CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6586 |
1.6466 |
-0.0120 |
-0.7% |
1.6549 |
| High |
1.6643 |
1.6496 |
-0.0147 |
-0.9% |
1.6612 |
| Low |
1.6466 |
1.6439 |
-0.0027 |
-0.2% |
1.6534 |
| Close |
1.6472 |
1.6453 |
-0.0019 |
-0.1% |
1.6561 |
| Range |
0.0177 |
0.0057 |
-0.0120 |
-67.8% |
0.0078 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
151,953 |
119,284 |
-32,669 |
-21.5% |
364,880 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6634 |
1.6600 |
1.6484 |
|
| R3 |
1.6577 |
1.6543 |
1.6469 |
|
| R2 |
1.6520 |
1.6520 |
1.6463 |
|
| R1 |
1.6486 |
1.6486 |
1.6458 |
1.6475 |
| PP |
1.6463 |
1.6463 |
1.6463 |
1.6457 |
| S1 |
1.6429 |
1.6429 |
1.6448 |
1.6418 |
| S2 |
1.6406 |
1.6406 |
1.6443 |
|
| S3 |
1.6349 |
1.6372 |
1.6437 |
|
| S4 |
1.6292 |
1.6315 |
1.6422 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6803 |
1.6760 |
1.6604 |
|
| R3 |
1.6725 |
1.6682 |
1.6582 |
|
| R2 |
1.6647 |
1.6647 |
1.6575 |
|
| R1 |
1.6604 |
1.6604 |
1.6568 |
1.6626 |
| PP |
1.6569 |
1.6569 |
1.6569 |
1.6580 |
| S1 |
1.6526 |
1.6526 |
1.6554 |
1.6548 |
| S2 |
1.6491 |
1.6491 |
1.6547 |
|
| S3 |
1.6413 |
1.6448 |
1.6540 |
|
| S4 |
1.6335 |
1.6370 |
1.6518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6643 |
1.6439 |
0.0204 |
1.2% |
0.0081 |
0.5% |
7% |
False |
True |
104,085 |
| 10 |
1.6678 |
1.6439 |
0.0239 |
1.5% |
0.0067 |
0.4% |
6% |
False |
True |
90,415 |
| 20 |
1.6879 |
1.6439 |
0.0440 |
2.7% |
0.0066 |
0.4% |
3% |
False |
True |
88,008 |
| 40 |
1.7184 |
1.6439 |
0.0745 |
4.5% |
0.0064 |
0.4% |
2% |
False |
True |
84,541 |
| 60 |
1.7184 |
1.6439 |
0.0745 |
4.5% |
0.0068 |
0.4% |
2% |
False |
True |
86,968 |
| 80 |
1.7184 |
1.6439 |
0.0745 |
4.5% |
0.0067 |
0.4% |
2% |
False |
True |
66,014 |
| 100 |
1.7184 |
1.6439 |
0.0745 |
4.5% |
0.0065 |
0.4% |
2% |
False |
True |
52,856 |
| 120 |
1.7184 |
1.6439 |
0.0745 |
4.5% |
0.0064 |
0.4% |
2% |
False |
True |
44,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6738 |
|
2.618 |
1.6645 |
|
1.618 |
1.6588 |
|
1.000 |
1.6553 |
|
0.618 |
1.6531 |
|
HIGH |
1.6496 |
|
0.618 |
1.6474 |
|
0.500 |
1.6468 |
|
0.382 |
1.6461 |
|
LOW |
1.6439 |
|
0.618 |
1.6404 |
|
1.000 |
1.6382 |
|
1.618 |
1.6347 |
|
2.618 |
1.6290 |
|
4.250 |
1.6197 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6468 |
1.6541 |
| PP |
1.6463 |
1.6512 |
| S1 |
1.6458 |
1.6482 |
|