CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6610 |
1.6593 |
-0.0017 |
-0.1% |
1.6767 |
| High |
1.6678 |
1.6598 |
-0.0080 |
-0.5% |
1.6842 |
| Low |
1.6587 |
1.6562 |
-0.0025 |
-0.2% |
1.6653 |
| Close |
1.6595 |
1.6583 |
-0.0012 |
-0.1% |
1.6693 |
| Range |
0.0091 |
0.0036 |
-0.0055 |
-60.4% |
0.0189 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
124,887 |
63,504 |
-61,383 |
-49.2% |
439,020 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6689 |
1.6672 |
1.6603 |
|
| R3 |
1.6653 |
1.6636 |
1.6593 |
|
| R2 |
1.6617 |
1.6617 |
1.6590 |
|
| R1 |
1.6600 |
1.6600 |
1.6586 |
1.6591 |
| PP |
1.6581 |
1.6581 |
1.6581 |
1.6576 |
| S1 |
1.6564 |
1.6564 |
1.6580 |
1.6555 |
| S2 |
1.6545 |
1.6545 |
1.6576 |
|
| S3 |
1.6509 |
1.6528 |
1.6573 |
|
| S4 |
1.6473 |
1.6492 |
1.6563 |
|
|
| 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 |
1.6562 |
0.0172 |
1.0% |
0.0062 |
0.4% |
12% |
False |
True |
83,217 |
| 10 |
1.6842 |
1.6562 |
0.0280 |
1.7% |
0.0066 |
0.4% |
8% |
False |
True |
88,151 |
| 20 |
1.6995 |
1.6562 |
0.0433 |
2.6% |
0.0060 |
0.4% |
5% |
False |
True |
85,966 |
| 40 |
1.7184 |
1.6562 |
0.0622 |
3.8% |
0.0064 |
0.4% |
3% |
False |
True |
82,728 |
| 60 |
1.7184 |
1.6562 |
0.0622 |
3.8% |
0.0066 |
0.4% |
3% |
False |
True |
75,988 |
| 80 |
1.7184 |
1.6562 |
0.0622 |
3.8% |
0.0067 |
0.4% |
3% |
False |
True |
57,096 |
| 100 |
1.7184 |
1.6550 |
0.0634 |
3.8% |
0.0064 |
0.4% |
5% |
False |
False |
45,707 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0061 |
0.4% |
18% |
False |
False |
38,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6751 |
|
2.618 |
1.6692 |
|
1.618 |
1.6656 |
|
1.000 |
1.6634 |
|
0.618 |
1.6620 |
|
HIGH |
1.6598 |
|
0.618 |
1.6584 |
|
0.500 |
1.6580 |
|
0.382 |
1.6576 |
|
LOW |
1.6562 |
|
0.618 |
1.6540 |
|
1.000 |
1.6526 |
|
1.618 |
1.6504 |
|
2.618 |
1.6468 |
|
4.250 |
1.6409 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6582 |
1.6644 |
| PP |
1.6581 |
1.6623 |
| S1 |
1.6580 |
1.6603 |
|