CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 15-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7110 |
1.7077 |
-0.0033 |
-0.2% |
1.7152 |
| High |
1.7136 |
1.7184 |
0.0048 |
0.3% |
1.7160 |
| Low |
1.7061 |
1.7050 |
-0.0011 |
-0.1% |
1.7076 |
| Close |
1.7072 |
1.7138 |
0.0066 |
0.4% |
1.7108 |
| Range |
0.0075 |
0.0134 |
0.0059 |
78.7% |
0.0084 |
| ATR |
0.0069 |
0.0073 |
0.0005 |
6.8% |
0.0000 |
| Volume |
76,426 |
127,097 |
50,671 |
66.3% |
336,794 |
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7526 |
1.7466 |
1.7212 |
|
| R3 |
1.7392 |
1.7332 |
1.7175 |
|
| R2 |
1.7258 |
1.7258 |
1.7163 |
|
| R1 |
1.7198 |
1.7198 |
1.7150 |
1.7228 |
| PP |
1.7124 |
1.7124 |
1.7124 |
1.7139 |
| S1 |
1.7064 |
1.7064 |
1.7126 |
1.7094 |
| S2 |
1.6990 |
1.6990 |
1.7113 |
|
| S3 |
1.6856 |
1.6930 |
1.7101 |
|
| S4 |
1.6722 |
1.6796 |
1.7064 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7367 |
1.7321 |
1.7154 |
|
| R3 |
1.7283 |
1.7237 |
1.7131 |
|
| R2 |
1.7199 |
1.7199 |
1.7123 |
|
| R1 |
1.7153 |
1.7153 |
1.7116 |
1.7134 |
| PP |
1.7115 |
1.7115 |
1.7115 |
1.7105 |
| S1 |
1.7069 |
1.7069 |
1.7100 |
1.7050 |
| S2 |
1.7031 |
1.7031 |
1.7093 |
|
| S3 |
1.6947 |
1.6985 |
1.7085 |
|
| S4 |
1.6863 |
1.6901 |
1.7062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7184 |
1.7050 |
0.0134 |
0.8% |
0.0080 |
0.5% |
66% |
True |
True |
79,118 |
| 10 |
1.7184 |
1.7050 |
0.0134 |
0.8% |
0.0071 |
0.4% |
66% |
True |
True |
77,770 |
| 20 |
1.7184 |
1.6897 |
0.0287 |
1.7% |
0.0069 |
0.4% |
84% |
True |
False |
83,527 |
| 40 |
1.7184 |
1.6680 |
0.0504 |
2.9% |
0.0071 |
0.4% |
91% |
True |
False |
57,312 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
2.9% |
0.0068 |
0.4% |
91% |
True |
False |
38,311 |
| 80 |
1.7184 |
1.6448 |
0.0736 |
4.3% |
0.0065 |
0.4% |
94% |
True |
False |
28,763 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.3% |
0.0058 |
0.3% |
94% |
True |
False |
23,014 |
| 120 |
1.7184 |
1.6241 |
0.0943 |
5.5% |
0.0049 |
0.3% |
95% |
True |
False |
19,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7754 |
|
2.618 |
1.7535 |
|
1.618 |
1.7401 |
|
1.000 |
1.7318 |
|
0.618 |
1.7267 |
|
HIGH |
1.7184 |
|
0.618 |
1.7133 |
|
0.500 |
1.7117 |
|
0.382 |
1.7101 |
|
LOW |
1.7050 |
|
0.618 |
1.6967 |
|
1.000 |
1.6916 |
|
1.618 |
1.6833 |
|
2.618 |
1.6699 |
|
4.250 |
1.6481 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7131 |
1.7131 |
| PP |
1.7124 |
1.7124 |
| S1 |
1.7117 |
1.7117 |
|