CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6593 |
1.6575 |
-0.0018 |
-0.1% |
1.6712 |
| High |
1.6598 |
1.6595 |
-0.0003 |
0.0% |
1.6734 |
| Low |
1.6562 |
1.6559 |
-0.0003 |
0.0% |
1.6559 |
| Close |
1.6583 |
1.6574 |
-0.0009 |
-0.1% |
1.6574 |
| Range |
0.0036 |
0.0036 |
0.0000 |
0.0% |
0.0175 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
63,504 |
79,644 |
16,140 |
25.4% |
420,862 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6684 |
1.6665 |
1.6594 |
|
| R3 |
1.6648 |
1.6629 |
1.6584 |
|
| R2 |
1.6612 |
1.6612 |
1.6581 |
|
| R1 |
1.6593 |
1.6593 |
1.6577 |
1.6585 |
| PP |
1.6576 |
1.6576 |
1.6576 |
1.6572 |
| S1 |
1.6557 |
1.6557 |
1.6571 |
1.6549 |
| S2 |
1.6540 |
1.6540 |
1.6567 |
|
| S3 |
1.6504 |
1.6521 |
1.6564 |
|
| S4 |
1.6468 |
1.6485 |
1.6554 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7147 |
1.7036 |
1.6670 |
|
| R3 |
1.6972 |
1.6861 |
1.6622 |
|
| R2 |
1.6797 |
1.6797 |
1.6606 |
|
| R1 |
1.6686 |
1.6686 |
1.6590 |
1.6654 |
| PP |
1.6622 |
1.6622 |
1.6622 |
1.6607 |
| S1 |
1.6511 |
1.6511 |
1.6558 |
1.6479 |
| S2 |
1.6447 |
1.6447 |
1.6542 |
|
| S3 |
1.6272 |
1.6336 |
1.6526 |
|
| S4 |
1.6097 |
1.6161 |
1.6478 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6734 |
1.6559 |
0.0175 |
1.1% |
0.0064 |
0.4% |
9% |
False |
True |
84,172 |
| 10 |
1.6842 |
1.6559 |
0.0283 |
1.7% |
0.0063 |
0.4% |
5% |
False |
True |
85,988 |
| 20 |
1.6995 |
1.6559 |
0.0436 |
2.6% |
0.0060 |
0.4% |
3% |
False |
True |
86,320 |
| 40 |
1.7184 |
1.6559 |
0.0625 |
3.8% |
0.0063 |
0.4% |
2% |
False |
True |
82,126 |
| 60 |
1.7184 |
1.6559 |
0.0625 |
3.8% |
0.0066 |
0.4% |
2% |
False |
True |
77,287 |
| 80 |
1.7184 |
1.6559 |
0.0625 |
3.8% |
0.0066 |
0.4% |
2% |
False |
True |
58,087 |
| 100 |
1.7184 |
1.6550 |
0.0634 |
3.8% |
0.0064 |
0.4% |
4% |
False |
False |
46,503 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0061 |
0.4% |
17% |
False |
False |
38,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6748 |
|
2.618 |
1.6689 |
|
1.618 |
1.6653 |
|
1.000 |
1.6631 |
|
0.618 |
1.6617 |
|
HIGH |
1.6595 |
|
0.618 |
1.6581 |
|
0.500 |
1.6577 |
|
0.382 |
1.6573 |
|
LOW |
1.6559 |
|
0.618 |
1.6537 |
|
1.000 |
1.6523 |
|
1.618 |
1.6501 |
|
2.618 |
1.6465 |
|
4.250 |
1.6406 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6577 |
1.6619 |
| PP |
1.6576 |
1.6604 |
| S1 |
1.6575 |
1.6589 |
|