CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6568 |
1.6539 |
-0.0029 |
-0.2% |
1.6712 |
| High |
1.6593 |
1.6604 |
0.0011 |
0.1% |
1.6734 |
| Low |
1.6536 |
1.6534 |
-0.0002 |
0.0% |
1.6559 |
| Close |
1.6545 |
1.6579 |
0.0034 |
0.2% |
1.6574 |
| Range |
0.0057 |
0.0070 |
0.0013 |
22.8% |
0.0175 |
| ATR |
0.0061 |
0.0061 |
0.0001 |
1.1% |
0.0000 |
| Volume |
73,337 |
85,079 |
11,742 |
16.0% |
420,862 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6782 |
1.6751 |
1.6618 |
|
| R3 |
1.6712 |
1.6681 |
1.6598 |
|
| R2 |
1.6642 |
1.6642 |
1.6592 |
|
| R1 |
1.6611 |
1.6611 |
1.6585 |
1.6627 |
| PP |
1.6572 |
1.6572 |
1.6572 |
1.6580 |
| S1 |
1.6541 |
1.6541 |
1.6573 |
1.6557 |
| S2 |
1.6502 |
1.6502 |
1.6566 |
|
| S3 |
1.6432 |
1.6471 |
1.6560 |
|
| S4 |
1.6362 |
1.6401 |
1.6541 |
|
|
| 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 |
1.6604 |
1.6534 |
0.0070 |
0.4% |
0.0049 |
0.3% |
64% |
True |
True |
68,783 |
| 10 |
1.6734 |
1.6534 |
0.0200 |
1.2% |
0.0056 |
0.3% |
23% |
False |
True |
77,748 |
| 20 |
1.6920 |
1.6534 |
0.0386 |
2.3% |
0.0061 |
0.4% |
12% |
False |
True |
85,561 |
| 40 |
1.7184 |
1.6534 |
0.0650 |
3.9% |
0.0062 |
0.4% |
7% |
False |
True |
81,113 |
| 60 |
1.7184 |
1.6534 |
0.0650 |
3.9% |
0.0067 |
0.4% |
7% |
False |
True |
80,468 |
| 80 |
1.7184 |
1.6534 |
0.0650 |
3.9% |
0.0067 |
0.4% |
7% |
False |
True |
60,585 |
| 100 |
1.7184 |
1.6534 |
0.0650 |
3.9% |
0.0065 |
0.4% |
7% |
False |
True |
48,509 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0062 |
0.4% |
18% |
False |
False |
40,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6902 |
|
2.618 |
1.6787 |
|
1.618 |
1.6717 |
|
1.000 |
1.6674 |
|
0.618 |
1.6647 |
|
HIGH |
1.6604 |
|
0.618 |
1.6577 |
|
0.500 |
1.6569 |
|
0.382 |
1.6561 |
|
LOW |
1.6534 |
|
0.618 |
1.6491 |
|
1.000 |
1.6464 |
|
1.618 |
1.6421 |
|
2.618 |
1.6351 |
|
4.250 |
1.6237 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6576 |
1.6576 |
| PP |
1.6572 |
1.6572 |
| S1 |
1.6569 |
1.6569 |
|