CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7056 |
1.7032 |
-0.0024 |
-0.1% |
1.7110 |
| High |
1.7088 |
1.7047 |
-0.0041 |
-0.2% |
1.7184 |
| Low |
1.7016 |
1.6959 |
-0.0057 |
-0.3% |
1.7028 |
| Close |
1.7021 |
1.6977 |
-0.0044 |
-0.3% |
1.7086 |
| Range |
0.0072 |
0.0088 |
0.0016 |
22.2% |
0.0156 |
| ATR |
0.0067 |
0.0069 |
0.0001 |
2.2% |
0.0000 |
| Volume |
95,680 |
102,901 |
7,221 |
7.5% |
437,481 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7258 |
1.7206 |
1.7025 |
|
| R3 |
1.7170 |
1.7118 |
1.7001 |
|
| R2 |
1.7082 |
1.7082 |
1.6993 |
|
| R1 |
1.7030 |
1.7030 |
1.6985 |
1.7012 |
| PP |
1.6994 |
1.6994 |
1.6994 |
1.6986 |
| S1 |
1.6942 |
1.6942 |
1.6969 |
1.6924 |
| S2 |
1.6906 |
1.6906 |
1.6961 |
|
| S3 |
1.6818 |
1.6854 |
1.6953 |
|
| S4 |
1.6730 |
1.6766 |
1.6929 |
|
|
| 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 |
1.7110 |
1.6959 |
0.0151 |
0.9% |
0.0066 |
0.4% |
12% |
False |
True |
82,303 |
| 10 |
1.7184 |
1.6959 |
0.0225 |
1.3% |
0.0070 |
0.4% |
8% |
False |
True |
81,035 |
| 20 |
1.7184 |
1.6959 |
0.0225 |
1.3% |
0.0068 |
0.4% |
8% |
False |
True |
79,489 |
| 40 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0069 |
0.4% |
59% |
False |
False |
70,999 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0069 |
0.4% |
59% |
False |
False |
47,473 |
| 80 |
1.7184 |
1.6550 |
0.0634 |
3.7% |
0.0065 |
0.4% |
67% |
False |
False |
35,642 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.3% |
0.0061 |
0.4% |
72% |
False |
False |
28,524 |
| 120 |
1.7184 |
1.6241 |
0.0943 |
5.6% |
0.0052 |
0.3% |
78% |
False |
False |
23,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7421 |
|
2.618 |
1.7277 |
|
1.618 |
1.7189 |
|
1.000 |
1.7135 |
|
0.618 |
1.7101 |
|
HIGH |
1.7047 |
|
0.618 |
1.7013 |
|
0.500 |
1.7003 |
|
0.382 |
1.6993 |
|
LOW |
1.6959 |
|
0.618 |
1.6905 |
|
1.000 |
1.6871 |
|
1.618 |
1.6817 |
|
2.618 |
1.6729 |
|
4.250 |
1.6585 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7003 |
1.7024 |
| PP |
1.6994 |
1.7008 |
| S1 |
1.6986 |
1.6993 |
|