CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6964 |
1.6954 |
-0.0010 |
-0.1% |
1.7062 |
| High |
1.6971 |
1.6976 |
0.0005 |
0.0% |
1.7070 |
| Low |
1.6946 |
1.6954 |
0.0008 |
0.0% |
1.6946 |
| Close |
1.6952 |
1.6957 |
0.0005 |
0.0% |
1.6952 |
| Range |
0.0025 |
0.0022 |
-0.0003 |
-12.0% |
0.0124 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
566 |
65 |
-501 |
-88.5% |
1,213 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7028 |
1.7015 |
1.6969 |
|
| R3 |
1.7006 |
1.6993 |
1.6963 |
|
| R2 |
1.6984 |
1.6984 |
1.6961 |
|
| R1 |
1.6971 |
1.6971 |
1.6959 |
1.6978 |
| PP |
1.6962 |
1.6962 |
1.6962 |
1.6966 |
| S1 |
1.6949 |
1.6949 |
1.6955 |
1.6956 |
| S2 |
1.6940 |
1.6940 |
1.6953 |
|
| S3 |
1.6918 |
1.6927 |
1.6951 |
|
| S4 |
1.6896 |
1.6905 |
1.6945 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7361 |
1.7281 |
1.7020 |
|
| R3 |
1.7237 |
1.7157 |
1.6986 |
|
| R2 |
1.7113 |
1.7113 |
1.6975 |
|
| R1 |
1.7033 |
1.7033 |
1.6963 |
1.7011 |
| PP |
1.6989 |
1.6989 |
1.6989 |
1.6979 |
| S1 |
1.6909 |
1.6909 |
1.6941 |
1.6887 |
| S2 |
1.6865 |
1.6865 |
1.6929 |
|
| S3 |
1.6741 |
1.6785 |
1.6918 |
|
| S4 |
1.6617 |
1.6661 |
1.6884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.7066 |
1.6946 |
0.0120 |
0.7% |
0.0043 |
0.3% |
9% |
False |
False |
190 |
| 10 |
1.7165 |
1.6946 |
0.0219 |
1.3% |
0.0049 |
0.3% |
5% |
False |
False |
171 |
| 20 |
1.7165 |
1.6946 |
0.0219 |
1.3% |
0.0053 |
0.3% |
5% |
False |
False |
177 |
| 40 |
1.7165 |
1.6716 |
0.0449 |
2.6% |
0.0045 |
0.3% |
54% |
False |
False |
131 |
| 60 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0033 |
0.2% |
57% |
False |
False |
88 |
| 80 |
1.7165 |
1.6544 |
0.0621 |
3.7% |
0.0028 |
0.2% |
67% |
False |
False |
70 |
| 100 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0023 |
0.1% |
71% |
False |
False |
56 |
| 120 |
1.7165 |
1.6269 |
0.0896 |
5.3% |
0.0019 |
0.1% |
77% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7070 |
|
2.618 |
1.7034 |
|
1.618 |
1.7012 |
|
1.000 |
1.6998 |
|
0.618 |
1.6990 |
|
HIGH |
1.6976 |
|
0.618 |
1.6968 |
|
0.500 |
1.6965 |
|
0.382 |
1.6962 |
|
LOW |
1.6954 |
|
0.618 |
1.6940 |
|
1.000 |
1.6932 |
|
1.618 |
1.6918 |
|
2.618 |
1.6896 |
|
4.250 |
1.6861 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6965 |
1.6982 |
| PP |
1.6962 |
1.6973 |
| S1 |
1.6960 |
1.6965 |
|