CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6702 |
1.6602 |
-0.0100 |
-0.6% |
1.6765 |
| High |
1.6706 |
1.6675 |
-0.0031 |
-0.2% |
1.6824 |
| Low |
1.6595 |
1.6574 |
-0.0021 |
-0.1% |
1.6642 |
| Close |
1.6601 |
1.6581 |
-0.0020 |
-0.1% |
1.6679 |
| Range |
0.0111 |
0.0101 |
-0.0010 |
-9.0% |
0.0182 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
5.7% |
0.0000 |
| Volume |
267 |
1,448 |
1,181 |
442.3% |
2,050 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6913 |
1.6848 |
1.6637 |
|
| R3 |
1.6812 |
1.6747 |
1.6609 |
|
| R2 |
1.6711 |
1.6711 |
1.6600 |
|
| R1 |
1.6646 |
1.6646 |
1.6590 |
1.6628 |
| PP |
1.6610 |
1.6610 |
1.6610 |
1.6601 |
| S1 |
1.6545 |
1.6545 |
1.6572 |
1.6527 |
| S2 |
1.6509 |
1.6509 |
1.6562 |
|
| S3 |
1.6408 |
1.6444 |
1.6553 |
|
| S4 |
1.6307 |
1.6343 |
1.6525 |
|
|
| 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 |
1.6719 |
1.6574 |
0.0145 |
0.9% |
0.0059 |
0.4% |
5% |
False |
True |
595 |
| 10 |
1.6837 |
1.6574 |
0.0263 |
1.6% |
0.0061 |
0.4% |
3% |
False |
True |
436 |
| 20 |
1.7017 |
1.6574 |
0.0443 |
2.7% |
0.0055 |
0.3% |
2% |
False |
True |
387 |
| 40 |
1.7165 |
1.6574 |
0.0591 |
3.6% |
0.0054 |
0.3% |
1% |
False |
True |
281 |
| 60 |
1.7165 |
1.6574 |
0.0591 |
3.6% |
0.0047 |
0.3% |
1% |
False |
True |
204 |
| 80 |
1.7165 |
1.6574 |
0.0591 |
3.6% |
0.0037 |
0.2% |
1% |
False |
True |
153 |
| 100 |
1.7165 |
1.6544 |
0.0621 |
3.7% |
0.0032 |
0.2% |
6% |
False |
False |
126 |
| 120 |
1.7165 |
1.6459 |
0.0706 |
4.3% |
0.0027 |
0.2% |
17% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7104 |
|
2.618 |
1.6939 |
|
1.618 |
1.6838 |
|
1.000 |
1.6776 |
|
0.618 |
1.6737 |
|
HIGH |
1.6675 |
|
0.618 |
1.6636 |
|
0.500 |
1.6625 |
|
0.382 |
1.6613 |
|
LOW |
1.6574 |
|
0.618 |
1.6512 |
|
1.000 |
1.6473 |
|
1.618 |
1.6411 |
|
2.618 |
1.6310 |
|
4.250 |
1.6145 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6625 |
1.6647 |
| PP |
1.6610 |
1.6625 |
| S1 |
1.6596 |
1.6603 |
|