CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6587 |
1.6586 |
-0.0001 |
0.0% |
1.6549 |
| High |
1.6612 |
1.6643 |
0.0031 |
0.2% |
1.6612 |
| Low |
1.6560 |
1.6466 |
-0.0094 |
-0.6% |
1.6534 |
| Close |
1.6561 |
1.6472 |
-0.0089 |
-0.5% |
1.6561 |
| Range |
0.0052 |
0.0177 |
0.0125 |
240.4% |
0.0078 |
| ATR |
0.0060 |
0.0068 |
0.0008 |
14.0% |
0.0000 |
| Volume |
87,367 |
151,953 |
64,586 |
73.9% |
364,880 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7058 |
1.6942 |
1.6569 |
|
| R3 |
1.6881 |
1.6765 |
1.6521 |
|
| R2 |
1.6704 |
1.6704 |
1.6504 |
|
| R1 |
1.6588 |
1.6588 |
1.6488 |
1.6558 |
| PP |
1.6527 |
1.6527 |
1.6527 |
1.6512 |
| S1 |
1.6411 |
1.6411 |
1.6456 |
1.6381 |
| S2 |
1.6350 |
1.6350 |
1.6440 |
|
| S3 |
1.6173 |
1.6234 |
1.6423 |
|
| S4 |
1.5996 |
1.6057 |
1.6375 |
|
|
| 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 |
1.6643 |
1.6466 |
0.0177 |
1.1% |
0.0081 |
0.5% |
3% |
True |
True |
94,895 |
| 10 |
1.6725 |
1.6466 |
0.0259 |
1.6% |
0.0073 |
0.4% |
2% |
False |
True |
88,171 |
| 20 |
1.6883 |
1.6466 |
0.0417 |
2.5% |
0.0065 |
0.4% |
1% |
False |
True |
86,160 |
| 40 |
1.7184 |
1.6466 |
0.0718 |
4.4% |
0.0065 |
0.4% |
1% |
False |
True |
83,260 |
| 60 |
1.7184 |
1.6466 |
0.0718 |
4.4% |
0.0067 |
0.4% |
1% |
False |
True |
85,475 |
| 80 |
1.7184 |
1.6466 |
0.0718 |
4.4% |
0.0068 |
0.4% |
1% |
False |
True |
64,527 |
| 100 |
1.7184 |
1.6466 |
0.0718 |
4.4% |
0.0065 |
0.4% |
1% |
False |
True |
51,666 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.5% |
0.0064 |
0.4% |
3% |
False |
False |
43,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7395 |
|
2.618 |
1.7106 |
|
1.618 |
1.6929 |
|
1.000 |
1.6820 |
|
0.618 |
1.6752 |
|
HIGH |
1.6643 |
|
0.618 |
1.6575 |
|
0.500 |
1.6555 |
|
0.382 |
1.6534 |
|
LOW |
1.6466 |
|
0.618 |
1.6357 |
|
1.000 |
1.6289 |
|
1.618 |
1.6180 |
|
2.618 |
1.6003 |
|
4.250 |
1.5714 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6555 |
1.6555 |
| PP |
1.6527 |
1.6527 |
| S1 |
1.6500 |
1.6500 |
|