CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6679 |
1.6712 |
0.0033 |
0.2% |
1.6767 |
| High |
1.6698 |
1.6734 |
0.0036 |
0.2% |
1.6842 |
| Low |
1.6673 |
1.6693 |
0.0020 |
0.1% |
1.6653 |
| Close |
1.6693 |
1.6723 |
0.0030 |
0.2% |
1.6693 |
| Range |
0.0025 |
0.0041 |
0.0016 |
64.0% |
0.0189 |
| ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
74,869 |
55,978 |
-18,891 |
-25.2% |
439,020 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6840 |
1.6822 |
1.6746 |
|
| R3 |
1.6799 |
1.6781 |
1.6734 |
|
| R2 |
1.6758 |
1.6758 |
1.6731 |
|
| R1 |
1.6740 |
1.6740 |
1.6727 |
1.6749 |
| PP |
1.6717 |
1.6717 |
1.6717 |
1.6721 |
| S1 |
1.6699 |
1.6699 |
1.6719 |
1.6708 |
| S2 |
1.6676 |
1.6676 |
1.6715 |
|
| S3 |
1.6635 |
1.6658 |
1.6712 |
|
| S4 |
1.6594 |
1.6617 |
1.6700 |
|
|
| 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% |
0.0065 |
0.4% |
37% |
False |
False |
87,777 |
| 10 |
1.6883 |
1.6653 |
0.0230 |
1.4% |
0.0057 |
0.3% |
30% |
False |
False |
84,149 |
| 20 |
1.7088 |
1.6653 |
0.0435 |
2.6% |
0.0058 |
0.3% |
16% |
False |
False |
85,200 |
| 40 |
1.7184 |
1.6653 |
0.0531 |
3.2% |
0.0062 |
0.4% |
13% |
False |
False |
81,643 |
| 60 |
1.7184 |
1.6653 |
0.0531 |
3.2% |
0.0067 |
0.4% |
13% |
False |
False |
71,264 |
| 80 |
1.7184 |
1.6653 |
0.0531 |
3.2% |
0.0066 |
0.4% |
13% |
False |
False |
53,538 |
| 100 |
1.7184 |
1.6544 |
0.0640 |
3.8% |
0.0064 |
0.4% |
28% |
False |
False |
42,858 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0060 |
0.4% |
37% |
False |
False |
35,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6908 |
|
2.618 |
1.6841 |
|
1.618 |
1.6800 |
|
1.000 |
1.6775 |
|
0.618 |
1.6759 |
|
HIGH |
1.6734 |
|
0.618 |
1.6718 |
|
0.500 |
1.6714 |
|
0.382 |
1.6709 |
|
LOW |
1.6693 |
|
0.618 |
1.6668 |
|
1.000 |
1.6652 |
|
1.618 |
1.6627 |
|
2.618 |
1.6586 |
|
4.250 |
1.6519 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6720 |
1.6713 |
| PP |
1.6717 |
1.6703 |
| S1 |
1.6714 |
1.6694 |
|