CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6969 |
1.6975 |
0.0006 |
0.0% |
1.7077 |
| High |
1.6995 |
1.6989 |
-0.0006 |
0.0% |
1.7092 |
| Low |
1.6966 |
1.6926 |
-0.0040 |
-0.2% |
1.6954 |
| Close |
1.6973 |
1.6938 |
-0.0035 |
-0.2% |
1.6969 |
| Range |
0.0029 |
0.0063 |
0.0034 |
117.2% |
0.0138 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
47,530 |
75,837 |
28,307 |
59.6% |
389,579 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7140 |
1.7102 |
1.6973 |
|
| R3 |
1.7077 |
1.7039 |
1.6955 |
|
| R2 |
1.7014 |
1.7014 |
1.6950 |
|
| R1 |
1.6976 |
1.6976 |
1.6944 |
1.6964 |
| PP |
1.6951 |
1.6951 |
1.6951 |
1.6945 |
| S1 |
1.6913 |
1.6913 |
1.6932 |
1.6901 |
| S2 |
1.6888 |
1.6888 |
1.6926 |
|
| S3 |
1.6825 |
1.6850 |
1.6921 |
|
| S4 |
1.6762 |
1.6787 |
1.6903 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7419 |
1.7332 |
1.7045 |
|
| R3 |
1.7281 |
1.7194 |
1.7007 |
|
| R2 |
1.7143 |
1.7143 |
1.6994 |
|
| R1 |
1.7056 |
1.7056 |
1.6982 |
1.7031 |
| PP |
1.7005 |
1.7005 |
1.7005 |
1.6992 |
| S1 |
1.6918 |
1.6918 |
1.6956 |
1.6893 |
| S2 |
1.6867 |
1.6867 |
1.6944 |
|
| S3 |
1.6729 |
1.6780 |
1.6931 |
|
| S4 |
1.6591 |
1.6642 |
1.6893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7088 |
1.6926 |
0.0162 |
1.0% |
0.0058 |
0.3% |
7% |
False |
True |
78,903 |
| 10 |
1.7143 |
1.6926 |
0.0217 |
1.3% |
0.0056 |
0.3% |
6% |
False |
True |
74,690 |
| 20 |
1.7184 |
1.6926 |
0.0258 |
1.5% |
0.0063 |
0.4% |
5% |
False |
True |
76,230 |
| 40 |
1.7184 |
1.6690 |
0.0494 |
2.9% |
0.0069 |
0.4% |
50% |
False |
False |
75,636 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0068 |
0.4% |
51% |
False |
False |
50,721 |
| 80 |
1.7184 |
1.6550 |
0.0634 |
3.7% |
0.0065 |
0.4% |
61% |
False |
False |
38,089 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.3% |
0.0061 |
0.4% |
67% |
False |
False |
30,483 |
| 120 |
1.7184 |
1.6241 |
0.0943 |
5.6% |
0.0053 |
0.3% |
74% |
False |
False |
25,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7257 |
|
2.618 |
1.7154 |
|
1.618 |
1.7091 |
|
1.000 |
1.7052 |
|
0.618 |
1.7028 |
|
HIGH |
1.6989 |
|
0.618 |
1.6965 |
|
0.500 |
1.6958 |
|
0.382 |
1.6950 |
|
LOW |
1.6926 |
|
0.618 |
1.6887 |
|
1.000 |
1.6863 |
|
1.618 |
1.6824 |
|
2.618 |
1.6761 |
|
4.250 |
1.6658 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6958 |
1.6961 |
| PP |
1.6951 |
1.6953 |
| S1 |
1.6945 |
1.6946 |
|