CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 10-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7091 |
1.7133 |
0.0042 |
0.2% |
1.7011 |
| High |
1.7132 |
1.7133 |
0.0001 |
0.0% |
1.7144 |
| Low |
1.7072 |
1.7083 |
0.0011 |
0.1% |
1.6993 |
| Close |
1.7132 |
1.7116 |
-0.0016 |
-0.1% |
1.7121 |
| Range |
0.0060 |
0.0050 |
-0.0010 |
-16.7% |
0.0151 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
25 |
213 |
188 |
752.0% |
927 |
|
| Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7261 |
1.7238 |
1.7144 |
|
| R3 |
1.7211 |
1.7188 |
1.7130 |
|
| R2 |
1.7161 |
1.7161 |
1.7125 |
|
| R1 |
1.7138 |
1.7138 |
1.7121 |
1.7125 |
| PP |
1.7111 |
1.7111 |
1.7111 |
1.7104 |
| S1 |
1.7088 |
1.7088 |
1.7111 |
1.7075 |
| S2 |
1.7061 |
1.7061 |
1.7107 |
|
| S3 |
1.7011 |
1.7038 |
1.7102 |
|
| S4 |
1.6961 |
1.6988 |
1.7089 |
|
|
| 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% |
0.0059 |
0.3% |
66% |
False |
False |
230 |
| 10 |
1.7150 |
1.6947 |
0.0203 |
1.2% |
0.0056 |
0.3% |
83% |
False |
False |
212 |
| 20 |
1.7150 |
1.6811 |
0.0339 |
2.0% |
0.0051 |
0.3% |
90% |
False |
False |
153 |
| 40 |
1.7150 |
1.6681 |
0.0469 |
2.7% |
0.0034 |
0.2% |
93% |
False |
False |
81 |
| 60 |
1.7150 |
1.6681 |
0.0469 |
2.7% |
0.0024 |
0.1% |
93% |
False |
False |
55 |
| 80 |
1.7150 |
1.6459 |
0.0691 |
4.0% |
0.0022 |
0.1% |
95% |
False |
False |
45 |
| 100 |
1.7150 |
1.6459 |
0.0691 |
4.0% |
0.0017 |
0.1% |
95% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7346 |
|
2.618 |
1.7264 |
|
1.618 |
1.7214 |
|
1.000 |
1.7183 |
|
0.618 |
1.7164 |
|
HIGH |
1.7133 |
|
0.618 |
1.7114 |
|
0.500 |
1.7108 |
|
0.382 |
1.7102 |
|
LOW |
1.7083 |
|
0.618 |
1.7052 |
|
1.000 |
1.7033 |
|
1.618 |
1.7002 |
|
2.618 |
1.6952 |
|
4.250 |
1.6871 |
|
|
| Fisher Pivots for day following 10-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7113 |
1.7112 |
| PP |
1.7111 |
1.7107 |
| S1 |
1.7108 |
1.7103 |
|