CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 10-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7120 |
1.7147 |
0.0027 |
0.2% |
1.7025 |
| High |
1.7152 |
1.7160 |
0.0008 |
0.0% |
1.7169 |
| Low |
1.7085 |
1.7096 |
0.0011 |
0.1% |
1.6998 |
| Close |
1.7149 |
1.7133 |
-0.0016 |
-0.1% |
1.7139 |
| Range |
0.0067 |
0.0064 |
-0.0003 |
-4.5% |
0.0171 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
71,708 |
64,503 |
-7,205 |
-10.0% |
333,741 |
|
| Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7322 |
1.7291 |
1.7168 |
|
| R3 |
1.7258 |
1.7227 |
1.7151 |
|
| R2 |
1.7194 |
1.7194 |
1.7145 |
|
| R1 |
1.7163 |
1.7163 |
1.7139 |
1.7147 |
| PP |
1.7130 |
1.7130 |
1.7130 |
1.7121 |
| S1 |
1.7099 |
1.7099 |
1.7127 |
1.7083 |
| S2 |
1.7066 |
1.7066 |
1.7121 |
|
| S3 |
1.7002 |
1.7035 |
1.7115 |
|
| S4 |
1.6938 |
1.6971 |
1.7098 |
|
|
| 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 |
1.7160 |
1.7076 |
0.0084 |
0.5% |
0.0066 |
0.4% |
68% |
True |
False |
72,569 |
| 10 |
1.7169 |
1.6960 |
0.0209 |
1.2% |
0.0066 |
0.4% |
83% |
False |
False |
77,944 |
| 20 |
1.7169 |
1.6775 |
0.0394 |
2.3% |
0.0073 |
0.4% |
91% |
False |
False |
89,493 |
| 40 |
1.7169 |
1.6680 |
0.0489 |
2.9% |
0.0071 |
0.4% |
93% |
False |
False |
50,879 |
| 60 |
1.7169 |
1.6665 |
0.0504 |
2.9% |
0.0066 |
0.4% |
93% |
False |
False |
33,994 |
| 80 |
1.7169 |
1.6448 |
0.0721 |
4.2% |
0.0065 |
0.4% |
95% |
False |
False |
25,524 |
| 100 |
1.7169 |
1.6448 |
0.0721 |
4.2% |
0.0055 |
0.3% |
95% |
False |
False |
20,421 |
| 120 |
1.7169 |
1.6241 |
0.0928 |
5.4% |
0.0046 |
0.3% |
96% |
False |
False |
17,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7432 |
|
2.618 |
1.7328 |
|
1.618 |
1.7264 |
|
1.000 |
1.7224 |
|
0.618 |
1.7200 |
|
HIGH |
1.7160 |
|
0.618 |
1.7136 |
|
0.500 |
1.7128 |
|
0.382 |
1.7120 |
|
LOW |
1.7096 |
|
0.618 |
1.7056 |
|
1.000 |
1.7032 |
|
1.618 |
1.6992 |
|
2.618 |
1.6928 |
|
4.250 |
1.6824 |
|
|
| Fisher Pivots for day following 10-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7131 |
1.7128 |
| PP |
1.7130 |
1.7123 |
| S1 |
1.7128 |
1.7118 |
|