CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6539 |
1.6556 |
0.0017 |
0.1% |
1.6690 |
| High |
1.6580 |
1.6580 |
0.0000 |
0.0% |
1.6719 |
| Low |
1.6539 |
1.6484 |
-0.0055 |
-0.3% |
1.6546 |
| Close |
1.6562 |
1.6531 |
-0.0031 |
-0.2% |
1.6560 |
| Range |
0.0041 |
0.0096 |
0.0055 |
134.1% |
0.0173 |
| ATR |
0.0055 |
0.0058 |
0.0003 |
5.4% |
0.0000 |
| Volume |
727 |
897 |
170 |
23.4% |
3,496 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6820 |
1.6771 |
1.6584 |
|
| R3 |
1.6724 |
1.6675 |
1.6557 |
|
| R2 |
1.6628 |
1.6628 |
1.6549 |
|
| R1 |
1.6579 |
1.6579 |
1.6540 |
1.6556 |
| PP |
1.6532 |
1.6532 |
1.6532 |
1.6520 |
| S1 |
1.6483 |
1.6483 |
1.6522 |
1.6460 |
| S2 |
1.6436 |
1.6436 |
1.6513 |
|
| S3 |
1.6340 |
1.6387 |
1.6505 |
|
| S4 |
1.6244 |
1.6291 |
1.6478 |
|
|
| 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 |
1.6675 |
1.6484 |
0.0191 |
1.2% |
0.0061 |
0.4% |
25% |
False |
True |
932 |
| 10 |
1.6824 |
1.6484 |
0.0340 |
2.1% |
0.0065 |
0.4% |
14% |
False |
True |
641 |
| 20 |
1.6921 |
1.6484 |
0.0437 |
2.6% |
0.0056 |
0.3% |
11% |
False |
True |
503 |
| 40 |
1.7165 |
1.6484 |
0.0681 |
4.1% |
0.0054 |
0.3% |
7% |
False |
True |
342 |
| 60 |
1.7165 |
1.6484 |
0.0681 |
4.1% |
0.0049 |
0.3% |
7% |
False |
True |
257 |
| 80 |
1.7165 |
1.6484 |
0.0681 |
4.1% |
0.0040 |
0.2% |
7% |
False |
True |
193 |
| 100 |
1.7165 |
1.6484 |
0.0681 |
4.1% |
0.0034 |
0.2% |
7% |
False |
True |
158 |
| 120 |
1.7165 |
1.6459 |
0.0706 |
4.3% |
0.0029 |
0.2% |
10% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6988 |
|
2.618 |
1.6831 |
|
1.618 |
1.6735 |
|
1.000 |
1.6676 |
|
0.618 |
1.6639 |
|
HIGH |
1.6580 |
|
0.618 |
1.6543 |
|
0.500 |
1.6532 |
|
0.382 |
1.6521 |
|
LOW |
1.6484 |
|
0.618 |
1.6425 |
|
1.000 |
1.6388 |
|
1.618 |
1.6329 |
|
2.618 |
1.6233 |
|
4.250 |
1.6076 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6532 |
1.6532 |
| PP |
1.6532 |
1.6532 |
| S1 |
1.6531 |
1.6531 |
|