CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6661 |
1.6667 |
0.0006 |
0.0% |
1.6765 |
| High |
1.6676 |
1.6683 |
0.0007 |
0.0% |
1.6824 |
| Low |
1.6642 |
1.6663 |
0.0021 |
0.1% |
1.6642 |
| Close |
1.6667 |
1.6679 |
0.0012 |
0.1% |
1.6679 |
| Range |
0.0034 |
0.0020 |
-0.0014 |
-41.2% |
0.0182 |
| ATR |
0.0055 |
0.0053 |
-0.0003 |
-4.6% |
0.0000 |
| Volume |
643 |
426 |
-217 |
-33.7% |
2,050 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6735 |
1.6727 |
1.6690 |
|
| R3 |
1.6715 |
1.6707 |
1.6685 |
|
| R2 |
1.6695 |
1.6695 |
1.6683 |
|
| R1 |
1.6687 |
1.6687 |
1.6681 |
1.6691 |
| PP |
1.6675 |
1.6675 |
1.6675 |
1.6677 |
| S1 |
1.6667 |
1.6667 |
1.6677 |
1.6671 |
| S2 |
1.6655 |
1.6655 |
1.6675 |
|
| S3 |
1.6635 |
1.6647 |
1.6674 |
|
| S4 |
1.6615 |
1.6627 |
1.6668 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7261 |
1.7152 |
1.6779 |
|
| R3 |
1.7079 |
1.6970 |
1.6729 |
|
| R2 |
1.6897 |
1.6897 |
1.6712 |
|
| R1 |
1.6788 |
1.6788 |
1.6696 |
1.6752 |
| PP |
1.6715 |
1.6715 |
1.6715 |
1.6697 |
| S1 |
1.6606 |
1.6606 |
1.6662 |
1.6570 |
| S2 |
1.6533 |
1.6533 |
1.6646 |
|
| S3 |
1.6351 |
1.6424 |
1.6629 |
|
| S4 |
1.6169 |
1.6242 |
1.6579 |
|
|
| 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% |
0.0056 |
0.3% |
20% |
False |
False |
410 |
| 10 |
1.6866 |
1.6642 |
0.0224 |
1.3% |
0.0051 |
0.3% |
17% |
False |
False |
388 |
| 20 |
1.7070 |
1.6642 |
0.0428 |
2.6% |
0.0049 |
0.3% |
9% |
False |
False |
317 |
| 40 |
1.7165 |
1.6642 |
0.0523 |
3.1% |
0.0052 |
0.3% |
7% |
False |
False |
237 |
| 60 |
1.7165 |
1.6642 |
0.0523 |
3.1% |
0.0043 |
0.3% |
7% |
False |
False |
172 |
| 80 |
1.7165 |
1.6642 |
0.0523 |
3.1% |
0.0034 |
0.2% |
7% |
False |
False |
129 |
| 100 |
1.7165 |
1.6540 |
0.0625 |
3.7% |
0.0030 |
0.2% |
22% |
False |
False |
107 |
| 120 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0025 |
0.2% |
31% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6768 |
|
2.618 |
1.6735 |
|
1.618 |
1.6715 |
|
1.000 |
1.6703 |
|
0.618 |
1.6695 |
|
HIGH |
1.6683 |
|
0.618 |
1.6675 |
|
0.500 |
1.6673 |
|
0.382 |
1.6671 |
|
LOW |
1.6663 |
|
0.618 |
1.6651 |
|
1.000 |
1.6643 |
|
1.618 |
1.6631 |
|
2.618 |
1.6611 |
|
4.250 |
1.6578 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6677 |
1.6733 |
| PP |
1.6675 |
1.6715 |
| S1 |
1.6673 |
1.6697 |
|