CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6549 |
1.6568 |
0.0019 |
0.1% |
1.6712 |
| High |
1.6595 |
1.6593 |
-0.0002 |
0.0% |
1.6734 |
| Low |
1.6549 |
1.6536 |
-0.0013 |
-0.1% |
1.6559 |
| Close |
1.6576 |
1.6545 |
-0.0031 |
-0.2% |
1.6574 |
| Range |
0.0046 |
0.0057 |
0.0011 |
23.9% |
0.0175 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
42,355 |
73,337 |
30,982 |
73.1% |
420,862 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6729 |
1.6694 |
1.6576 |
|
| R3 |
1.6672 |
1.6637 |
1.6561 |
|
| R2 |
1.6615 |
1.6615 |
1.6555 |
|
| R1 |
1.6580 |
1.6580 |
1.6550 |
1.6569 |
| PP |
1.6558 |
1.6558 |
1.6558 |
1.6553 |
| S1 |
1.6523 |
1.6523 |
1.6540 |
1.6512 |
| S2 |
1.6501 |
1.6501 |
1.6535 |
|
| S3 |
1.6444 |
1.6466 |
1.6529 |
|
| S4 |
1.6387 |
1.6409 |
1.6514 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7147 |
1.7036 |
1.6670 |
|
| R3 |
1.6972 |
1.6861 |
1.6622 |
|
| R2 |
1.6797 |
1.6797 |
1.6606 |
|
| R1 |
1.6686 |
1.6686 |
1.6590 |
1.6654 |
| PP |
1.6622 |
1.6622 |
1.6622 |
1.6607 |
| S1 |
1.6511 |
1.6511 |
1.6558 |
1.6479 |
| S2 |
1.6447 |
1.6447 |
1.6542 |
|
| S3 |
1.6272 |
1.6336 |
1.6526 |
|
| S4 |
1.6097 |
1.6161 |
1.6478 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6678 |
1.6536 |
0.0142 |
0.9% |
0.0053 |
0.3% |
6% |
False |
True |
76,745 |
| 10 |
1.6842 |
1.6536 |
0.0306 |
1.8% |
0.0065 |
0.4% |
3% |
False |
True |
85,439 |
| 20 |
1.6948 |
1.6536 |
0.0412 |
2.5% |
0.0061 |
0.4% |
2% |
False |
True |
85,936 |
| 40 |
1.7184 |
1.6536 |
0.0648 |
3.9% |
0.0062 |
0.4% |
1% |
False |
True |
81,083 |
| 60 |
1.7184 |
1.6536 |
0.0648 |
3.9% |
0.0066 |
0.4% |
1% |
False |
True |
79,070 |
| 80 |
1.7184 |
1.6536 |
0.0648 |
3.9% |
0.0066 |
0.4% |
1% |
False |
True |
59,525 |
| 100 |
1.7184 |
1.6536 |
0.0648 |
3.9% |
0.0064 |
0.4% |
1% |
False |
True |
47,659 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0061 |
0.4% |
13% |
False |
False |
39,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6835 |
|
2.618 |
1.6742 |
|
1.618 |
1.6685 |
|
1.000 |
1.6650 |
|
0.618 |
1.6628 |
|
HIGH |
1.6593 |
|
0.618 |
1.6571 |
|
0.500 |
1.6565 |
|
0.382 |
1.6558 |
|
LOW |
1.6536 |
|
0.618 |
1.6501 |
|
1.000 |
1.6479 |
|
1.618 |
1.6444 |
|
2.618 |
1.6387 |
|
4.250 |
1.6294 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6565 |
1.6566 |
| PP |
1.6558 |
1.6559 |
| S1 |
1.6552 |
1.6552 |
|