CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6954 |
1.6954 |
0.0000 |
0.0% |
1.7062 |
| High |
1.6976 |
1.6966 |
-0.0010 |
-0.1% |
1.7070 |
| Low |
1.6954 |
1.6914 |
-0.0040 |
-0.2% |
1.6946 |
| Close |
1.6957 |
1.6922 |
-0.0035 |
-0.2% |
1.6952 |
| Range |
0.0022 |
0.0052 |
0.0030 |
136.4% |
0.0124 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.1% |
0.0000 |
| Volume |
65 |
122 |
57 |
87.7% |
1,213 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7090 |
1.7058 |
1.6951 |
|
| R3 |
1.7038 |
1.7006 |
1.6936 |
|
| R2 |
1.6986 |
1.6986 |
1.6932 |
|
| R1 |
1.6954 |
1.6954 |
1.6927 |
1.6944 |
| PP |
1.6934 |
1.6934 |
1.6934 |
1.6929 |
| S1 |
1.6902 |
1.6902 |
1.6917 |
1.6892 |
| S2 |
1.6882 |
1.6882 |
1.6912 |
|
| S3 |
1.6830 |
1.6850 |
1.6908 |
|
| S4 |
1.6778 |
1.6798 |
1.6893 |
|
|
| 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 |
1.6914 |
0.0152 |
0.9% |
0.0046 |
0.3% |
5% |
False |
True |
197 |
| 10 |
1.7122 |
1.6914 |
0.0208 |
1.2% |
0.0041 |
0.2% |
4% |
False |
True |
172 |
| 20 |
1.7165 |
1.6914 |
0.0251 |
1.5% |
0.0051 |
0.3% |
3% |
False |
True |
181 |
| 40 |
1.7165 |
1.6716 |
0.0449 |
2.7% |
0.0046 |
0.3% |
46% |
False |
False |
134 |
| 60 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0034 |
0.2% |
50% |
False |
False |
90 |
| 80 |
1.7165 |
1.6544 |
0.0621 |
3.7% |
0.0028 |
0.2% |
61% |
False |
False |
72 |
| 100 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0024 |
0.1% |
66% |
False |
False |
58 |
| 120 |
1.7165 |
1.6279 |
0.0886 |
5.2% |
0.0020 |
0.1% |
73% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7187 |
|
2.618 |
1.7102 |
|
1.618 |
1.7050 |
|
1.000 |
1.7018 |
|
0.618 |
1.6998 |
|
HIGH |
1.6966 |
|
0.618 |
1.6946 |
|
0.500 |
1.6940 |
|
0.382 |
1.6934 |
|
LOW |
1.6914 |
|
0.618 |
1.6882 |
|
1.000 |
1.6862 |
|
1.618 |
1.6830 |
|
2.618 |
1.6778 |
|
4.250 |
1.6693 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6940 |
1.6945 |
| PP |
1.6934 |
1.6937 |
| S1 |
1.6928 |
1.6930 |
|