CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 11-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7133 |
1.7099 |
-0.0034 |
-0.2% |
1.7132 |
| High |
1.7133 |
1.7113 |
-0.0020 |
-0.1% |
1.7150 |
| Low |
1.7083 |
1.7078 |
-0.0005 |
0.0% |
1.7072 |
| Close |
1.7116 |
1.7091 |
-0.0025 |
-0.1% |
1.7091 |
| Range |
0.0050 |
0.0035 |
-0.0015 |
-30.0% |
0.0078 |
| ATR |
0.0054 |
0.0052 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
213 |
128 |
-85 |
-39.9% |
733 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7199 |
1.7180 |
1.7110 |
|
| R3 |
1.7164 |
1.7145 |
1.7101 |
|
| R2 |
1.7129 |
1.7129 |
1.7097 |
|
| R1 |
1.7110 |
1.7110 |
1.7094 |
1.7102 |
| PP |
1.7094 |
1.7094 |
1.7094 |
1.7090 |
| S1 |
1.7075 |
1.7075 |
1.7088 |
1.7067 |
| S2 |
1.7059 |
1.7059 |
1.7085 |
|
| S3 |
1.7024 |
1.7040 |
1.7081 |
|
| S4 |
1.6989 |
1.7005 |
1.7072 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7338 |
1.7293 |
1.7134 |
|
| R3 |
1.7260 |
1.7215 |
1.7112 |
|
| R2 |
1.7182 |
1.7182 |
1.7105 |
|
| R1 |
1.7137 |
1.7137 |
1.7098 |
1.7121 |
| PP |
1.7104 |
1.7104 |
1.7104 |
1.7096 |
| S1 |
1.7059 |
1.7059 |
1.7084 |
1.7043 |
| S2 |
1.7026 |
1.7026 |
1.7077 |
|
| S3 |
1.6948 |
1.6981 |
1.7070 |
|
| S4 |
1.6870 |
1.6903 |
1.7048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7150 |
1.7072 |
0.0078 |
0.5% |
0.0049 |
0.3% |
24% |
False |
False |
146 |
| 10 |
1.7150 |
1.6989 |
0.0161 |
0.9% |
0.0053 |
0.3% |
63% |
False |
False |
189 |
| 20 |
1.7150 |
1.6890 |
0.0260 |
1.5% |
0.0048 |
0.3% |
77% |
False |
False |
151 |
| 40 |
1.7150 |
1.6681 |
0.0469 |
2.7% |
0.0032 |
0.2% |
87% |
False |
False |
84 |
| 60 |
1.7150 |
1.6681 |
0.0469 |
2.7% |
0.0024 |
0.1% |
87% |
False |
False |
57 |
| 80 |
1.7150 |
1.6459 |
0.0691 |
4.0% |
0.0022 |
0.1% |
91% |
False |
False |
47 |
| 100 |
1.7150 |
1.6459 |
0.0691 |
4.0% |
0.0018 |
0.1% |
91% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7262 |
|
2.618 |
1.7205 |
|
1.618 |
1.7170 |
|
1.000 |
1.7148 |
|
0.618 |
1.7135 |
|
HIGH |
1.7113 |
|
0.618 |
1.7100 |
|
0.500 |
1.7096 |
|
0.382 |
1.7091 |
|
LOW |
1.7078 |
|
0.618 |
1.7056 |
|
1.000 |
1.7043 |
|
1.618 |
1.7021 |
|
2.618 |
1.6986 |
|
4.250 |
1.6929 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7096 |
1.7103 |
| PP |
1.7094 |
1.7099 |
| S1 |
1.7093 |
1.7095 |
|