CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6954 |
1.6921 |
-0.0033 |
-0.2% |
1.7062 |
| High |
1.6966 |
1.6921 |
-0.0045 |
-0.3% |
1.7070 |
| Low |
1.6914 |
1.6869 |
-0.0045 |
-0.3% |
1.6946 |
| Close |
1.6922 |
1.6893 |
-0.0029 |
-0.2% |
1.6952 |
| Range |
0.0052 |
0.0052 |
0.0000 |
0.0% |
0.0124 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.2% |
0.0000 |
| Volume |
122 |
145 |
23 |
18.9% |
1,213 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7050 |
1.7024 |
1.6922 |
|
| R3 |
1.6998 |
1.6972 |
1.6907 |
|
| R2 |
1.6946 |
1.6946 |
1.6903 |
|
| R1 |
1.6920 |
1.6920 |
1.6898 |
1.6907 |
| PP |
1.6894 |
1.6894 |
1.6894 |
1.6888 |
| S1 |
1.6868 |
1.6868 |
1.6888 |
1.6855 |
| S2 |
1.6842 |
1.6842 |
1.6883 |
|
| S3 |
1.6790 |
1.6816 |
1.6879 |
|
| S4 |
1.6738 |
1.6764 |
1.6864 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7361 |
1.7281 |
1.7020 |
|
| R3 |
1.7237 |
1.7157 |
1.6986 |
|
| R2 |
1.7113 |
1.7113 |
1.6975 |
|
| R1 |
1.7033 |
1.7033 |
1.6963 |
1.7011 |
| PP |
1.6989 |
1.6989 |
1.6989 |
1.6979 |
| S1 |
1.6909 |
1.6909 |
1.6941 |
1.6887 |
| S2 |
1.6865 |
1.6865 |
1.6929 |
|
| S3 |
1.6741 |
1.6785 |
1.6918 |
|
| S4 |
1.6617 |
1.6661 |
1.6884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7017 |
1.6869 |
0.0148 |
0.9% |
0.0044 |
0.3% |
16% |
False |
True |
208 |
| 10 |
1.7093 |
1.6869 |
0.0224 |
1.3% |
0.0044 |
0.3% |
11% |
False |
True |
164 |
| 20 |
1.7165 |
1.6869 |
0.0296 |
1.8% |
0.0051 |
0.3% |
8% |
False |
True |
184 |
| 40 |
1.7165 |
1.6716 |
0.0449 |
2.7% |
0.0047 |
0.3% |
39% |
False |
False |
138 |
| 60 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0035 |
0.2% |
44% |
False |
False |
92 |
| 80 |
1.7165 |
1.6576 |
0.0589 |
3.5% |
0.0029 |
0.2% |
54% |
False |
False |
73 |
| 100 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0024 |
0.1% |
61% |
False |
False |
59 |
| 120 |
1.7165 |
1.6362 |
0.0803 |
4.8% |
0.0020 |
0.1% |
66% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7142 |
|
2.618 |
1.7057 |
|
1.618 |
1.7005 |
|
1.000 |
1.6973 |
|
0.618 |
1.6953 |
|
HIGH |
1.6921 |
|
0.618 |
1.6901 |
|
0.500 |
1.6895 |
|
0.382 |
1.6889 |
|
LOW |
1.6869 |
|
0.618 |
1.6837 |
|
1.000 |
1.6817 |
|
1.618 |
1.6785 |
|
2.618 |
1.6733 |
|
4.250 |
1.6648 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6895 |
1.6923 |
| PP |
1.6894 |
1.6913 |
| S1 |
1.6894 |
1.6903 |
|