CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6712 |
1.6721 |
0.0009 |
0.1% |
1.6767 |
| High |
1.6734 |
1.6725 |
-0.0009 |
-0.1% |
1.6842 |
| Low |
1.6693 |
1.6607 |
-0.0086 |
-0.5% |
1.6653 |
| Close |
1.6723 |
1.6615 |
-0.0108 |
-0.6% |
1.6693 |
| Range |
0.0041 |
0.0118 |
0.0077 |
187.8% |
0.0189 |
| ATR |
0.0060 |
0.0064 |
0.0004 |
6.8% |
0.0000 |
| Volume |
55,978 |
96,849 |
40,871 |
73.0% |
439,020 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7003 |
1.6927 |
1.6680 |
|
| R3 |
1.6885 |
1.6809 |
1.6647 |
|
| R2 |
1.6767 |
1.6767 |
1.6637 |
|
| R1 |
1.6691 |
1.6691 |
1.6626 |
1.6670 |
| PP |
1.6649 |
1.6649 |
1.6649 |
1.6639 |
| S1 |
1.6573 |
1.6573 |
1.6604 |
1.6552 |
| S2 |
1.6531 |
1.6531 |
1.6593 |
|
| S3 |
1.6413 |
1.6455 |
1.6583 |
|
| S4 |
1.6295 |
1.6337 |
1.6550 |
|
|
| 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 |
1.6607 |
0.0235 |
1.4% |
0.0077 |
0.5% |
3% |
False |
True |
94,133 |
| 10 |
1.6879 |
1.6607 |
0.0272 |
1.6% |
0.0064 |
0.4% |
3% |
False |
True |
85,602 |
| 20 |
1.7088 |
1.6607 |
0.0481 |
2.9% |
0.0062 |
0.4% |
2% |
False |
True |
86,476 |
| 40 |
1.7184 |
1.6607 |
0.0577 |
3.5% |
0.0064 |
0.4% |
1% |
False |
True |
82,547 |
| 60 |
1.7184 |
1.6607 |
0.0577 |
3.5% |
0.0068 |
0.4% |
1% |
False |
True |
72,875 |
| 80 |
1.7184 |
1.6607 |
0.0577 |
3.5% |
0.0067 |
0.4% |
1% |
False |
True |
54,748 |
| 100 |
1.7184 |
1.6550 |
0.0634 |
3.8% |
0.0064 |
0.4% |
10% |
False |
False |
43,826 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0061 |
0.4% |
23% |
False |
False |
36,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7227 |
|
2.618 |
1.7034 |
|
1.618 |
1.6916 |
|
1.000 |
1.6843 |
|
0.618 |
1.6798 |
|
HIGH |
1.6725 |
|
0.618 |
1.6680 |
|
0.500 |
1.6666 |
|
0.382 |
1.6652 |
|
LOW |
1.6607 |
|
0.618 |
1.6534 |
|
1.000 |
1.6489 |
|
1.618 |
1.6416 |
|
2.618 |
1.6298 |
|
4.250 |
1.6106 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6666 |
1.6671 |
| PP |
1.6649 |
1.6652 |
| S1 |
1.6632 |
1.6634 |
|