CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6767 |
1.6781 |
0.0014 |
0.1% |
1.6821 |
| High |
1.6791 |
1.6811 |
0.0020 |
0.1% |
1.6883 |
| Low |
1.6766 |
1.6752 |
-0.0014 |
-0.1% |
1.6761 |
| Close |
1.6781 |
1.6808 |
0.0027 |
0.2% |
1.6770 |
| Range |
0.0025 |
0.0059 |
0.0034 |
136.0% |
0.0122 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.0% |
0.0000 |
| Volume |
56,113 |
65,066 |
8,953 |
16.0% |
410,430 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6967 |
1.6947 |
1.6840 |
|
| R3 |
1.6908 |
1.6888 |
1.6824 |
|
| R2 |
1.6849 |
1.6849 |
1.6819 |
|
| R1 |
1.6829 |
1.6829 |
1.6813 |
1.6839 |
| PP |
1.6790 |
1.6790 |
1.6790 |
1.6796 |
| S1 |
1.6770 |
1.6770 |
1.6803 |
1.6780 |
| S2 |
1.6731 |
1.6731 |
1.6797 |
|
| S3 |
1.6672 |
1.6711 |
1.6792 |
|
| S4 |
1.6613 |
1.6652 |
1.6776 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7171 |
1.7092 |
1.6837 |
|
| R3 |
1.7049 |
1.6970 |
1.6804 |
|
| R2 |
1.6927 |
1.6927 |
1.6792 |
|
| R1 |
1.6848 |
1.6848 |
1.6781 |
1.6827 |
| PP |
1.6805 |
1.6805 |
1.6805 |
1.6794 |
| S1 |
1.6726 |
1.6726 |
1.6759 |
1.6705 |
| S2 |
1.6683 |
1.6683 |
1.6748 |
|
| S3 |
1.6561 |
1.6604 |
1.6736 |
|
| S4 |
1.6439 |
1.6482 |
1.6703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6879 |
1.6752 |
0.0127 |
0.8% |
0.0051 |
0.3% |
44% |
False |
True |
77,071 |
| 10 |
1.6948 |
1.6752 |
0.0196 |
1.2% |
0.0057 |
0.3% |
29% |
False |
True |
86,433 |
| 20 |
1.7143 |
1.6752 |
0.0391 |
2.3% |
0.0056 |
0.3% |
14% |
False |
True |
80,562 |
| 40 |
1.7184 |
1.6752 |
0.0432 |
2.6% |
0.0063 |
0.4% |
13% |
False |
True |
82,045 |
| 60 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0066 |
0.4% |
25% |
False |
False |
65,062 |
| 80 |
1.7184 |
1.6680 |
0.0504 |
3.0% |
0.0065 |
0.4% |
25% |
False |
False |
48,874 |
| 100 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0063 |
0.4% |
49% |
False |
False |
39,123 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0058 |
0.3% |
49% |
False |
False |
32,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7062 |
|
2.618 |
1.6965 |
|
1.618 |
1.6906 |
|
1.000 |
1.6870 |
|
0.618 |
1.6847 |
|
HIGH |
1.6811 |
|
0.618 |
1.6788 |
|
0.500 |
1.6782 |
|
0.382 |
1.6775 |
|
LOW |
1.6752 |
|
0.618 |
1.6716 |
|
1.000 |
1.6693 |
|
1.618 |
1.6657 |
|
2.618 |
1.6598 |
|
4.250 |
1.6501 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6799 |
1.6802 |
| PP |
1.6790 |
1.6796 |
| S1 |
1.6782 |
1.6791 |
|