CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6573 |
1.6587 |
0.0014 |
0.1% |
1.6549 |
| High |
1.6612 |
1.6612 |
0.0000 |
0.0% |
1.6612 |
| Low |
1.6565 |
1.6560 |
-0.0005 |
0.0% |
1.6534 |
| Close |
1.6584 |
1.6561 |
-0.0023 |
-0.1% |
1.6561 |
| Range |
0.0047 |
0.0052 |
0.0005 |
10.6% |
0.0078 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
76,742 |
87,367 |
10,625 |
13.8% |
364,880 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6734 |
1.6699 |
1.6590 |
|
| R3 |
1.6682 |
1.6647 |
1.6575 |
|
| R2 |
1.6630 |
1.6630 |
1.6571 |
|
| R1 |
1.6595 |
1.6595 |
1.6566 |
1.6587 |
| PP |
1.6578 |
1.6578 |
1.6578 |
1.6573 |
| S1 |
1.6543 |
1.6543 |
1.6556 |
1.6535 |
| S2 |
1.6526 |
1.6526 |
1.6551 |
|
| S3 |
1.6474 |
1.6491 |
1.6547 |
|
| S4 |
1.6422 |
1.6439 |
1.6532 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6803 |
1.6760 |
1.6604 |
|
| R3 |
1.6725 |
1.6682 |
1.6582 |
|
| R2 |
1.6647 |
1.6647 |
1.6575 |
|
| R1 |
1.6604 |
1.6604 |
1.6568 |
1.6626 |
| PP |
1.6569 |
1.6569 |
1.6569 |
1.6580 |
| S1 |
1.6526 |
1.6526 |
1.6554 |
1.6548 |
| S2 |
1.6491 |
1.6491 |
1.6547 |
|
| S3 |
1.6413 |
1.6448 |
1.6540 |
|
| S4 |
1.6335 |
1.6370 |
1.6518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6612 |
1.6534 |
0.0078 |
0.5% |
0.0054 |
0.3% |
35% |
True |
False |
72,976 |
| 10 |
1.6734 |
1.6534 |
0.0200 |
1.2% |
0.0059 |
0.4% |
14% |
False |
False |
78,574 |
| 20 |
1.6883 |
1.6534 |
0.0349 |
2.1% |
0.0059 |
0.4% |
8% |
False |
False |
81,759 |
| 40 |
1.7184 |
1.6534 |
0.0650 |
3.9% |
0.0062 |
0.4% |
4% |
False |
False |
81,378 |
| 60 |
1.7184 |
1.6534 |
0.0650 |
3.9% |
0.0066 |
0.4% |
4% |
False |
False |
83,103 |
| 80 |
1.7184 |
1.6534 |
0.0650 |
3.9% |
0.0066 |
0.4% |
4% |
False |
False |
62,630 |
| 100 |
1.7184 |
1.6534 |
0.0650 |
3.9% |
0.0064 |
0.4% |
4% |
False |
False |
50,149 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0063 |
0.4% |
15% |
False |
False |
41,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6833 |
|
2.618 |
1.6748 |
|
1.618 |
1.6696 |
|
1.000 |
1.6664 |
|
0.618 |
1.6644 |
|
HIGH |
1.6612 |
|
0.618 |
1.6592 |
|
0.500 |
1.6586 |
|
0.382 |
1.6580 |
|
LOW |
1.6560 |
|
0.618 |
1.6528 |
|
1.000 |
1.6508 |
|
1.618 |
1.6476 |
|
2.618 |
1.6424 |
|
4.250 |
1.6339 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6586 |
1.6573 |
| PP |
1.6578 |
1.6569 |
| S1 |
1.6569 |
1.6565 |
|