CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6454 |
1.6447 |
-0.0007 |
0.0% |
1.6539 |
| High |
1.6482 |
1.6450 |
-0.0032 |
-0.2% |
1.6598 |
| Low |
1.6426 |
1.6317 |
-0.0109 |
-0.7% |
1.6484 |
| Close |
1.6440 |
1.6318 |
-0.0122 |
-0.7% |
1.6547 |
| Range |
0.0056 |
0.0133 |
0.0077 |
137.5% |
0.0114 |
| ATR |
0.0064 |
0.0069 |
0.0005 |
7.6% |
0.0000 |
| Volume |
7,124 |
7,260 |
136 |
1.9% |
5,213 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6761 |
1.6672 |
1.6391 |
|
| R3 |
1.6628 |
1.6539 |
1.6355 |
|
| R2 |
1.6495 |
1.6495 |
1.6342 |
|
| R1 |
1.6406 |
1.6406 |
1.6330 |
1.6384 |
| PP |
1.6362 |
1.6362 |
1.6362 |
1.6351 |
| S1 |
1.6273 |
1.6273 |
1.6306 |
1.6251 |
| S2 |
1.6229 |
1.6229 |
1.6294 |
|
| S3 |
1.6096 |
1.6140 |
1.6281 |
|
| S4 |
1.5963 |
1.6007 |
1.6245 |
|
|
| 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 |
1.6317 |
0.0312 |
1.9% |
0.0092 |
0.6% |
0% |
False |
True |
4,242 |
| 10 |
1.6629 |
1.6317 |
0.0312 |
1.9% |
0.0072 |
0.4% |
0% |
False |
True |
2,495 |
| 20 |
1.6837 |
1.6317 |
0.0520 |
3.2% |
0.0067 |
0.4% |
0% |
False |
True |
1,466 |
| 40 |
1.7165 |
1.6317 |
0.0848 |
5.2% |
0.0059 |
0.4% |
0% |
False |
True |
853 |
| 60 |
1.7165 |
1.6317 |
0.0848 |
5.2% |
0.0056 |
0.3% |
0% |
False |
True |
616 |
| 80 |
1.7165 |
1.6317 |
0.0848 |
5.2% |
0.0046 |
0.3% |
0% |
False |
True |
465 |
| 100 |
1.7165 |
1.6317 |
0.0848 |
5.2% |
0.0037 |
0.2% |
0% |
False |
True |
373 |
| 120 |
1.7165 |
1.6317 |
0.0848 |
5.2% |
0.0033 |
0.2% |
0% |
False |
True |
313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7015 |
|
2.618 |
1.6798 |
|
1.618 |
1.6665 |
|
1.000 |
1.6583 |
|
0.618 |
1.6532 |
|
HIGH |
1.6450 |
|
0.618 |
1.6399 |
|
0.500 |
1.6384 |
|
0.382 |
1.6368 |
|
LOW |
1.6317 |
|
0.618 |
1.6235 |
|
1.000 |
1.6184 |
|
1.618 |
1.6102 |
|
2.618 |
1.5969 |
|
4.250 |
1.5752 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6384 |
1.6473 |
| PP |
1.6362 |
1.6421 |
| S1 |
1.6340 |
1.6370 |
|