CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6577 |
1.6454 |
-0.0123 |
-0.7% |
1.6539 |
| High |
1.6629 |
1.6482 |
-0.0147 |
-0.9% |
1.6598 |
| Low |
1.6453 |
1.6426 |
-0.0027 |
-0.2% |
1.6484 |
| Close |
1.6459 |
1.6440 |
-0.0019 |
-0.1% |
1.6547 |
| Range |
0.0176 |
0.0056 |
-0.0120 |
-68.2% |
0.0114 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
3,771 |
7,124 |
3,353 |
88.9% |
5,213 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6617 |
1.6585 |
1.6471 |
|
| R3 |
1.6561 |
1.6529 |
1.6455 |
|
| R2 |
1.6505 |
1.6505 |
1.6450 |
|
| R1 |
1.6473 |
1.6473 |
1.6445 |
1.6461 |
| PP |
1.6449 |
1.6449 |
1.6449 |
1.6444 |
| S1 |
1.6417 |
1.6417 |
1.6435 |
1.6405 |
| S2 |
1.6393 |
1.6393 |
1.6430 |
|
| S3 |
1.6337 |
1.6361 |
1.6425 |
|
| S4 |
1.6281 |
1.6305 |
1.6409 |
|
|
| 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 |
1.6629 |
1.6426 |
0.0203 |
1.2% |
0.0078 |
0.5% |
7% |
False |
True |
2,896 |
| 10 |
1.6675 |
1.6426 |
0.0249 |
1.5% |
0.0069 |
0.4% |
6% |
False |
True |
1,914 |
| 20 |
1.6860 |
1.6426 |
0.0434 |
2.6% |
0.0063 |
0.4% |
3% |
False |
True |
1,129 |
| 40 |
1.7165 |
1.6426 |
0.0739 |
4.5% |
0.0057 |
0.3% |
2% |
False |
True |
672 |
| 60 |
1.7165 |
1.6426 |
0.0739 |
4.5% |
0.0054 |
0.3% |
2% |
False |
True |
495 |
| 80 |
1.7165 |
1.6426 |
0.0739 |
4.5% |
0.0045 |
0.3% |
2% |
False |
True |
374 |
| 100 |
1.7165 |
1.6426 |
0.0739 |
4.5% |
0.0036 |
0.2% |
2% |
False |
True |
300 |
| 120 |
1.7165 |
1.6426 |
0.0739 |
4.5% |
0.0032 |
0.2% |
2% |
False |
True |
252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6720 |
|
2.618 |
1.6629 |
|
1.618 |
1.6573 |
|
1.000 |
1.6538 |
|
0.618 |
1.6517 |
|
HIGH |
1.6482 |
|
0.618 |
1.6461 |
|
0.500 |
1.6454 |
|
0.382 |
1.6447 |
|
LOW |
1.6426 |
|
0.618 |
1.6391 |
|
1.000 |
1.6370 |
|
1.618 |
1.6335 |
|
2.618 |
1.6279 |
|
4.250 |
1.6188 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6454 |
1.6528 |
| PP |
1.6449 |
1.6498 |
| S1 |
1.6445 |
1.6469 |
|