CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6561 |
1.6578 |
0.0017 |
0.1% |
1.6539 |
| High |
1.6598 |
1.6598 |
0.0000 |
0.0% |
1.6598 |
| Low |
1.6554 |
1.6547 |
-0.0007 |
0.0% |
1.6484 |
| Close |
1.6570 |
1.6547 |
-0.0023 |
-0.1% |
1.6547 |
| Range |
0.0044 |
0.0051 |
0.0007 |
15.9% |
0.0114 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
551 |
2,505 |
1,954 |
354.6% |
5,213 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6717 |
1.6683 |
1.6575 |
|
| R3 |
1.6666 |
1.6632 |
1.6561 |
|
| R2 |
1.6615 |
1.6615 |
1.6556 |
|
| R1 |
1.6581 |
1.6581 |
1.6552 |
1.6573 |
| PP |
1.6564 |
1.6564 |
1.6564 |
1.6560 |
| S1 |
1.6530 |
1.6530 |
1.6542 |
1.6522 |
| S2 |
1.6513 |
1.6513 |
1.6538 |
|
| S3 |
1.6462 |
1.6479 |
1.6533 |
|
| S4 |
1.6411 |
1.6428 |
1.6519 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6885 |
1.6830 |
1.6610 |
|
| R3 |
1.6771 |
1.6716 |
1.6578 |
|
| R2 |
1.6657 |
1.6657 |
1.6568 |
|
| R1 |
1.6602 |
1.6602 |
1.6557 |
1.6630 |
| PP |
1.6543 |
1.6543 |
1.6543 |
1.6557 |
| S1 |
1.6488 |
1.6488 |
1.6537 |
1.6516 |
| S2 |
1.6429 |
1.6429 |
1.6526 |
|
| S3 |
1.6315 |
1.6374 |
1.6516 |
|
| S4 |
1.6201 |
1.6260 |
1.6484 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6598 |
1.6484 |
0.0114 |
0.7% |
0.0059 |
0.4% |
55% |
True |
False |
1,042 |
| 10 |
1.6719 |
1.6484 |
0.0235 |
1.4% |
0.0060 |
0.4% |
27% |
False |
False |
870 |
| 20 |
1.6866 |
1.6484 |
0.0382 |
2.3% |
0.0055 |
0.3% |
16% |
False |
False |
629 |
| 40 |
1.7165 |
1.6484 |
0.0681 |
4.1% |
0.0053 |
0.3% |
9% |
False |
False |
409 |
| 60 |
1.7165 |
1.6484 |
0.0681 |
4.1% |
0.0051 |
0.3% |
9% |
False |
False |
314 |
| 80 |
1.7165 |
1.6484 |
0.0681 |
4.1% |
0.0042 |
0.3% |
9% |
False |
False |
238 |
| 100 |
1.7165 |
1.6484 |
0.0681 |
4.1% |
0.0034 |
0.2% |
9% |
False |
False |
193 |
| 120 |
1.7165 |
1.6459 |
0.0706 |
4.3% |
0.0030 |
0.2% |
12% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6815 |
|
2.618 |
1.6732 |
|
1.618 |
1.6681 |
|
1.000 |
1.6649 |
|
0.618 |
1.6630 |
|
HIGH |
1.6598 |
|
0.618 |
1.6579 |
|
0.500 |
1.6573 |
|
0.382 |
1.6566 |
|
LOW |
1.6547 |
|
0.618 |
1.6515 |
|
1.000 |
1.6496 |
|
1.618 |
1.6464 |
|
2.618 |
1.6413 |
|
4.250 |
1.6330 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6573 |
1.6563 |
| PP |
1.6564 |
1.6557 |
| S1 |
1.6556 |
1.6552 |
|