CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6906 |
1.6880 |
-0.0026 |
-0.2% |
1.6969 |
| High |
1.6920 |
1.6886 |
-0.0034 |
-0.2% |
1.6995 |
| Low |
1.6849 |
1.6805 |
-0.0044 |
-0.3% |
1.6805 |
| Close |
1.6876 |
1.6825 |
-0.0051 |
-0.3% |
1.6825 |
| Range |
0.0071 |
0.0081 |
0.0010 |
14.1% |
0.0190 |
| ATR |
0.0064 |
0.0066 |
0.0001 |
1.8% |
0.0000 |
| Volume |
106,986 |
133,168 |
26,182 |
24.5% |
456,097 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7082 |
1.7034 |
1.6870 |
|
| R3 |
1.7001 |
1.6953 |
1.6847 |
|
| R2 |
1.6920 |
1.6920 |
1.6840 |
|
| R1 |
1.6872 |
1.6872 |
1.6832 |
1.6856 |
| PP |
1.6839 |
1.6839 |
1.6839 |
1.6830 |
| S1 |
1.6791 |
1.6791 |
1.6818 |
1.6775 |
| S2 |
1.6758 |
1.6758 |
1.6810 |
|
| S3 |
1.6677 |
1.6710 |
1.6803 |
|
| S4 |
1.6596 |
1.6629 |
1.6780 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7445 |
1.7325 |
1.6930 |
|
| R3 |
1.7255 |
1.7135 |
1.6877 |
|
| R2 |
1.7065 |
1.7065 |
1.6860 |
|
| R1 |
1.6945 |
1.6945 |
1.6842 |
1.6910 |
| PP |
1.6875 |
1.6875 |
1.6875 |
1.6858 |
| S1 |
1.6755 |
1.6755 |
1.6808 |
1.6720 |
| S2 |
1.6685 |
1.6685 |
1.6790 |
|
| S3 |
1.6495 |
1.6565 |
1.6773 |
|
| S4 |
1.6305 |
1.6375 |
1.6721 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6995 |
1.6805 |
0.0190 |
1.1% |
0.0062 |
0.4% |
11% |
False |
True |
91,219 |
| 10 |
1.7092 |
1.6805 |
0.0287 |
1.7% |
0.0059 |
0.4% |
7% |
False |
True |
84,567 |
| 20 |
1.7184 |
1.6805 |
0.0379 |
2.3% |
0.0065 |
0.4% |
5% |
False |
True |
80,997 |
| 40 |
1.7184 |
1.6726 |
0.0458 |
2.7% |
0.0069 |
0.4% |
22% |
False |
False |
83,775 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0069 |
0.4% |
29% |
False |
False |
56,253 |
| 80 |
1.7184 |
1.6665 |
0.0519 |
3.1% |
0.0065 |
0.4% |
31% |
False |
False |
42,247 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0063 |
0.4% |
51% |
False |
False |
33,810 |
| 120 |
1.7184 |
1.6421 |
0.0763 |
4.5% |
0.0055 |
0.3% |
53% |
False |
False |
28,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7230 |
|
2.618 |
1.7098 |
|
1.618 |
1.7017 |
|
1.000 |
1.6967 |
|
0.618 |
1.6936 |
|
HIGH |
1.6886 |
|
0.618 |
1.6855 |
|
0.500 |
1.6846 |
|
0.382 |
1.6836 |
|
LOW |
1.6805 |
|
0.618 |
1.6755 |
|
1.000 |
1.6724 |
|
1.618 |
1.6674 |
|
2.618 |
1.6593 |
|
4.250 |
1.6461 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6846 |
1.6877 |
| PP |
1.6839 |
1.6859 |
| S1 |
1.6832 |
1.6842 |
|