CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6721 |
1.6610 |
-0.0111 |
-0.7% |
1.6767 |
| High |
1.6725 |
1.6678 |
-0.0047 |
-0.3% |
1.6842 |
| Low |
1.6607 |
1.6587 |
-0.0020 |
-0.1% |
1.6653 |
| Close |
1.6615 |
1.6595 |
-0.0020 |
-0.1% |
1.6693 |
| Range |
0.0118 |
0.0091 |
-0.0027 |
-22.9% |
0.0189 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
2.9% |
0.0000 |
| Volume |
96,849 |
124,887 |
28,038 |
29.0% |
439,020 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6893 |
1.6835 |
1.6645 |
|
| R3 |
1.6802 |
1.6744 |
1.6620 |
|
| R2 |
1.6711 |
1.6711 |
1.6612 |
|
| R1 |
1.6653 |
1.6653 |
1.6603 |
1.6637 |
| PP |
1.6620 |
1.6620 |
1.6620 |
1.6612 |
| S1 |
1.6562 |
1.6562 |
1.6587 |
1.6546 |
| S2 |
1.6529 |
1.6529 |
1.6578 |
|
| S3 |
1.6438 |
1.6471 |
1.6570 |
|
| S4 |
1.6347 |
1.6380 |
1.6545 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7296 |
1.7184 |
1.6797 |
|
| R3 |
1.7107 |
1.6995 |
1.6745 |
|
| R2 |
1.6918 |
1.6918 |
1.6728 |
|
| R1 |
1.6806 |
1.6806 |
1.6710 |
1.6768 |
| PP |
1.6729 |
1.6729 |
1.6729 |
1.6710 |
| S1 |
1.6617 |
1.6617 |
1.6676 |
1.6579 |
| S2 |
1.6540 |
1.6540 |
1.6658 |
|
| S3 |
1.6351 |
1.6428 |
1.6641 |
|
| S4 |
1.6162 |
1.6239 |
1.6589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6734 |
1.6587 |
0.0147 |
0.9% |
0.0063 |
0.4% |
5% |
False |
True |
86,712 |
| 10 |
1.6859 |
1.6587 |
0.0272 |
1.6% |
0.0067 |
0.4% |
3% |
False |
True |
88,965 |
| 20 |
1.7047 |
1.6587 |
0.0460 |
2.8% |
0.0063 |
0.4% |
2% |
False |
True |
87,936 |
| 40 |
1.7184 |
1.6587 |
0.0597 |
3.6% |
0.0064 |
0.4% |
1% |
False |
True |
83,122 |
| 60 |
1.7184 |
1.6587 |
0.0597 |
3.6% |
0.0068 |
0.4% |
1% |
False |
True |
74,950 |
| 80 |
1.7184 |
1.6587 |
0.0597 |
3.6% |
0.0067 |
0.4% |
1% |
False |
True |
56,304 |
| 100 |
1.7184 |
1.6550 |
0.0634 |
3.8% |
0.0065 |
0.4% |
7% |
False |
False |
45,073 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0061 |
0.4% |
20% |
False |
False |
37,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7065 |
|
2.618 |
1.6916 |
|
1.618 |
1.6825 |
|
1.000 |
1.6769 |
|
0.618 |
1.6734 |
|
HIGH |
1.6678 |
|
0.618 |
1.6643 |
|
0.500 |
1.6633 |
|
0.382 |
1.6622 |
|
LOW |
1.6587 |
|
0.618 |
1.6531 |
|
1.000 |
1.6496 |
|
1.618 |
1.6440 |
|
2.618 |
1.6349 |
|
4.250 |
1.6200 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6633 |
1.6661 |
| PP |
1.6620 |
1.6639 |
| S1 |
1.6608 |
1.6617 |
|