CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6921 |
1.6895 |
-0.0026 |
-0.2% |
1.7062 |
| High |
1.6921 |
1.6897 |
-0.0024 |
-0.1% |
1.7070 |
| Low |
1.6869 |
1.6835 |
-0.0034 |
-0.2% |
1.6946 |
| Close |
1.6893 |
1.6860 |
-0.0033 |
-0.2% |
1.6952 |
| Range |
0.0052 |
0.0062 |
0.0010 |
19.2% |
0.0124 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.5% |
0.0000 |
| Volume |
145 |
625 |
480 |
331.0% |
1,213 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7050 |
1.7017 |
1.6894 |
|
| R3 |
1.6988 |
1.6955 |
1.6877 |
|
| R2 |
1.6926 |
1.6926 |
1.6871 |
|
| R1 |
1.6893 |
1.6893 |
1.6866 |
1.6879 |
| PP |
1.6864 |
1.6864 |
1.6864 |
1.6857 |
| S1 |
1.6831 |
1.6831 |
1.6854 |
1.6817 |
| S2 |
1.6802 |
1.6802 |
1.6849 |
|
| S3 |
1.6740 |
1.6769 |
1.6843 |
|
| S4 |
1.6678 |
1.6707 |
1.6826 |
|
|
| 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 |
1.6976 |
1.6835 |
0.0141 |
0.8% |
0.0043 |
0.3% |
18% |
False |
True |
304 |
| 10 |
1.7070 |
1.6835 |
0.0235 |
1.4% |
0.0047 |
0.3% |
11% |
False |
True |
218 |
| 20 |
1.7165 |
1.6835 |
0.0330 |
2.0% |
0.0052 |
0.3% |
8% |
False |
True |
202 |
| 40 |
1.7165 |
1.6718 |
0.0447 |
2.7% |
0.0048 |
0.3% |
32% |
False |
False |
153 |
| 60 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0036 |
0.2% |
37% |
False |
False |
103 |
| 80 |
1.7165 |
1.6600 |
0.0565 |
3.4% |
0.0030 |
0.2% |
46% |
False |
False |
81 |
| 100 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0025 |
0.1% |
57% |
False |
False |
65 |
| 120 |
1.7165 |
1.6362 |
0.0803 |
4.8% |
0.0021 |
0.1% |
62% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7161 |
|
2.618 |
1.7059 |
|
1.618 |
1.6997 |
|
1.000 |
1.6959 |
|
0.618 |
1.6935 |
|
HIGH |
1.6897 |
|
0.618 |
1.6873 |
|
0.500 |
1.6866 |
|
0.382 |
1.6859 |
|
LOW |
1.6835 |
|
0.618 |
1.6797 |
|
1.000 |
1.6773 |
|
1.618 |
1.6735 |
|
2.618 |
1.6673 |
|
4.250 |
1.6572 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6866 |
1.6901 |
| PP |
1.6864 |
1.6887 |
| S1 |
1.6862 |
1.6874 |
|