CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7044 |
1.7050 |
0.0006 |
0.0% |
1.7106 |
| High |
1.7054 |
1.7066 |
0.0012 |
0.1% |
1.7165 |
| Low |
1.7019 |
1.7005 |
-0.0014 |
-0.1% |
1.7014 |
| Close |
1.7035 |
1.7005 |
-0.0030 |
-0.2% |
1.7069 |
| Range |
0.0035 |
0.0061 |
0.0026 |
74.3% |
0.0151 |
| ATR |
0.0054 |
0.0054 |
0.0001 |
0.9% |
0.0000 |
| Volume |
83 |
93 |
10 |
12.0% |
607 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7208 |
1.7168 |
1.7039 |
|
| R3 |
1.7147 |
1.7107 |
1.7022 |
|
| R2 |
1.7086 |
1.7086 |
1.7016 |
|
| R1 |
1.7046 |
1.7046 |
1.7011 |
1.7036 |
| PP |
1.7025 |
1.7025 |
1.7025 |
1.7020 |
| S1 |
1.6985 |
1.6985 |
1.6999 |
1.6975 |
| S2 |
1.6964 |
1.6964 |
1.6994 |
|
| S3 |
1.6903 |
1.6924 |
1.6988 |
|
| S4 |
1.6842 |
1.6863 |
1.6971 |
|
|
| 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 |
1.7093 |
1.7005 |
0.0088 |
0.5% |
0.0043 |
0.3% |
0% |
False |
True |
120 |
| 10 |
1.7165 |
1.7005 |
0.0160 |
0.9% |
0.0052 |
0.3% |
0% |
False |
True |
145 |
| 20 |
1.7165 |
1.6940 |
0.0225 |
1.3% |
0.0053 |
0.3% |
29% |
False |
False |
174 |
| 40 |
1.7165 |
1.6681 |
0.0484 |
2.8% |
0.0043 |
0.3% |
67% |
False |
False |
112 |
| 60 |
1.7165 |
1.6681 |
0.0484 |
2.8% |
0.0031 |
0.2% |
67% |
False |
False |
75 |
| 80 |
1.7165 |
1.6544 |
0.0621 |
3.7% |
0.0026 |
0.2% |
74% |
False |
False |
60 |
| 100 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0022 |
0.1% |
77% |
False |
False |
49 |
| 120 |
1.7165 |
1.6263 |
0.0902 |
5.3% |
0.0019 |
0.1% |
82% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7325 |
|
2.618 |
1.7226 |
|
1.618 |
1.7165 |
|
1.000 |
1.7127 |
|
0.618 |
1.7104 |
|
HIGH |
1.7066 |
|
0.618 |
1.7043 |
|
0.500 |
1.7036 |
|
0.382 |
1.7028 |
|
LOW |
1.7005 |
|
0.618 |
1.6967 |
|
1.000 |
1.6944 |
|
1.618 |
1.6906 |
|
2.618 |
1.6845 |
|
4.250 |
1.6746 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7036 |
1.7038 |
| PP |
1.7025 |
1.7027 |
| S1 |
1.7015 |
1.7016 |
|