-0.9% |
1.6883 |
| Low |
1.6681 |
1.6653 |
-0.0028 |
-0.2% |
1.6761 |
| Close |
1.6683 |
1.6681 |
-0.0002 |
0.0% |
1.6770 |
| Range |
0.0161 |
0.0040 |
-0.0121 |
-75.2% |
0.0122 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
161,992 |
80,980 |
-81,012 |
-50.0% |
410,430 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6796 |
1.6778 |
1.6703 |
|
| R3 |
1.6756 |
1.6738 |
1.6692 |
|
| R2 |
1.6716 |
1.6716 |
1.6688 |
|
| R1 |
1.6698 |
1.6698 |
1.6685 |
1.6687 |
| PP |
1.6676 |
1.6676 |
1.6676 |
1.6670 |
| S1 |
1.6658 |
1.6658 |
1.6677 |
1.6647 |
| S2 |
1.6636 |
1.6636 |
1.6674 |
|
| S3 |
1.6596 |
1.6618 |
1.6670 |
|
| S4 |
1.6556 |
1.6578 |
1.6659 |
|
|
| 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 |
1.6842 |
1.6653 |
0.0189 |
1.1% |
0.0071 |
0.4% |
15% |
False |
True |
93,086 |
| 10 |
1.6886 |
1.6653 |
0.0233 |
1.4% |
0.0063 |
0.4% |
12% |
False |
True |
90,774 |
| 20 |
1.7110 |
1.6653 |
0.0457 |
2.7% |
0.0061 |
0.4% |
6% |
False |
True |
85,738 |
| 40 |
1.7184 |
1.6653 |
0.0531 |
3.2% |
0.0064 |
0.4% |
5% |
False |
True |
83,304 |
| 60 |
1.7184 |
1.6653 |
0.0531 |
3.2% |
0.0068 |
0.4% |
5% |
False |
True |
69,098 |
| 80 |
1.7184 |
1.6653 |
0.0531 |
3.2% |
0.0066 |
0.4% |
5% |
False |
True |
51,910 |
| 100 |
1.7184 |
1.6472 |
0.0712 |
4.3% |
0.0065 |
0.4% |
29% |
False |
False |
41,551 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0059 |
0.4% |
32% |
False |
False |
34,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6863 |
|
2.618 |
1.6798 |
|
1.618 |
1.6758 |
|
1.000 |
1.6733 |
|
0.618 |
1.6718 |
|
HIGH |
1.6693 |
|
0.618 |
1.6678 |
|
0.500 |
1.6673 |
|
0.382 |
1.6668 |
|
LOW |
1.6653 |
|
0.618 |
1.6628 |
|
1.000 |
1.6613 |
|
1.618 |
1.6588 |
|
2.618 |
1.6548 |
|
4.250 |
1.6483 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6678 |
1.6748 |
| PP |
1.6676 |
1.6725 |
| S1 |
1.6673 |
1.6703 |
|