CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6857 |
1.6799 |
-0.0058 |
-0.3% |
1.6954 |
| High |
1.6860 |
1.6838 |
-0.0022 |
-0.1% |
1.6976 |
| Low |
1.6796 |
1.6794 |
-0.0002 |
0.0% |
1.6796 |
| Close |
1.6809 |
1.6831 |
0.0022 |
0.1% |
1.6809 |
| Range |
0.0064 |
0.0044 |
-0.0020 |
-31.3% |
0.0180 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
287 |
747 |
460 |
160.3% |
1,244 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6953 |
1.6936 |
1.6855 |
|
| R3 |
1.6909 |
1.6892 |
1.6843 |
|
| R2 |
1.6865 |
1.6865 |
1.6839 |
|
| R1 |
1.6848 |
1.6848 |
1.6835 |
1.6857 |
| PP |
1.6821 |
1.6821 |
1.6821 |
1.6825 |
| S1 |
1.6804 |
1.6804 |
1.6827 |
1.6813 |
| S2 |
1.6777 |
1.6777 |
1.6823 |
|
| S3 |
1.6733 |
1.6760 |
1.6819 |
|
| S4 |
1.6689 |
1.6716 |
1.6807 |
|
|
| 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 |
1.6966 |
1.6794 |
0.0172 |
1.0% |
0.0055 |
0.3% |
22% |
False |
True |
385 |
| 10 |
1.7066 |
1.6794 |
0.0272 |
1.6% |
0.0049 |
0.3% |
14% |
False |
True |
287 |
| 20 |
1.7165 |
1.6794 |
0.0371 |
2.2% |
0.0050 |
0.3% |
10% |
False |
True |
219 |
| 40 |
1.7165 |
1.6718 |
0.0447 |
2.7% |
0.0049 |
0.3% |
25% |
False |
False |
175 |
| 60 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0038 |
0.2% |
31% |
False |
False |
120 |
| 80 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0029 |
0.2% |
31% |
False |
False |
94 |
| 100 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0026 |
0.2% |
53% |
False |
False |
76 |
| 120 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0022 |
0.1% |
53% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7025 |
|
2.618 |
1.6953 |
|
1.618 |
1.6909 |
|
1.000 |
1.6882 |
|
0.618 |
1.6865 |
|
HIGH |
1.6838 |
|
0.618 |
1.6821 |
|
0.500 |
1.6816 |
|
0.382 |
1.6811 |
|
LOW |
1.6794 |
|
0.618 |
1.6767 |
|
1.000 |
1.6750 |
|
1.618 |
1.6723 |
|
2.618 |
1.6679 |
|
4.250 |
1.6607 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6826 |
1.6846 |
| PP |
1.6821 |
1.6841 |
| S1 |
1.6816 |
1.6836 |
|