CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7110 |
1.7091 |
-0.0019 |
-0.1% |
1.7011 |
| High |
1.7110 |
1.7132 |
0.0022 |
0.1% |
1.7144 |
| Low |
1.7073 |
1.7072 |
-0.0001 |
0.0% |
1.6993 |
| Close |
1.7102 |
1.7132 |
0.0030 |
0.2% |
1.7121 |
| Range |
0.0037 |
0.0060 |
0.0023 |
62.2% |
0.0151 |
| ATR |
0.0053 |
0.0054 |
0.0000 |
0.9% |
0.0000 |
| Volume |
204 |
25 |
-179 |
-87.7% |
927 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7292 |
1.7272 |
1.7165 |
|
| R3 |
1.7232 |
1.7212 |
1.7149 |
|
| R2 |
1.7172 |
1.7172 |
1.7143 |
|
| R1 |
1.7152 |
1.7152 |
1.7138 |
1.7162 |
| PP |
1.7112 |
1.7112 |
1.7112 |
1.7117 |
| S1 |
1.7092 |
1.7092 |
1.7127 |
1.7102 |
| S2 |
1.7052 |
1.7052 |
1.7121 |
|
| S3 |
1.6992 |
1.7032 |
1.7116 |
|
| S4 |
1.6932 |
1.6972 |
1.7099 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7539 |
1.7481 |
1.7204 |
|
| R3 |
1.7388 |
1.7330 |
1.7163 |
|
| R2 |
1.7237 |
1.7237 |
1.7149 |
|
| R1 |
1.7179 |
1.7179 |
1.7135 |
1.7208 |
| PP |
1.7086 |
1.7086 |
1.7086 |
1.7101 |
| S1 |
1.7028 |
1.7028 |
1.7107 |
1.7057 |
| S2 |
1.6935 |
1.6935 |
1.7093 |
|
| S3 |
1.6784 |
1.6877 |
1.7079 |
|
| S4 |
1.6633 |
1.6726 |
1.7038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7150 |
1.7050 |
0.0100 |
0.6% |
0.0054 |
0.3% |
82% |
False |
False |
240 |
| 10 |
1.7150 |
1.6940 |
0.0210 |
1.2% |
0.0055 |
0.3% |
91% |
False |
False |
204 |
| 20 |
1.7150 |
1.6718 |
0.0432 |
2.5% |
0.0052 |
0.3% |
96% |
False |
False |
142 |
| 40 |
1.7150 |
1.6681 |
0.0469 |
2.7% |
0.0034 |
0.2% |
96% |
False |
False |
76 |
| 60 |
1.7150 |
1.6681 |
0.0469 |
2.7% |
0.0023 |
0.1% |
96% |
False |
False |
52 |
| 80 |
1.7150 |
1.6459 |
0.0691 |
4.0% |
0.0021 |
0.1% |
97% |
False |
False |
43 |
| 100 |
1.7150 |
1.6459 |
0.0691 |
4.0% |
0.0017 |
0.1% |
97% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7387 |
|
2.618 |
1.7289 |
|
1.618 |
1.7229 |
|
1.000 |
1.7192 |
|
0.618 |
1.7169 |
|
HIGH |
1.7132 |
|
0.618 |
1.7109 |
|
0.500 |
1.7102 |
|
0.382 |
1.7095 |
|
LOW |
1.7072 |
|
0.618 |
1.7035 |
|
1.000 |
1.7012 |
|
1.618 |
1.6975 |
|
2.618 |
1.6915 |
|
4.250 |
1.6817 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7122 |
1.7125 |
| PP |
1.7112 |
1.7118 |
| S1 |
1.7102 |
1.7111 |
|