CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7057 |
1.7116 |
0.0059 |
0.3% |
1.7132 |
| High |
1.7165 |
1.7122 |
-0.0043 |
-0.3% |
1.7150 |
| Low |
1.7040 |
1.7096 |
0.0056 |
0.3% |
1.7072 |
| Close |
1.7120 |
1.7109 |
-0.0011 |
-0.1% |
1.7091 |
| Range |
0.0125 |
0.0026 |
-0.0099 |
-79.2% |
0.0078 |
| ATR |
0.0059 |
0.0056 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
116 |
227 |
111 |
95.7% |
733 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7187 |
1.7174 |
1.7123 |
|
| R3 |
1.7161 |
1.7148 |
1.7116 |
|
| R2 |
1.7135 |
1.7135 |
1.7114 |
|
| R1 |
1.7122 |
1.7122 |
1.7111 |
1.7116 |
| PP |
1.7109 |
1.7109 |
1.7109 |
1.7106 |
| S1 |
1.7096 |
1.7096 |
1.7107 |
1.7090 |
| S2 |
1.7083 |
1.7083 |
1.7104 |
|
| S3 |
1.7057 |
1.7070 |
1.7102 |
|
| S4 |
1.7031 |
1.7044 |
1.7095 |
|
|
| 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 |
1.7165 |
1.7040 |
0.0125 |
0.7% |
0.0061 |
0.4% |
55% |
False |
False |
170 |
| 10 |
1.7165 |
1.7040 |
0.0125 |
0.7% |
0.0057 |
0.3% |
55% |
False |
False |
205 |
| 20 |
1.7165 |
1.6890 |
0.0275 |
1.6% |
0.0056 |
0.3% |
80% |
False |
False |
162 |
| 40 |
1.7165 |
1.6681 |
0.0484 |
2.8% |
0.0038 |
0.2% |
88% |
False |
False |
97 |
| 60 |
1.7165 |
1.6681 |
0.0484 |
2.8% |
0.0028 |
0.2% |
88% |
False |
False |
65 |
| 80 |
1.7165 |
1.6459 |
0.0706 |
4.1% |
0.0024 |
0.1% |
92% |
False |
False |
53 |
| 100 |
1.7165 |
1.6459 |
0.0706 |
4.1% |
0.0020 |
0.1% |
92% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7233 |
|
2.618 |
1.7190 |
|
1.618 |
1.7164 |
|
1.000 |
1.7148 |
|
0.618 |
1.7138 |
|
HIGH |
1.7122 |
|
0.618 |
1.7112 |
|
0.500 |
1.7109 |
|
0.382 |
1.7106 |
|
LOW |
1.7096 |
|
0.618 |
1.7080 |
|
1.000 |
1.7070 |
|
1.618 |
1.7054 |
|
2.618 |
1.7028 |
|
4.250 |
1.6986 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7109 |
1.7107 |
| PP |
1.7109 |
1.7105 |
| S1 |
1.7109 |
1.7103 |
|