CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7066 |
1.7056 |
-0.0010 |
-0.1% |
1.7110 |
| High |
1.7076 |
1.7088 |
0.0012 |
0.1% |
1.7184 |
| Low |
1.7033 |
1.7016 |
-0.0017 |
-0.1% |
1.7028 |
| Close |
1.7052 |
1.7021 |
-0.0031 |
-0.2% |
1.7086 |
| Range |
0.0043 |
0.0072 |
0.0029 |
67.4% |
0.0156 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.5% |
0.0000 |
| Volume |
71,338 |
95,680 |
24,342 |
34.1% |
437,481 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7258 |
1.7211 |
1.7061 |
|
| R3 |
1.7186 |
1.7139 |
1.7041 |
|
| R2 |
1.7114 |
1.7114 |
1.7034 |
|
| R1 |
1.7067 |
1.7067 |
1.7028 |
1.7055 |
| PP |
1.7042 |
1.7042 |
1.7042 |
1.7035 |
| S1 |
1.6995 |
1.6995 |
1.7014 |
1.6983 |
| S2 |
1.6970 |
1.6970 |
1.7008 |
|
| S3 |
1.6898 |
1.6923 |
1.7001 |
|
| S4 |
1.6826 |
1.6851 |
1.6981 |
|
|
| 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 |
1.7135 |
1.7016 |
0.0119 |
0.7% |
0.0060 |
0.4% |
4% |
False |
True |
73,932 |
| 10 |
1.7184 |
1.7016 |
0.0168 |
1.0% |
0.0067 |
0.4% |
3% |
False |
True |
77,195 |
| 20 |
1.7184 |
1.6941 |
0.0243 |
1.4% |
0.0066 |
0.4% |
33% |
False |
False |
78,309 |
| 40 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0070 |
0.4% |
68% |
False |
False |
68,456 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0069 |
0.4% |
68% |
False |
False |
45,760 |
| 80 |
1.7184 |
1.6550 |
0.0634 |
3.7% |
0.0065 |
0.4% |
74% |
False |
False |
34,357 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.3% |
0.0061 |
0.4% |
78% |
False |
False |
27,495 |
| 120 |
1.7184 |
1.6241 |
0.0943 |
5.5% |
0.0051 |
0.3% |
83% |
False |
False |
22,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7394 |
|
2.618 |
1.7276 |
|
1.618 |
1.7204 |
|
1.000 |
1.7160 |
|
0.618 |
1.7132 |
|
HIGH |
1.7088 |
|
0.618 |
1.7060 |
|
0.500 |
1.7052 |
|
0.382 |
1.7044 |
|
LOW |
1.7016 |
|
0.618 |
1.6972 |
|
1.000 |
1.6944 |
|
1.618 |
1.6900 |
|
2.618 |
1.6828 |
|
4.250 |
1.6710 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7052 |
1.7054 |
| PP |
1.7042 |
1.7043 |
| S1 |
1.7031 |
1.7032 |
|