CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 08-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7152 |
1.7121 |
-0.0031 |
-0.2% |
1.7025 |
| High |
1.7153 |
1.7139 |
-0.0014 |
-0.1% |
1.7169 |
| Low |
1.7099 |
1.7076 |
-0.0023 |
-0.1% |
1.6998 |
| Close |
1.7122 |
1.7119 |
-0.0003 |
0.0% |
1.7139 |
| Range |
0.0054 |
0.0063 |
0.0009 |
16.7% |
0.0171 |
| ATR |
0.0070 |
0.0069 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
76,692 |
68,032 |
-8,660 |
-11.3% |
333,741 |
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7300 |
1.7273 |
1.7154 |
|
| R3 |
1.7237 |
1.7210 |
1.7136 |
|
| R2 |
1.7174 |
1.7174 |
1.7131 |
|
| R1 |
1.7147 |
1.7147 |
1.7125 |
1.7129 |
| PP |
1.7111 |
1.7111 |
1.7111 |
1.7103 |
| S1 |
1.7084 |
1.7084 |
1.7113 |
1.7066 |
| S2 |
1.7048 |
1.7048 |
1.7107 |
|
| S3 |
1.6985 |
1.7021 |
1.7102 |
|
| S4 |
1.6922 |
1.6958 |
1.7084 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7615 |
1.7548 |
1.7233 |
|
| R3 |
1.7444 |
1.7377 |
1.7186 |
|
| R2 |
1.7273 |
1.7273 |
1.7170 |
|
| R1 |
1.7206 |
1.7206 |
1.7155 |
1.7240 |
| PP |
1.7102 |
1.7102 |
1.7102 |
1.7119 |
| S1 |
1.7035 |
1.7035 |
1.7123 |
1.7069 |
| S2 |
1.6931 |
1.6931 |
1.7108 |
|
| S3 |
1.6760 |
1.6864 |
1.7092 |
|
| S4 |
1.6589 |
1.6693 |
1.7045 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7169 |
1.7076 |
0.0093 |
0.5% |
0.0061 |
0.4% |
46% |
False |
True |
76,422 |
| 10 |
1.7169 |
1.6941 |
0.0228 |
1.3% |
0.0065 |
0.4% |
78% |
False |
False |
82,440 |
| 20 |
1.7169 |
1.6726 |
0.0443 |
2.6% |
0.0074 |
0.4% |
89% |
False |
False |
91,822 |
| 40 |
1.7169 |
1.6680 |
0.0489 |
2.9% |
0.0070 |
0.4% |
90% |
False |
False |
47,488 |
| 60 |
1.7169 |
1.6665 |
0.0504 |
2.9% |
0.0065 |
0.4% |
90% |
False |
False |
31,732 |
| 80 |
1.7169 |
1.6448 |
0.0721 |
4.2% |
0.0064 |
0.4% |
93% |
False |
False |
23,822 |
| 100 |
1.7169 |
1.6448 |
0.0721 |
4.2% |
0.0054 |
0.3% |
93% |
False |
False |
19,059 |
| 120 |
1.7169 |
1.6241 |
0.0928 |
5.4% |
0.0045 |
0.3% |
95% |
False |
False |
15,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7407 |
|
2.618 |
1.7304 |
|
1.618 |
1.7241 |
|
1.000 |
1.7202 |
|
0.618 |
1.7178 |
|
HIGH |
1.7139 |
|
0.618 |
1.7115 |
|
0.500 |
1.7108 |
|
0.382 |
1.7100 |
|
LOW |
1.7076 |
|
0.618 |
1.7037 |
|
1.000 |
1.7013 |
|
1.618 |
1.6974 |
|
2.618 |
1.6911 |
|
4.250 |
1.6808 |
|
|
| Fisher Pivots for day following 08-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7115 |
1.7118 |
| PP |
1.7111 |
1.7117 |
| S1 |
1.7108 |
1.7116 |
|