CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6936 |
1.6906 |
-0.0030 |
-0.2% |
1.7077 |
| High |
1.6948 |
1.6920 |
-0.0028 |
-0.2% |
1.7092 |
| Low |
1.6883 |
1.6849 |
-0.0034 |
-0.2% |
1.6954 |
| Close |
1.6909 |
1.6876 |
-0.0033 |
-0.2% |
1.6969 |
| Range |
0.0065 |
0.0071 |
0.0006 |
9.2% |
0.0138 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
0.8% |
0.0000 |
| Volume |
92,576 |
106,986 |
14,410 |
15.6% |
389,579 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7095 |
1.7056 |
1.6915 |
|
| R3 |
1.7024 |
1.6985 |
1.6896 |
|
| R2 |
1.6953 |
1.6953 |
1.6889 |
|
| R1 |
1.6914 |
1.6914 |
1.6883 |
1.6898 |
| PP |
1.6882 |
1.6882 |
1.6882 |
1.6874 |
| S1 |
1.6843 |
1.6843 |
1.6869 |
1.6827 |
| S2 |
1.6811 |
1.6811 |
1.6863 |
|
| S3 |
1.6740 |
1.6772 |
1.6856 |
|
| S4 |
1.6669 |
1.6701 |
1.6837 |
|
|
| 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 |
1.6995 |
1.6849 |
0.0146 |
0.9% |
0.0053 |
0.3% |
18% |
False |
True |
79,099 |
| 10 |
1.7110 |
1.6849 |
0.0261 |
1.5% |
0.0059 |
0.4% |
10% |
False |
True |
80,701 |
| 20 |
1.7184 |
1.6849 |
0.0335 |
2.0% |
0.0065 |
0.4% |
8% |
False |
True |
78,434 |
| 40 |
1.7184 |
1.6710 |
0.0474 |
2.8% |
0.0070 |
0.4% |
35% |
False |
False |
80,549 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0068 |
0.4% |
39% |
False |
False |
54,040 |
| 80 |
1.7184 |
1.6594 |
0.0590 |
3.5% |
0.0066 |
0.4% |
48% |
False |
False |
40,583 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0063 |
0.4% |
58% |
False |
False |
32,478 |
| 120 |
1.7184 |
1.6375 |
0.0809 |
4.8% |
0.0054 |
0.3% |
62% |
False |
False |
27,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7222 |
|
2.618 |
1.7106 |
|
1.618 |
1.7035 |
|
1.000 |
1.6991 |
|
0.618 |
1.6964 |
|
HIGH |
1.6920 |
|
0.618 |
1.6893 |
|
0.500 |
1.6885 |
|
0.382 |
1.6876 |
|
LOW |
1.6849 |
|
0.618 |
1.6805 |
|
1.000 |
1.6778 |
|
1.618 |
1.6734 |
|
2.618 |
1.6663 |
|
4.250 |
1.6547 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6885 |
1.6919 |
| PP |
1.6882 |
1.6905 |
| S1 |
1.6879 |
1.6890 |
|