CME British Pound Future December 2014
Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
1.6791 |
1.6765 |
-0.0026 |
-0.2% |
1.6799 |
High |
1.6808 |
1.6771 |
-0.0037 |
-0.2% |
1.6866 |
Low |
1.6747 |
1.6757 |
0.0010 |
0.1% |
1.6747 |
Close |
1.6755 |
1.6766 |
0.0011 |
0.1% |
1.6755 |
Range |
0.0061 |
0.0014 |
-0.0047 |
-77.0% |
0.0119 |
ATR |
0.0051 |
0.0049 |
-0.0003 |
-4.9% |
0.0000 |
Volume |
185 |
600 |
415 |
224.3% |
1,835 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6807 |
1.6800 |
1.6774 |
|
R3 |
1.6793 |
1.6786 |
1.6770 |
|
R2 |
1.6779 |
1.6779 |
1.6769 |
|
R1 |
1.6772 |
1.6772 |
1.6767 |
1.6776 |
PP |
1.6765 |
1.6765 |
1.6765 |
1.6766 |
S1 |
1.6758 |
1.6758 |
1.6765 |
1.6762 |
S2 |
1.6751 |
1.6751 |
1.6763 |
|
S3 |
1.6737 |
1.6744 |
1.6762 |
|
S4 |
1.6723 |
1.6730 |
1.6758 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7146 |
1.7070 |
1.6820 |
|
R3 |
1.7027 |
1.6951 |
1.6788 |
|
R2 |
1.6908 |
1.6908 |
1.6777 |
|
R1 |
1.6832 |
1.6832 |
1.6766 |
1.6811 |
PP |
1.6789 |
1.6789 |
1.6789 |
1.6779 |
S1 |
1.6713 |
1.6713 |
1.6744 |
1.6692 |
S2 |
1.6670 |
1.6670 |
1.6733 |
|
S3 |
1.6551 |
1.6594 |
1.6722 |
|
S4 |
1.6432 |
1.6475 |
1.6690 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.6866 |
1.6747 |
0.0119 |
0.7% |
0.0040 |
0.2% |
16% |
False |
False |
337 |
10 |
1.6966 |
1.6747 |
0.0219 |
1.3% |
0.0047 |
0.3% |
9% |
False |
False |
361 |
20 |
1.7165 |
1.6747 |
0.0418 |
2.5% |
0.0048 |
0.3% |
5% |
False |
False |
266 |
40 |
1.7165 |
1.6747 |
0.0418 |
2.5% |
0.0049 |
0.3% |
5% |
False |
False |
212 |
60 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0039 |
0.2% |
18% |
False |
False |
148 |
80 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0031 |
0.2% |
18% |
False |
False |
112 |
100 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0027 |
0.2% |
43% |
False |
False |
92 |
120 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0023 |
0.1% |
43% |
False |
False |
77 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6831 |
2.618 |
1.6808 |
1.618 |
1.6794 |
1.000 |
1.6785 |
0.618 |
1.6780 |
HIGH |
1.6771 |
0.618 |
1.6766 |
0.500 |
1.6764 |
0.382 |
1.6762 |
LOW |
1.6757 |
0.618 |
1.6748 |
1.000 |
1.6743 |
1.618 |
1.6734 |
2.618 |
1.6720 |
4.250 |
1.6698 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
1.6765 |
1.6792 |
PP |
1.6765 |
1.6783 |
S1 |
1.6764 |
1.6775 |
|