CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6575 |
1.6549 |
-0.0026 |
-0.2% |
1.6712 |
| High |
1.6595 |
1.6595 |
0.0000 |
0.0% |
1.6734 |
| Low |
1.6559 |
1.6549 |
-0.0010 |
-0.1% |
1.6559 |
| Close |
1.6574 |
1.6576 |
0.0002 |
0.0% |
1.6574 |
| Range |
0.0036 |
0.0046 |
0.0010 |
27.8% |
0.0175 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
79,644 |
42,355 |
-37,289 |
-46.8% |
420,862 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6711 |
1.6690 |
1.6601 |
|
| R3 |
1.6665 |
1.6644 |
1.6589 |
|
| R2 |
1.6619 |
1.6619 |
1.6584 |
|
| R1 |
1.6598 |
1.6598 |
1.6580 |
1.6609 |
| PP |
1.6573 |
1.6573 |
1.6573 |
1.6579 |
| S1 |
1.6552 |
1.6552 |
1.6572 |
1.6563 |
| S2 |
1.6527 |
1.6527 |
1.6568 |
|
| S3 |
1.6481 |
1.6506 |
1.6563 |
|
| S4 |
1.6435 |
1.6460 |
1.6551 |
|
|
| 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 |
1.6725 |
1.6549 |
0.0176 |
1.1% |
0.0065 |
0.4% |
15% |
False |
True |
81,447 |
| 10 |
1.6842 |
1.6549 |
0.0293 |
1.8% |
0.0065 |
0.4% |
9% |
False |
True |
84,612 |
| 20 |
1.6989 |
1.6549 |
0.0440 |
2.7% |
0.0061 |
0.4% |
6% |
False |
True |
86,061 |
| 40 |
1.7184 |
1.6549 |
0.0635 |
3.8% |
0.0063 |
0.4% |
4% |
False |
True |
81,658 |
| 60 |
1.7184 |
1.6549 |
0.0635 |
3.8% |
0.0066 |
0.4% |
4% |
False |
True |
77,947 |
| 80 |
1.7184 |
1.6549 |
0.0635 |
3.8% |
0.0067 |
0.4% |
4% |
False |
True |
58,611 |
| 100 |
1.7184 |
1.6549 |
0.0635 |
3.8% |
0.0065 |
0.4% |
4% |
False |
True |
46,926 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0061 |
0.4% |
17% |
False |
False |
39,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6791 |
|
2.618 |
1.6715 |
|
1.618 |
1.6669 |
|
1.000 |
1.6641 |
|
0.618 |
1.6623 |
|
HIGH |
1.6595 |
|
0.618 |
1.6577 |
|
0.500 |
1.6572 |
|
0.382 |
1.6567 |
|
LOW |
1.6549 |
|
0.618 |
1.6521 |
|
1.000 |
1.6503 |
|
1.618 |
1.6475 |
|
2.618 |
1.6429 |
|
4.250 |
1.6354 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6575 |
1.6575 |
| PP |
1.6573 |
1.6574 |
| S1 |
1.6572 |
1.6574 |
|