CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.7050 |
1.7017 |
-0.0033 |
-0.2% |
1.7106 |
| High |
1.7066 |
1.7017 |
-0.0049 |
-0.3% |
1.7165 |
| Low |
1.7005 |
1.6947 |
-0.0058 |
-0.3% |
1.7014 |
| Close |
1.7005 |
1.6960 |
-0.0045 |
-0.3% |
1.7069 |
| Range |
0.0061 |
0.0070 |
0.0009 |
14.8% |
0.0151 |
| ATR |
0.0054 |
0.0056 |
0.0001 |
2.0% |
0.0000 |
| Volume |
93 |
143 |
50 |
53.8% |
607 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7185 |
1.7142 |
1.6999 |
|
| R3 |
1.7115 |
1.7072 |
1.6979 |
|
| R2 |
1.7045 |
1.7045 |
1.6973 |
|
| R1 |
1.7002 |
1.7002 |
1.6966 |
1.6989 |
| PP |
1.6975 |
1.6975 |
1.6975 |
1.6968 |
| S1 |
1.6932 |
1.6932 |
1.6954 |
1.6919 |
| S2 |
1.6905 |
1.6905 |
1.6947 |
|
| S3 |
1.6835 |
1.6862 |
1.6941 |
|
| S4 |
1.6765 |
1.6792 |
1.6922 |
|
|
| 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 |
1.7070 |
1.6947 |
0.0123 |
0.7% |
0.0052 |
0.3% |
11% |
False |
True |
132 |
| 10 |
1.7165 |
1.6947 |
0.0218 |
1.3% |
0.0054 |
0.3% |
6% |
False |
True |
138 |
| 20 |
1.7165 |
1.6947 |
0.0218 |
1.3% |
0.0055 |
0.3% |
6% |
False |
True |
175 |
| 40 |
1.7165 |
1.6685 |
0.0480 |
2.8% |
0.0045 |
0.3% |
57% |
False |
False |
115 |
| 60 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0033 |
0.2% |
58% |
False |
False |
77 |
| 80 |
1.7165 |
1.6544 |
0.0621 |
3.7% |
0.0027 |
0.2% |
67% |
False |
False |
62 |
| 100 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0023 |
0.1% |
71% |
False |
False |
50 |
| 120 |
1.7165 |
1.6263 |
0.0902 |
5.3% |
0.0019 |
0.1% |
77% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7315 |
|
2.618 |
1.7200 |
|
1.618 |
1.7130 |
|
1.000 |
1.7087 |
|
0.618 |
1.7060 |
|
HIGH |
1.7017 |
|
0.618 |
1.6990 |
|
0.500 |
1.6982 |
|
0.382 |
1.6974 |
|
LOW |
1.6947 |
|
0.618 |
1.6904 |
|
1.000 |
1.6877 |
|
1.618 |
1.6834 |
|
2.618 |
1.6764 |
|
4.250 |
1.6650 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6982 |
1.7007 |
| PP |
1.6975 |
1.6991 |
| S1 |
1.6967 |
1.6976 |
|