CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6576 |
1.6560 |
-0.0016 |
-0.1% |
1.6690 |
| High |
1.6580 |
1.6580 |
0.0000 |
0.0% |
1.6719 |
| Low |
1.6549 |
1.6546 |
-0.0003 |
0.0% |
1.6546 |
| Close |
1.6569 |
1.6560 |
-0.0009 |
-0.1% |
1.6560 |
| Range |
0.0031 |
0.0034 |
0.0003 |
9.7% |
0.0173 |
| ATR |
0.0057 |
0.0056 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
698 |
890 |
192 |
27.5% |
3,496 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6664 |
1.6646 |
1.6579 |
|
| R3 |
1.6630 |
1.6612 |
1.6569 |
|
| R2 |
1.6596 |
1.6596 |
1.6566 |
|
| R1 |
1.6578 |
1.6578 |
1.6563 |
1.6577 |
| PP |
1.6562 |
1.6562 |
1.6562 |
1.6562 |
| S1 |
1.6544 |
1.6544 |
1.6557 |
1.6543 |
| S2 |
1.6528 |
1.6528 |
1.6554 |
|
| S3 |
1.6494 |
1.6510 |
1.6551 |
|
| S4 |
1.6460 |
1.6476 |
1.6541 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7127 |
1.7017 |
1.6655 |
|
| R3 |
1.6954 |
1.6844 |
1.6608 |
|
| R2 |
1.6781 |
1.6781 |
1.6592 |
|
| R1 |
1.6671 |
1.6671 |
1.6576 |
1.6640 |
| PP |
1.6608 |
1.6608 |
1.6608 |
1.6593 |
| S1 |
1.6498 |
1.6498 |
1.6544 |
1.6467 |
| S2 |
1.6435 |
1.6435 |
1.6528 |
|
| S3 |
1.6262 |
1.6325 |
1.6512 |
|
| S4 |
1.6089 |
1.6152 |
1.6465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6719 |
1.6546 |
0.0173 |
1.0% |
0.0061 |
0.4% |
8% |
False |
True |
699 |
| 10 |
1.6824 |
1.6546 |
0.0278 |
1.7% |
0.0058 |
0.4% |
5% |
False |
True |
554 |
| 20 |
1.6976 |
1.6546 |
0.0430 |
2.6% |
0.0053 |
0.3% |
3% |
False |
True |
431 |
| 40 |
1.7165 |
1.6546 |
0.0619 |
3.7% |
0.0053 |
0.3% |
2% |
False |
True |
308 |
| 60 |
1.7165 |
1.6546 |
0.0619 |
3.7% |
0.0048 |
0.3% |
2% |
False |
True |
230 |
| 80 |
1.7165 |
1.6546 |
0.0619 |
3.7% |
0.0038 |
0.2% |
2% |
False |
True |
173 |
| 100 |
1.7165 |
1.6544 |
0.0621 |
3.8% |
0.0033 |
0.2% |
3% |
False |
False |
142 |
| 120 |
1.7165 |
1.6459 |
0.0706 |
4.3% |
0.0028 |
0.2% |
14% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6725 |
|
2.618 |
1.6669 |
|
1.618 |
1.6635 |
|
1.000 |
1.6614 |
|
0.618 |
1.6601 |
|
HIGH |
1.6580 |
|
0.618 |
1.6567 |
|
0.500 |
1.6563 |
|
0.382 |
1.6559 |
|
LOW |
1.6546 |
|
0.618 |
1.6525 |
|
1.000 |
1.6512 |
|
1.618 |
1.6491 |
|
2.618 |
1.6457 |
|
4.250 |
1.6402 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6563 |
1.6611 |
| PP |
1.6562 |
1.6594 |
| S1 |
1.6561 |
1.6577 |
|