CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 15-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7106 |
1.7057 |
-0.0049 |
-0.3% |
1.7132 |
| High |
1.7115 |
1.7165 |
0.0050 |
0.3% |
1.7150 |
| Low |
1.7047 |
1.7040 |
-0.0007 |
0.0% |
1.7072 |
| Close |
1.7055 |
1.7120 |
0.0065 |
0.4% |
1.7091 |
| Range |
0.0068 |
0.0125 |
0.0057 |
83.8% |
0.0078 |
| ATR |
0.0054 |
0.0059 |
0.0005 |
9.5% |
0.0000 |
| Volume |
167 |
116 |
-51 |
-30.5% |
733 |
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7483 |
1.7427 |
1.7189 |
|
| R3 |
1.7358 |
1.7302 |
1.7154 |
|
| R2 |
1.7233 |
1.7233 |
1.7143 |
|
| R1 |
1.7177 |
1.7177 |
1.7131 |
1.7205 |
| PP |
1.7108 |
1.7108 |
1.7108 |
1.7123 |
| S1 |
1.7052 |
1.7052 |
1.7109 |
1.7080 |
| S2 |
1.6983 |
1.6983 |
1.7097 |
|
| S3 |
1.6858 |
1.6927 |
1.7086 |
|
| S4 |
1.6733 |
1.6802 |
1.7051 |
|
|
| 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 |
1.7165 |
1.7040 |
0.0125 |
0.7% |
0.0068 |
0.4% |
64% |
True |
True |
129 |
| 10 |
1.7165 |
1.7040 |
0.0125 |
0.7% |
0.0061 |
0.4% |
64% |
True |
True |
190 |
| 20 |
1.7165 |
1.6890 |
0.0275 |
1.6% |
0.0056 |
0.3% |
84% |
True |
False |
152 |
| 40 |
1.7165 |
1.6681 |
0.0484 |
2.8% |
0.0037 |
0.2% |
91% |
True |
False |
91 |
| 60 |
1.7165 |
1.6681 |
0.0484 |
2.8% |
0.0028 |
0.2% |
91% |
True |
False |
62 |
| 80 |
1.7165 |
1.6459 |
0.0706 |
4.1% |
0.0023 |
0.1% |
94% |
True |
False |
50 |
| 100 |
1.7165 |
1.6459 |
0.0706 |
4.1% |
0.0020 |
0.1% |
94% |
True |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7696 |
|
2.618 |
1.7492 |
|
1.618 |
1.7367 |
|
1.000 |
1.7290 |
|
0.618 |
1.7242 |
|
HIGH |
1.7165 |
|
0.618 |
1.7117 |
|
0.500 |
1.7103 |
|
0.382 |
1.7088 |
|
LOW |
1.7040 |
|
0.618 |
1.6963 |
|
1.000 |
1.6915 |
|
1.618 |
1.6838 |
|
2.618 |
1.6713 |
|
4.250 |
1.6509 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7114 |
1.7114 |
| PP |
1.7108 |
1.7108 |
| S1 |
1.7103 |
1.7103 |
|