CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6683 |
1.6679 |
-0.0004 |
0.0% |
1.6767 |
| High |
1.6693 |
1.6698 |
0.0005 |
0.0% |
1.6842 |
| Low |
1.6653 |
1.6673 |
0.0020 |
0.1% |
1.6653 |
| Close |
1.6681 |
1.6693 |
0.0012 |
0.1% |
1.6693 |
| Range |
0.0040 |
0.0025 |
-0.0015 |
-37.5% |
0.0189 |
| ATR |
0.0065 |
0.0062 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
80,980 |
74,869 |
-6,111 |
-7.5% |
439,020 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6763 |
1.6753 |
1.6707 |
|
| R3 |
1.6738 |
1.6728 |
1.6700 |
|
| R2 |
1.6713 |
1.6713 |
1.6698 |
|
| R1 |
1.6703 |
1.6703 |
1.6695 |
1.6708 |
| PP |
1.6688 |
1.6688 |
1.6688 |
1.6691 |
| S1 |
1.6678 |
1.6678 |
1.6691 |
1.6683 |
| S2 |
1.6663 |
1.6663 |
1.6688 |
|
| S3 |
1.6638 |
1.6653 |
1.6686 |
|
| S4 |
1.6613 |
1.6628 |
1.6679 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7296 |
1.7184 |
1.6797 |
|
| R3 |
1.7107 |
1.6995 |
1.6745 |
|
| R2 |
1.6918 |
1.6918 |
1.6728 |
|
| R1 |
1.6806 |
1.6806 |
1.6710 |
1.6768 |
| PP |
1.6729 |
1.6729 |
1.6729 |
1.6710 |
| S1 |
1.6617 |
1.6617 |
1.6676 |
1.6579 |
| S2 |
1.6540 |
1.6540 |
1.6658 |
|
| S3 |
1.6351 |
1.6428 |
1.6641 |
|
| S4 |
1.6162 |
1.6239 |
1.6589 |
|
|
| 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% |
0.0062 |
0.4% |
21% |
False |
False |
87,804 |
| 10 |
1.6883 |
1.6653 |
0.0230 |
1.4% |
0.0058 |
0.3% |
17% |
False |
False |
84,945 |
| 20 |
1.7092 |
1.6653 |
0.0439 |
2.6% |
0.0058 |
0.4% |
9% |
False |
False |
84,756 |
| 40 |
1.7184 |
1.6653 |
0.0531 |
3.2% |
0.0063 |
0.4% |
8% |
False |
False |
82,624 |
| 60 |
1.7184 |
1.6653 |
0.0531 |
3.2% |
0.0067 |
0.4% |
8% |
False |
False |
70,341 |
| 80 |
1.7184 |
1.6653 |
0.0531 |
3.2% |
0.0066 |
0.4% |
8% |
False |
False |
52,845 |
| 100 |
1.7184 |
1.6493 |
0.0691 |
4.1% |
0.0064 |
0.4% |
29% |
False |
False |
42,299 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0059 |
0.4% |
33% |
False |
False |
35,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6804 |
|
2.618 |
1.6763 |
|
1.618 |
1.6738 |
|
1.000 |
1.6723 |
|
0.618 |
1.6713 |
|
HIGH |
1.6698 |
|
0.618 |
1.6688 |
|
0.500 |
1.6686 |
|
0.382 |
1.6683 |
|
LOW |
1.6673 |
|
0.618 |
1.6658 |
|
1.000 |
1.6648 |
|
1.618 |
1.6633 |
|
2.618 |
1.6608 |
|
4.250 |
1.6567 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6691 |
1.6748 |
| PP |
1.6688 |
1.6729 |
| S1 |
1.6686 |
1.6711 |
|