CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7090 |
1.7067 |
-0.0023 |
-0.1% |
1.7106 |
| High |
1.7093 |
1.7069 |
-0.0024 |
-0.1% |
1.7165 |
| Low |
1.7065 |
1.7014 |
-0.0051 |
-0.3% |
1.7014 |
| Close |
1.7087 |
1.7069 |
-0.0018 |
-0.1% |
1.7069 |
| Range |
0.0028 |
0.0055 |
0.0027 |
96.4% |
0.0151 |
| ATR |
0.0055 |
0.0057 |
0.0001 |
2.3% |
0.0000 |
| Volume |
83 |
14 |
-69 |
-83.1% |
607 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7216 |
1.7197 |
1.7099 |
|
| R3 |
1.7161 |
1.7142 |
1.7084 |
|
| R2 |
1.7106 |
1.7106 |
1.7079 |
|
| R1 |
1.7087 |
1.7087 |
1.7074 |
1.7097 |
| PP |
1.7051 |
1.7051 |
1.7051 |
1.7055 |
| S1 |
1.7032 |
1.7032 |
1.7064 |
1.7042 |
| S2 |
1.6996 |
1.6996 |
1.7059 |
|
| S3 |
1.6941 |
1.6977 |
1.7054 |
|
| S4 |
1.6886 |
1.6922 |
1.7039 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7536 |
1.7453 |
1.7152 |
|
| R3 |
1.7385 |
1.7302 |
1.7111 |
|
| R2 |
1.7234 |
1.7234 |
1.7097 |
|
| R1 |
1.7151 |
1.7151 |
1.7083 |
1.7117 |
| PP |
1.7083 |
1.7083 |
1.7083 |
1.7066 |
| S1 |
1.7000 |
1.7000 |
1.7055 |
1.6966 |
| S2 |
1.6932 |
1.6932 |
1.7041 |
|
| S3 |
1.6781 |
1.6849 |
1.7027 |
|
| S4 |
1.6630 |
1.6698 |
1.6986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7165 |
1.7014 |
0.0151 |
0.9% |
0.0060 |
0.4% |
36% |
False |
True |
121 |
| 10 |
1.7165 |
1.7014 |
0.0151 |
0.9% |
0.0055 |
0.3% |
36% |
False |
True |
134 |
| 20 |
1.7165 |
1.6937 |
0.0228 |
1.3% |
0.0054 |
0.3% |
58% |
False |
False |
157 |
| 40 |
1.7165 |
1.6681 |
0.0484 |
2.8% |
0.0040 |
0.2% |
80% |
False |
False |
99 |
| 60 |
1.7165 |
1.6681 |
0.0484 |
2.8% |
0.0029 |
0.2% |
80% |
False |
False |
67 |
| 80 |
1.7165 |
1.6540 |
0.0625 |
3.7% |
0.0025 |
0.1% |
85% |
False |
False |
54 |
| 100 |
1.7165 |
1.6459 |
0.0706 |
4.1% |
0.0021 |
0.1% |
86% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7303 |
|
2.618 |
1.7213 |
|
1.618 |
1.7158 |
|
1.000 |
1.7124 |
|
0.618 |
1.7103 |
|
HIGH |
1.7069 |
|
0.618 |
1.7048 |
|
0.500 |
1.7042 |
|
0.382 |
1.7035 |
|
LOW |
1.7014 |
|
0.618 |
1.6980 |
|
1.000 |
1.6959 |
|
1.618 |
1.6925 |
|
2.618 |
1.6870 |
|
4.250 |
1.6780 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.7060 |
1.7069 |
| PP |
1.7051 |
1.7068 |
| S1 |
1.7042 |
1.7068 |
|