CME British Pound Future September 2014
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6466 |
1.6458 |
-0.0008 |
0.0% |
1.6549 |
| High |
1.6496 |
1.6464 |
-0.0032 |
-0.2% |
1.6612 |
| Low |
1.6439 |
1.6329 |
-0.0110 |
-0.7% |
1.6534 |
| Close |
1.6453 |
1.6331 |
-0.0122 |
-0.7% |
1.6561 |
| Range |
0.0057 |
0.0135 |
0.0078 |
136.8% |
0.0078 |
| ATR |
0.0067 |
0.0072 |
0.0005 |
7.2% |
0.0000 |
| Volume |
119,284 |
139,197 |
19,913 |
16.7% |
364,880 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6780 |
1.6690 |
1.6405 |
|
| R3 |
1.6645 |
1.6555 |
1.6368 |
|
| R2 |
1.6510 |
1.6510 |
1.6356 |
|
| R1 |
1.6420 |
1.6420 |
1.6343 |
1.6398 |
| PP |
1.6375 |
1.6375 |
1.6375 |
1.6363 |
| S1 |
1.6285 |
1.6285 |
1.6319 |
1.6263 |
| S2 |
1.6240 |
1.6240 |
1.6306 |
|
| S3 |
1.6105 |
1.6150 |
1.6294 |
|
| S4 |
1.5970 |
1.6015 |
1.6257 |
|
|
| 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 |
1.6329 |
0.0314 |
1.9% |
0.0094 |
0.6% |
1% |
False |
True |
114,908 |
| 10 |
1.6643 |
1.6329 |
0.0314 |
1.9% |
0.0071 |
0.4% |
1% |
False |
True |
91,846 |
| 20 |
1.6859 |
1.6329 |
0.0530 |
3.2% |
0.0069 |
0.4% |
0% |
False |
True |
90,406 |
| 40 |
1.7184 |
1.6329 |
0.0855 |
5.2% |
0.0066 |
0.4% |
0% |
False |
True |
86,228 |
| 60 |
1.7184 |
1.6329 |
0.0855 |
5.2% |
0.0069 |
0.4% |
0% |
False |
True |
87,941 |
| 80 |
1.7184 |
1.6329 |
0.0855 |
5.2% |
0.0068 |
0.4% |
0% |
False |
True |
67,751 |
| 100 |
1.7184 |
1.6329 |
0.0855 |
5.2% |
0.0066 |
0.4% |
0% |
False |
True |
54,244 |
| 120 |
1.7184 |
1.6329 |
0.0855 |
5.2% |
0.0065 |
0.4% |
0% |
False |
True |
45,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7038 |
|
2.618 |
1.6817 |
|
1.618 |
1.6682 |
|
1.000 |
1.6599 |
|
0.618 |
1.6547 |
|
HIGH |
1.6464 |
|
0.618 |
1.6412 |
|
0.500 |
1.6397 |
|
0.382 |
1.6381 |
|
LOW |
1.6329 |
|
0.618 |
1.6246 |
|
1.000 |
1.6194 |
|
1.618 |
1.6111 |
|
2.618 |
1.5976 |
|
4.250 |
1.5755 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6397 |
1.6486 |
| PP |
1.6375 |
1.6434 |
| S1 |
1.6353 |
1.6383 |
|