CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 14-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7099 |
1.7106 |
0.0007 |
0.0% |
1.7132 |
| High |
1.7113 |
1.7115 |
0.0002 |
0.0% |
1.7150 |
| Low |
1.7078 |
1.7047 |
-0.0031 |
-0.2% |
1.7072 |
| Close |
1.7091 |
1.7055 |
-0.0036 |
-0.2% |
1.7091 |
| Range |
0.0035 |
0.0068 |
0.0033 |
94.3% |
0.0078 |
| ATR |
0.0052 |
0.0054 |
0.0001 |
2.1% |
0.0000 |
| Volume |
128 |
167 |
39 |
30.5% |
733 |
|
| Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7276 |
1.7234 |
1.7092 |
|
| R3 |
1.7208 |
1.7166 |
1.7074 |
|
| R2 |
1.7140 |
1.7140 |
1.7067 |
|
| R1 |
1.7098 |
1.7098 |
1.7061 |
1.7085 |
| PP |
1.7072 |
1.7072 |
1.7072 |
1.7066 |
| S1 |
1.7030 |
1.7030 |
1.7049 |
1.7017 |
| S2 |
1.7004 |
1.7004 |
1.7043 |
|
| S3 |
1.6936 |
1.6962 |
1.7036 |
|
| S4 |
1.6868 |
1.6894 |
1.7018 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7338 |
1.7293 |
1.7134 |
|
| R3 |
1.7260 |
1.7215 |
1.7112 |
|
| R2 |
1.7182 |
1.7182 |
1.7105 |
|
| R1 |
1.7137 |
1.7137 |
1.7098 |
1.7121 |
| PP |
1.7104 |
1.7104 |
1.7104 |
1.7096 |
| S1 |
1.7059 |
1.7059 |
1.7084 |
1.7043 |
| S2 |
1.7026 |
1.7026 |
1.7077 |
|
| S3 |
1.6948 |
1.6981 |
1.7070 |
|
| S4 |
1.6870 |
1.6903 |
1.7048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7133 |
1.7047 |
0.0086 |
0.5% |
0.0050 |
0.3% |
9% |
False |
True |
147 |
| 10 |
1.7150 |
1.6993 |
0.0157 |
0.9% |
0.0058 |
0.3% |
39% |
False |
False |
182 |
| 20 |
1.7150 |
1.6890 |
0.0260 |
1.5% |
0.0051 |
0.3% |
63% |
False |
False |
158 |
| 40 |
1.7150 |
1.6681 |
0.0469 |
2.7% |
0.0034 |
0.2% |
80% |
False |
False |
89 |
| 60 |
1.7150 |
1.6681 |
0.0469 |
2.7% |
0.0025 |
0.1% |
80% |
False |
False |
60 |
| 80 |
1.7150 |
1.6459 |
0.0691 |
4.1% |
0.0022 |
0.1% |
86% |
False |
False |
49 |
| 100 |
1.7150 |
1.6459 |
0.0691 |
4.1% |
0.0018 |
0.1% |
86% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7404 |
|
2.618 |
1.7293 |
|
1.618 |
1.7225 |
|
1.000 |
1.7183 |
|
0.618 |
1.7157 |
|
HIGH |
1.7115 |
|
0.618 |
1.7089 |
|
0.500 |
1.7081 |
|
0.382 |
1.7073 |
|
LOW |
1.7047 |
|
0.618 |
1.7005 |
|
1.000 |
1.6979 |
|
1.618 |
1.6937 |
|
2.618 |
1.6869 |
|
4.250 |
1.6758 |
|
|
| Fisher Pivots for day following 14-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7081 |
1.7090 |
| PP |
1.7072 |
1.7078 |
| S1 |
1.7064 |
1.7067 |
|