CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7077 |
1.7066 |
-0.0011 |
-0.1% |
1.7110 |
| High |
1.7092 |
1.7076 |
-0.0016 |
-0.1% |
1.7184 |
| Low |
1.7048 |
1.7033 |
-0.0015 |
-0.1% |
1.7028 |
| Close |
1.7066 |
1.7052 |
-0.0014 |
-0.1% |
1.7086 |
| Range |
0.0044 |
0.0043 |
-0.0001 |
-2.3% |
0.0156 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
47,091 |
71,338 |
24,247 |
51.5% |
437,481 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7183 |
1.7160 |
1.7076 |
|
| R3 |
1.7140 |
1.7117 |
1.7064 |
|
| R2 |
1.7097 |
1.7097 |
1.7060 |
|
| R1 |
1.7074 |
1.7074 |
1.7056 |
1.7064 |
| PP |
1.7054 |
1.7054 |
1.7054 |
1.7049 |
| S1 |
1.7031 |
1.7031 |
1.7048 |
1.7021 |
| S2 |
1.7011 |
1.7011 |
1.7044 |
|
| S3 |
1.6968 |
1.6988 |
1.7040 |
|
| S4 |
1.6925 |
1.6945 |
1.7028 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7567 |
1.7483 |
1.7172 |
|
| R3 |
1.7411 |
1.7327 |
1.7129 |
|
| R2 |
1.7255 |
1.7255 |
1.7115 |
|
| R1 |
1.7171 |
1.7171 |
1.7100 |
1.7135 |
| PP |
1.7099 |
1.7099 |
1.7099 |
1.7082 |
| S1 |
1.7015 |
1.7015 |
1.7072 |
1.6979 |
| S2 |
1.6943 |
1.6943 |
1.7057 |
|
| S3 |
1.6787 |
1.6859 |
1.7043 |
|
| S4 |
1.6631 |
1.6703 |
1.7000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7143 |
1.7028 |
0.0115 |
0.7% |
0.0053 |
0.3% |
21% |
False |
False |
70,477 |
| 10 |
1.7184 |
1.7028 |
0.0156 |
0.9% |
0.0067 |
0.4% |
15% |
False |
False |
74,798 |
| 20 |
1.7184 |
1.6941 |
0.0243 |
1.4% |
0.0066 |
0.4% |
46% |
False |
False |
78,619 |
| 40 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0071 |
0.4% |
74% |
False |
False |
66,074 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0069 |
0.4% |
74% |
False |
False |
44,172 |
| 80 |
1.7184 |
1.6550 |
0.0634 |
3.7% |
0.0065 |
0.4% |
79% |
False |
False |
33,163 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.3% |
0.0060 |
0.4% |
82% |
False |
False |
26,538 |
| 120 |
1.7184 |
1.6241 |
0.0943 |
5.5% |
0.0051 |
0.3% |
86% |
False |
False |
22,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7259 |
|
2.618 |
1.7189 |
|
1.618 |
1.7146 |
|
1.000 |
1.7119 |
|
0.618 |
1.7103 |
|
HIGH |
1.7076 |
|
0.618 |
1.7060 |
|
0.500 |
1.7055 |
|
0.382 |
1.7049 |
|
LOW |
1.7033 |
|
0.618 |
1.7006 |
|
1.000 |
1.6990 |
|
1.618 |
1.6963 |
|
2.618 |
1.6920 |
|
4.250 |
1.6850 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7055 |
1.7069 |
| PP |
1.7054 |
1.7063 |
| S1 |
1.7053 |
1.7058 |
|