CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7062 |
1.7044 |
-0.0018 |
-0.1% |
1.7106 |
| High |
1.7070 |
1.7054 |
-0.0016 |
-0.1% |
1.7165 |
| Low |
1.7032 |
1.7019 |
-0.0013 |
-0.1% |
1.7014 |
| Close |
1.7049 |
1.7035 |
-0.0014 |
-0.1% |
1.7069 |
| Range |
0.0038 |
0.0035 |
-0.0003 |
-7.9% |
0.0151 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
328 |
83 |
-245 |
-74.7% |
607 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7141 |
1.7123 |
1.7054 |
|
| R3 |
1.7106 |
1.7088 |
1.7045 |
|
| R2 |
1.7071 |
1.7071 |
1.7041 |
|
| R1 |
1.7053 |
1.7053 |
1.7038 |
1.7045 |
| PP |
1.7036 |
1.7036 |
1.7036 |
1.7032 |
| S1 |
1.7018 |
1.7018 |
1.7032 |
1.7010 |
| S2 |
1.7001 |
1.7001 |
1.7029 |
|
| S3 |
1.6966 |
1.6983 |
1.7025 |
|
| S4 |
1.6931 |
1.6948 |
1.7016 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7536 |
1.7453 |
1.7152 |
|
| R3 |
1.7385 |
1.7302 |
1.7111 |
|
| R2 |
1.7234 |
1.7234 |
1.7097 |
|
| R1 |
1.7151 |
1.7151 |
1.7083 |
1.7117 |
| PP |
1.7083 |
1.7083 |
1.7083 |
1.7066 |
| S1 |
1.7000 |
1.7000 |
1.7055 |
1.6966 |
| S2 |
1.6932 |
1.6932 |
1.7041 |
|
| S3 |
1.6781 |
1.6849 |
1.7027 |
|
| S4 |
1.6630 |
1.6698 |
1.6986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7122 |
1.7014 |
0.0108 |
0.6% |
0.0036 |
0.2% |
19% |
False |
False |
147 |
| 10 |
1.7165 |
1.7014 |
0.0151 |
0.9% |
0.0052 |
0.3% |
14% |
False |
False |
138 |
| 20 |
1.7165 |
1.6937 |
0.0228 |
1.3% |
0.0053 |
0.3% |
43% |
False |
False |
172 |
| 40 |
1.7165 |
1.6681 |
0.0484 |
2.8% |
0.0042 |
0.2% |
73% |
False |
False |
110 |
| 60 |
1.7165 |
1.6681 |
0.0484 |
2.8% |
0.0030 |
0.2% |
73% |
False |
False |
74 |
| 80 |
1.7165 |
1.6544 |
0.0621 |
3.6% |
0.0026 |
0.2% |
79% |
False |
False |
59 |
| 100 |
1.7165 |
1.6459 |
0.0706 |
4.1% |
0.0021 |
0.1% |
82% |
False |
False |
48 |
| 120 |
1.7165 |
1.6263 |
0.0902 |
5.3% |
0.0018 |
0.1% |
86% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7203 |
|
2.618 |
1.7146 |
|
1.618 |
1.7111 |
|
1.000 |
1.7089 |
|
0.618 |
1.7076 |
|
HIGH |
1.7054 |
|
0.618 |
1.7041 |
|
0.500 |
1.7037 |
|
0.382 |
1.7032 |
|
LOW |
1.7019 |
|
0.618 |
1.6997 |
|
1.000 |
1.6984 |
|
1.618 |
1.6962 |
|
2.618 |
1.6927 |
|
4.250 |
1.6870 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7037 |
1.7042 |
| PP |
1.7036 |
1.7040 |
| S1 |
1.7036 |
1.7037 |
|