CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6667 |
1.6690 |
0.0023 |
0.1% |
1.6765 |
| High |
1.6683 |
1.6719 |
0.0036 |
0.2% |
1.6824 |
| Low |
1.6663 |
1.6690 |
0.0027 |
0.2% |
1.6642 |
| Close |
1.6679 |
1.6709 |
0.0030 |
0.2% |
1.6679 |
| Range |
0.0020 |
0.0029 |
0.0009 |
45.0% |
0.0182 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
426 |
193 |
-233 |
-54.7% |
2,050 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6793 |
1.6780 |
1.6725 |
|
| R3 |
1.6764 |
1.6751 |
1.6717 |
|
| R2 |
1.6735 |
1.6735 |
1.6714 |
|
| R1 |
1.6722 |
1.6722 |
1.6712 |
1.6729 |
| PP |
1.6706 |
1.6706 |
1.6706 |
1.6709 |
| S1 |
1.6693 |
1.6693 |
1.6706 |
1.6700 |
| S2 |
1.6677 |
1.6677 |
1.6704 |
|
| S3 |
1.6648 |
1.6664 |
1.6701 |
|
| S4 |
1.6619 |
1.6635 |
1.6693 |
|
|
| 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% |
0.0059 |
0.4% |
37% |
False |
False |
328 |
| 10 |
1.6866 |
1.6642 |
0.0224 |
1.3% |
0.0049 |
0.3% |
30% |
False |
False |
333 |
| 20 |
1.7066 |
1.6642 |
0.0424 |
2.5% |
0.0049 |
0.3% |
16% |
False |
False |
310 |
| 40 |
1.7165 |
1.6642 |
0.0523 |
3.1% |
0.0051 |
0.3% |
13% |
False |
False |
239 |
| 60 |
1.7165 |
1.6642 |
0.0523 |
3.1% |
0.0043 |
0.3% |
13% |
False |
False |
175 |
| 80 |
1.7165 |
1.6642 |
0.0523 |
3.1% |
0.0035 |
0.2% |
13% |
False |
False |
132 |
| 100 |
1.7165 |
1.6544 |
0.0621 |
3.7% |
0.0030 |
0.2% |
27% |
False |
False |
109 |
| 120 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0026 |
0.2% |
35% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6842 |
|
2.618 |
1.6795 |
|
1.618 |
1.6766 |
|
1.000 |
1.6748 |
|
0.618 |
1.6737 |
|
HIGH |
1.6719 |
|
0.618 |
1.6708 |
|
0.500 |
1.6705 |
|
0.382 |
1.6701 |
|
LOW |
1.6690 |
|
0.618 |
1.6672 |
|
1.000 |
1.6661 |
|
1.618 |
1.6643 |
|
2.618 |
1.6614 |
|
4.250 |
1.6567 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6708 |
1.6700 |
| PP |
1.6706 |
1.6690 |
| S1 |
1.6705 |
1.6681 |
|