CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6840 |
1.6860 |
0.0020 |
0.1% |
1.6954 |
| High |
1.6866 |
1.6860 |
-0.0006 |
0.0% |
1.6976 |
| Low |
1.6827 |
1.6806 |
-0.0021 |
-0.1% |
1.6796 |
| Close |
1.6853 |
1.6824 |
-0.0029 |
-0.2% |
1.6809 |
| Range |
0.0039 |
0.0054 |
0.0015 |
38.5% |
0.0180 |
| ATR |
0.0051 |
0.0052 |
0.0000 |
0.4% |
0.0000 |
| Volume |
143 |
538 |
395 |
276.2% |
1,244 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6992 |
1.6962 |
1.6854 |
|
| R3 |
1.6938 |
1.6908 |
1.6839 |
|
| R2 |
1.6884 |
1.6884 |
1.6834 |
|
| R1 |
1.6854 |
1.6854 |
1.6829 |
1.6842 |
| PP |
1.6830 |
1.6830 |
1.6830 |
1.6824 |
| S1 |
1.6800 |
1.6800 |
1.6819 |
1.6788 |
| S2 |
1.6776 |
1.6776 |
1.6814 |
|
| S3 |
1.6722 |
1.6746 |
1.6809 |
|
| S4 |
1.6668 |
1.6692 |
1.6794 |
|
|
| 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 |
1.6897 |
1.6794 |
0.0103 |
0.6% |
0.0053 |
0.3% |
29% |
False |
False |
468 |
| 10 |
1.7017 |
1.6794 |
0.0223 |
1.3% |
0.0048 |
0.3% |
13% |
False |
False |
338 |
| 20 |
1.7165 |
1.6794 |
0.0371 |
2.2% |
0.0050 |
0.3% |
8% |
False |
False |
241 |
| 40 |
1.7165 |
1.6718 |
0.0447 |
2.7% |
0.0051 |
0.3% |
24% |
False |
False |
192 |
| 60 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0039 |
0.2% |
30% |
False |
False |
131 |
| 80 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0030 |
0.2% |
30% |
False |
False |
99 |
| 100 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0027 |
0.2% |
52% |
False |
False |
82 |
| 120 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0022 |
0.1% |
52% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7090 |
|
2.618 |
1.7001 |
|
1.618 |
1.6947 |
|
1.000 |
1.6914 |
|
0.618 |
1.6893 |
|
HIGH |
1.6860 |
|
0.618 |
1.6839 |
|
0.500 |
1.6833 |
|
0.382 |
1.6827 |
|
LOW |
1.6806 |
|
0.618 |
1.6773 |
|
1.000 |
1.6752 |
|
1.618 |
1.6719 |
|
2.618 |
1.6665 |
|
4.250 |
1.6577 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6833 |
1.6830 |
| PP |
1.6830 |
1.6828 |
| S1 |
1.6827 |
1.6826 |
|