CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6852 |
1.6879 |
0.0027 |
0.2% |
1.6969 |
| High |
1.6883 |
1.6879 |
-0.0004 |
0.0% |
1.6995 |
| Low |
1.6840 |
1.6816 |
-0.0024 |
-0.1% |
1.6805 |
| Close |
1.6869 |
1.6840 |
-0.0029 |
-0.2% |
1.6825 |
| Range |
0.0043 |
0.0063 |
0.0020 |
46.5% |
0.0190 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.0% |
0.0000 |
| Volume |
82,318 |
91,252 |
8,934 |
10.9% |
456,097 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7034 |
1.7000 |
1.6875 |
|
| R3 |
1.6971 |
1.6937 |
1.6857 |
|
| R2 |
1.6908 |
1.6908 |
1.6852 |
|
| R1 |
1.6874 |
1.6874 |
1.6846 |
1.6860 |
| PP |
1.6845 |
1.6845 |
1.6845 |
1.6838 |
| S1 |
1.6811 |
1.6811 |
1.6834 |
1.6797 |
| S2 |
1.6782 |
1.6782 |
1.6828 |
|
| S3 |
1.6719 |
1.6748 |
1.6823 |
|
| S4 |
1.6656 |
1.6685 |
1.6805 |
|
|
| 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 |
1.6920 |
1.6805 |
0.0115 |
0.7% |
0.0062 |
0.4% |
30% |
False |
False |
95,531 |
| 10 |
1.7047 |
1.6805 |
0.0242 |
1.4% |
0.0059 |
0.4% |
14% |
False |
False |
86,907 |
| 20 |
1.7184 |
1.6805 |
0.0379 |
2.3% |
0.0063 |
0.4% |
9% |
False |
False |
82,051 |
| 40 |
1.7184 |
1.6726 |
0.0458 |
2.7% |
0.0068 |
0.4% |
25% |
False |
False |
86,708 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0068 |
0.4% |
32% |
False |
False |
60,200 |
| 80 |
1.7184 |
1.6665 |
0.0519 |
3.1% |
0.0065 |
0.4% |
34% |
False |
False |
45,204 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0064 |
0.4% |
53% |
False |
False |
36,185 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0056 |
0.3% |
53% |
False |
False |
30,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7147 |
|
2.618 |
1.7044 |
|
1.618 |
1.6981 |
|
1.000 |
1.6942 |
|
0.618 |
1.6918 |
|
HIGH |
1.6879 |
|
0.618 |
1.6855 |
|
0.500 |
1.6848 |
|
0.382 |
1.6840 |
|
LOW |
1.6816 |
|
0.618 |
1.6777 |
|
1.000 |
1.6753 |
|
1.618 |
1.6714 |
|
2.618 |
1.6651 |
|
4.250 |
1.6548 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6848 |
1.6846 |
| PP |
1.6845 |
1.6844 |
| S1 |
1.6843 |
1.6842 |
|