CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6799 |
1.6840 |
0.0041 |
0.2% |
1.6954 |
| High |
1.6838 |
1.6866 |
0.0028 |
0.2% |
1.6976 |
| Low |
1.6794 |
1.6827 |
0.0033 |
0.2% |
1.6796 |
| Close |
1.6831 |
1.6853 |
0.0022 |
0.1% |
1.6809 |
| Range |
0.0044 |
0.0039 |
-0.0005 |
-11.4% |
0.0180 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
747 |
143 |
-604 |
-80.9% |
1,244 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6966 |
1.6948 |
1.6874 |
|
| R3 |
1.6927 |
1.6909 |
1.6864 |
|
| R2 |
1.6888 |
1.6888 |
1.6860 |
|
| R1 |
1.6870 |
1.6870 |
1.6857 |
1.6879 |
| PP |
1.6849 |
1.6849 |
1.6849 |
1.6853 |
| S1 |
1.6831 |
1.6831 |
1.6849 |
1.6840 |
| S2 |
1.6810 |
1.6810 |
1.6846 |
|
| S3 |
1.6771 |
1.6792 |
1.6842 |
|
| S4 |
1.6732 |
1.6753 |
1.6832 |
|
|
| 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 |
1.6921 |
1.6794 |
0.0127 |
0.8% |
0.0052 |
0.3% |
46% |
False |
False |
389 |
| 10 |
1.7066 |
1.6794 |
0.0272 |
1.6% |
0.0049 |
0.3% |
22% |
False |
False |
293 |
| 20 |
1.7165 |
1.6794 |
0.0371 |
2.2% |
0.0051 |
0.3% |
16% |
False |
False |
216 |
| 40 |
1.7165 |
1.6718 |
0.0447 |
2.7% |
0.0050 |
0.3% |
30% |
False |
False |
178 |
| 60 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0038 |
0.2% |
36% |
False |
False |
122 |
| 80 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0029 |
0.2% |
36% |
False |
False |
93 |
| 100 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0026 |
0.2% |
56% |
False |
False |
77 |
| 120 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0022 |
0.1% |
56% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7032 |
|
2.618 |
1.6968 |
|
1.618 |
1.6929 |
|
1.000 |
1.6905 |
|
0.618 |
1.6890 |
|
HIGH |
1.6866 |
|
0.618 |
1.6851 |
|
0.500 |
1.6847 |
|
0.382 |
1.6842 |
|
LOW |
1.6827 |
|
0.618 |
1.6803 |
|
1.000 |
1.6788 |
|
1.618 |
1.6764 |
|
2.618 |
1.6725 |
|
4.250 |
1.6661 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6851 |
1.6845 |
| PP |
1.6849 |
1.6838 |
| S1 |
1.6847 |
1.6830 |
|