CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6447 |
1.6304 |
-0.0143 |
-0.9% |
1.6577 |
| High |
1.6450 |
1.6325 |
-0.0125 |
-0.8% |
1.6629 |
| Low |
1.6317 |
1.6273 |
-0.0044 |
-0.3% |
1.6273 |
| Close |
1.6318 |
1.6316 |
-0.0002 |
0.0% |
1.6316 |
| Range |
0.0133 |
0.0052 |
-0.0081 |
-60.9% |
0.0356 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
7,260 |
11,150 |
3,890 |
53.6% |
29,305 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6461 |
1.6440 |
1.6345 |
|
| R3 |
1.6409 |
1.6388 |
1.6330 |
|
| R2 |
1.6357 |
1.6357 |
1.6326 |
|
| R1 |
1.6336 |
1.6336 |
1.6321 |
1.6347 |
| PP |
1.6305 |
1.6305 |
1.6305 |
1.6310 |
| S1 |
1.6284 |
1.6284 |
1.6311 |
1.6295 |
| S2 |
1.6253 |
1.6253 |
1.6306 |
|
| S3 |
1.6201 |
1.6232 |
1.6302 |
|
| S4 |
1.6149 |
1.6180 |
1.6287 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7474 |
1.7251 |
1.6512 |
|
| R3 |
1.7118 |
1.6895 |
1.6414 |
|
| R2 |
1.6762 |
1.6762 |
1.6381 |
|
| R1 |
1.6539 |
1.6539 |
1.6349 |
1.6473 |
| PP |
1.6406 |
1.6406 |
1.6406 |
1.6373 |
| S1 |
1.6183 |
1.6183 |
1.6283 |
1.6117 |
| S2 |
1.6050 |
1.6050 |
1.6251 |
|
| S3 |
1.5694 |
1.5827 |
1.6218 |
|
| S4 |
1.5338 |
1.5471 |
1.6120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6629 |
1.6273 |
0.0356 |
2.2% |
0.0094 |
0.6% |
12% |
False |
True |
6,362 |
| 10 |
1.6629 |
1.6273 |
0.0356 |
2.2% |
0.0075 |
0.5% |
12% |
False |
True |
3,540 |
| 20 |
1.6824 |
1.6273 |
0.0551 |
3.4% |
0.0068 |
0.4% |
8% |
False |
True |
2,012 |
| 40 |
1.7165 |
1.6273 |
0.0892 |
5.5% |
0.0059 |
0.4% |
5% |
False |
True |
1,127 |
| 60 |
1.7165 |
1.6273 |
0.0892 |
5.5% |
0.0056 |
0.3% |
5% |
False |
True |
802 |
| 80 |
1.7165 |
1.6273 |
0.0892 |
5.5% |
0.0046 |
0.3% |
5% |
False |
True |
604 |
| 100 |
1.7165 |
1.6273 |
0.0892 |
5.5% |
0.0038 |
0.2% |
5% |
False |
True |
484 |
| 120 |
1.7165 |
1.6273 |
0.0892 |
5.5% |
0.0034 |
0.2% |
5% |
False |
True |
406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6546 |
|
2.618 |
1.6461 |
|
1.618 |
1.6409 |
|
1.000 |
1.6377 |
|
0.618 |
1.6357 |
|
HIGH |
1.6325 |
|
0.618 |
1.6305 |
|
0.500 |
1.6299 |
|
0.382 |
1.6293 |
|
LOW |
1.6273 |
|
0.618 |
1.6241 |
|
1.000 |
1.6221 |
|
1.618 |
1.6189 |
|
2.618 |
1.6137 |
|
4.250 |
1.6052 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6310 |
1.6378 |
| PP |
1.6305 |
1.6357 |
| S1 |
1.6299 |
1.6337 |
|