CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7116 |
1.7090 |
-0.0026 |
-0.2% |
1.7132 |
| High |
1.7122 |
1.7093 |
-0.0029 |
-0.2% |
1.7150 |
| Low |
1.7096 |
1.7065 |
-0.0031 |
-0.2% |
1.7072 |
| Close |
1.7109 |
1.7087 |
-0.0022 |
-0.1% |
1.7091 |
| Range |
0.0026 |
0.0028 |
0.0002 |
7.7% |
0.0078 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
227 |
83 |
-144 |
-63.4% |
733 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7166 |
1.7154 |
1.7102 |
|
| R3 |
1.7138 |
1.7126 |
1.7095 |
|
| R2 |
1.7110 |
1.7110 |
1.7092 |
|
| R1 |
1.7098 |
1.7098 |
1.7090 |
1.7090 |
| PP |
1.7082 |
1.7082 |
1.7082 |
1.7078 |
| S1 |
1.7070 |
1.7070 |
1.7084 |
1.7062 |
| S2 |
1.7054 |
1.7054 |
1.7082 |
|
| S3 |
1.7026 |
1.7042 |
1.7079 |
|
| S4 |
1.6998 |
1.7014 |
1.7072 |
|
|
| 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% |
0.0056 |
0.3% |
38% |
False |
False |
144 |
| 10 |
1.7165 |
1.7040 |
0.0125 |
0.7% |
0.0058 |
0.3% |
38% |
False |
False |
187 |
| 20 |
1.7165 |
1.6937 |
0.0228 |
1.3% |
0.0054 |
0.3% |
66% |
False |
False |
164 |
| 40 |
1.7165 |
1.6681 |
0.0484 |
2.8% |
0.0039 |
0.2% |
84% |
False |
False |
99 |
| 60 |
1.7165 |
1.6681 |
0.0484 |
2.8% |
0.0028 |
0.2% |
84% |
False |
False |
67 |
| 80 |
1.7165 |
1.6496 |
0.0669 |
3.9% |
0.0024 |
0.1% |
88% |
False |
False |
54 |
| 100 |
1.7165 |
1.6459 |
0.0706 |
4.1% |
0.0020 |
0.1% |
89% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7212 |
|
2.618 |
1.7166 |
|
1.618 |
1.7138 |
|
1.000 |
1.7121 |
|
0.618 |
1.7110 |
|
HIGH |
1.7093 |
|
0.618 |
1.7082 |
|
0.500 |
1.7079 |
|
0.382 |
1.7076 |
|
LOW |
1.7065 |
|
0.618 |
1.7048 |
|
1.000 |
1.7037 |
|
1.618 |
1.7020 |
|
2.618 |
1.6992 |
|
4.250 |
1.6946 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7084 |
1.7103 |
| PP |
1.7082 |
1.7097 |
| S1 |
1.7079 |
1.7092 |
|