CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6860 |
1.6837 |
-0.0023 |
-0.1% |
1.6954 |
| High |
1.6860 |
1.6837 |
-0.0023 |
-0.1% |
1.6976 |
| Low |
1.6806 |
1.6806 |
0.0000 |
0.0% |
1.6796 |
| Close |
1.6824 |
1.6813 |
-0.0011 |
-0.1% |
1.6809 |
| Range |
0.0054 |
0.0031 |
-0.0023 |
-42.6% |
0.0180 |
| ATR |
0.0052 |
0.0050 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
538 |
222 |
-316 |
-58.7% |
1,244 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6912 |
1.6893 |
1.6830 |
|
| R3 |
1.6881 |
1.6862 |
1.6822 |
|
| R2 |
1.6850 |
1.6850 |
1.6819 |
|
| R1 |
1.6831 |
1.6831 |
1.6816 |
1.6825 |
| PP |
1.6819 |
1.6819 |
1.6819 |
1.6816 |
| S1 |
1.6800 |
1.6800 |
1.6810 |
1.6794 |
| S2 |
1.6788 |
1.6788 |
1.6807 |
|
| S3 |
1.6757 |
1.6769 |
1.6804 |
|
| S4 |
1.6726 |
1.6738 |
1.6796 |
|
|
| 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 |
1.6866 |
1.6794 |
0.0072 |
0.4% |
0.0046 |
0.3% |
26% |
False |
False |
387 |
| 10 |
1.6976 |
1.6794 |
0.0182 |
1.1% |
0.0045 |
0.3% |
10% |
False |
False |
346 |
| 20 |
1.7165 |
1.6794 |
0.0371 |
2.2% |
0.0049 |
0.3% |
5% |
False |
False |
242 |
| 40 |
1.7165 |
1.6794 |
0.0371 |
2.2% |
0.0050 |
0.3% |
5% |
False |
False |
197 |
| 60 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0039 |
0.2% |
27% |
False |
False |
135 |
| 80 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0030 |
0.2% |
27% |
False |
False |
102 |
| 100 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0027 |
0.2% |
50% |
False |
False |
84 |
| 120 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0023 |
0.1% |
50% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6969 |
|
2.618 |
1.6918 |
|
1.618 |
1.6887 |
|
1.000 |
1.6868 |
|
0.618 |
1.6856 |
|
HIGH |
1.6837 |
|
0.618 |
1.6825 |
|
0.500 |
1.6822 |
|
0.382 |
1.6818 |
|
LOW |
1.6806 |
|
0.618 |
1.6787 |
|
1.000 |
1.6775 |
|
1.618 |
1.6756 |
|
2.618 |
1.6725 |
|
4.250 |
1.6674 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6822 |
1.6836 |
| PP |
1.6819 |
1.6828 |
| S1 |
1.6816 |
1.6821 |
|