CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6783 |
1.6661 |
-0.0122 |
-0.7% |
1.6799 |
| High |
1.6824 |
1.6676 |
-0.0148 |
-0.9% |
1.6866 |
| Low |
1.6667 |
1.6642 |
-0.0025 |
-0.1% |
1.6747 |
| Close |
1.6669 |
1.6667 |
-0.0002 |
0.0% |
1.6755 |
| Range |
0.0157 |
0.0034 |
-0.0123 |
-78.3% |
0.0119 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
229 |
643 |
414 |
180.8% |
1,835 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6764 |
1.6749 |
1.6686 |
|
| R3 |
1.6730 |
1.6715 |
1.6676 |
|
| R2 |
1.6696 |
1.6696 |
1.6673 |
|
| R1 |
1.6681 |
1.6681 |
1.6670 |
1.6689 |
| PP |
1.6662 |
1.6662 |
1.6662 |
1.6665 |
| S1 |
1.6647 |
1.6647 |
1.6664 |
1.6655 |
| S2 |
1.6628 |
1.6628 |
1.6661 |
|
| S3 |
1.6594 |
1.6613 |
1.6658 |
|
| S4 |
1.6560 |
1.6579 |
1.6648 |
|
|
| 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 |
1.6824 |
1.6642 |
0.0182 |
1.1% |
0.0064 |
0.4% |
14% |
False |
True |
361 |
| 10 |
1.6866 |
1.6642 |
0.0224 |
1.3% |
0.0055 |
0.3% |
11% |
False |
True |
374 |
| 20 |
1.7070 |
1.6642 |
0.0428 |
2.6% |
0.0051 |
0.3% |
6% |
False |
True |
296 |
| 40 |
1.7165 |
1.6642 |
0.0523 |
3.1% |
0.0053 |
0.3% |
5% |
False |
True |
230 |
| 60 |
1.7165 |
1.6642 |
0.0523 |
3.1% |
0.0043 |
0.3% |
5% |
False |
True |
165 |
| 80 |
1.7165 |
1.6642 |
0.0523 |
3.1% |
0.0034 |
0.2% |
5% |
False |
True |
124 |
| 100 |
1.7165 |
1.6496 |
0.0669 |
4.0% |
0.0029 |
0.2% |
26% |
False |
False |
102 |
| 120 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0025 |
0.2% |
29% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6821 |
|
2.618 |
1.6765 |
|
1.618 |
1.6731 |
|
1.000 |
1.6710 |
|
0.618 |
1.6697 |
|
HIGH |
1.6676 |
|
0.618 |
1.6663 |
|
0.500 |
1.6659 |
|
0.382 |
1.6655 |
|
LOW |
1.6642 |
|
0.618 |
1.6621 |
|
1.000 |
1.6608 |
|
1.618 |
1.6587 |
|
2.618 |
1.6553 |
|
4.250 |
1.6498 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6664 |
1.6733 |
| PP |
1.6662 |
1.6711 |
| S1 |
1.6659 |
1.6689 |
|