CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6539 |
1.6573 |
0.0034 |
0.2% |
1.6712 |
| High |
1.6604 |
1.6612 |
0.0008 |
0.0% |
1.6734 |
| Low |
1.6534 |
1.6565 |
0.0031 |
0.2% |
1.6559 |
| Close |
1.6579 |
1.6584 |
0.0005 |
0.0% |
1.6574 |
| Range |
0.0070 |
0.0047 |
-0.0023 |
-32.9% |
0.0175 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
85,079 |
76,742 |
-8,337 |
-9.8% |
420,862 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6728 |
1.6703 |
1.6610 |
|
| R3 |
1.6681 |
1.6656 |
1.6597 |
|
| R2 |
1.6634 |
1.6634 |
1.6593 |
|
| R1 |
1.6609 |
1.6609 |
1.6588 |
1.6622 |
| PP |
1.6587 |
1.6587 |
1.6587 |
1.6593 |
| S1 |
1.6562 |
1.6562 |
1.6580 |
1.6575 |
| S2 |
1.6540 |
1.6540 |
1.6575 |
|
| S3 |
1.6493 |
1.6515 |
1.6571 |
|
| S4 |
1.6446 |
1.6468 |
1.6558 |
|
|
| 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 |
1.6612 |
1.6534 |
0.0078 |
0.5% |
0.0051 |
0.3% |
64% |
True |
False |
71,431 |
| 10 |
1.6734 |
1.6534 |
0.0200 |
1.2% |
0.0057 |
0.3% |
25% |
False |
False |
77,324 |
| 20 |
1.6886 |
1.6534 |
0.0352 |
2.1% |
0.0060 |
0.4% |
14% |
False |
False |
84,049 |
| 40 |
1.7184 |
1.6534 |
0.0650 |
3.9% |
0.0062 |
0.4% |
8% |
False |
False |
81,242 |
| 60 |
1.7184 |
1.6534 |
0.0650 |
3.9% |
0.0066 |
0.4% |
8% |
False |
False |
81,716 |
| 80 |
1.7184 |
1.6534 |
0.0650 |
3.9% |
0.0066 |
0.4% |
8% |
False |
False |
61,543 |
| 100 |
1.7184 |
1.6534 |
0.0650 |
3.9% |
0.0065 |
0.4% |
8% |
False |
False |
49,276 |
| 120 |
1.7184 |
1.6448 |
0.0736 |
4.4% |
0.0062 |
0.4% |
18% |
False |
False |
41,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6812 |
|
2.618 |
1.6735 |
|
1.618 |
1.6688 |
|
1.000 |
1.6659 |
|
0.618 |
1.6641 |
|
HIGH |
1.6612 |
|
0.618 |
1.6594 |
|
0.500 |
1.6589 |
|
0.382 |
1.6583 |
|
LOW |
1.6565 |
|
0.618 |
1.6536 |
|
1.000 |
1.6518 |
|
1.618 |
1.6489 |
|
2.618 |
1.6442 |
|
4.250 |
1.6365 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6589 |
1.6580 |
| PP |
1.6587 |
1.6577 |
| S1 |
1.6586 |
1.6573 |
|