CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6895 |
1.6857 |
-0.0038 |
-0.2% |
1.6954 |
| High |
1.6897 |
1.6860 |
-0.0037 |
-0.2% |
1.6976 |
| Low |
1.6835 |
1.6796 |
-0.0039 |
-0.2% |
1.6796 |
| Close |
1.6860 |
1.6809 |
-0.0051 |
-0.3% |
1.6809 |
| Range |
0.0062 |
0.0064 |
0.0002 |
3.2% |
0.0180 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.6% |
0.0000 |
| Volume |
625 |
287 |
-338 |
-54.1% |
1,244 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7014 |
1.6975 |
1.6844 |
|
| R3 |
1.6950 |
1.6911 |
1.6827 |
|
| R2 |
1.6886 |
1.6886 |
1.6821 |
|
| R1 |
1.6847 |
1.6847 |
1.6815 |
1.6835 |
| PP |
1.6822 |
1.6822 |
1.6822 |
1.6815 |
| S1 |
1.6783 |
1.6783 |
1.6803 |
1.6771 |
| S2 |
1.6758 |
1.6758 |
1.6797 |
|
| S3 |
1.6694 |
1.6719 |
1.6791 |
|
| S4 |
1.6630 |
1.6655 |
1.6774 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7400 |
1.7285 |
1.6908 |
|
| R3 |
1.7220 |
1.7105 |
1.6859 |
|
| R2 |
1.7040 |
1.7040 |
1.6842 |
|
| R1 |
1.6925 |
1.6925 |
1.6826 |
1.6893 |
| PP |
1.6860 |
1.6860 |
1.6860 |
1.6844 |
| S1 |
1.6745 |
1.6745 |
1.6793 |
1.6713 |
| S2 |
1.6680 |
1.6680 |
1.6776 |
|
| S3 |
1.6500 |
1.6565 |
1.6760 |
|
| S4 |
1.6320 |
1.6385 |
1.6710 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6976 |
1.6796 |
0.0180 |
1.1% |
0.0050 |
0.3% |
7% |
False |
True |
248 |
| 10 |
1.7070 |
1.6796 |
0.0274 |
1.6% |
0.0048 |
0.3% |
5% |
False |
True |
245 |
| 20 |
1.7165 |
1.6796 |
0.0369 |
2.2% |
0.0051 |
0.3% |
4% |
False |
True |
189 |
| 40 |
1.7165 |
1.6718 |
0.0447 |
2.7% |
0.0049 |
0.3% |
20% |
False |
False |
156 |
| 60 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0037 |
0.2% |
26% |
False |
False |
107 |
| 80 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0029 |
0.2% |
26% |
False |
False |
84 |
| 100 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0025 |
0.2% |
50% |
False |
False |
68 |
| 120 |
1.7165 |
1.6407 |
0.0758 |
4.5% |
0.0021 |
0.1% |
53% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7132 |
|
2.618 |
1.7028 |
|
1.618 |
1.6964 |
|
1.000 |
1.6924 |
|
0.618 |
1.6900 |
|
HIGH |
1.6860 |
|
0.618 |
1.6836 |
|
0.500 |
1.6828 |
|
0.382 |
1.6820 |
|
LOW |
1.6796 |
|
0.618 |
1.6756 |
|
1.000 |
1.6732 |
|
1.618 |
1.6692 |
|
2.618 |
1.6628 |
|
4.250 |
1.6524 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6828 |
1.6859 |
| PP |
1.6822 |
1.6842 |
| S1 |
1.6815 |
1.6826 |
|