CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6837 |
1.6791 |
-0.0046 |
-0.3% |
1.6799 |
| High |
1.6837 |
1.6808 |
-0.0029 |
-0.2% |
1.6866 |
| Low |
1.6806 |
1.6747 |
-0.0059 |
-0.4% |
1.6747 |
| Close |
1.6813 |
1.6755 |
-0.0058 |
-0.3% |
1.6755 |
| Range |
0.0031 |
0.0061 |
0.0030 |
96.8% |
0.0119 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.3% |
0.0000 |
| Volume |
222 |
185 |
-37 |
-16.7% |
1,835 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6953 |
1.6915 |
1.6789 |
|
| R3 |
1.6892 |
1.6854 |
1.6772 |
|
| R2 |
1.6831 |
1.6831 |
1.6766 |
|
| R1 |
1.6793 |
1.6793 |
1.6761 |
1.6782 |
| PP |
1.6770 |
1.6770 |
1.6770 |
1.6764 |
| S1 |
1.6732 |
1.6732 |
1.6749 |
1.6721 |
| S2 |
1.6709 |
1.6709 |
1.6744 |
|
| S3 |
1.6648 |
1.6671 |
1.6738 |
|
| S4 |
1.6587 |
1.6610 |
1.6721 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7146 |
1.7070 |
1.6820 |
|
| R3 |
1.7027 |
1.6951 |
1.6788 |
|
| R2 |
1.6908 |
1.6908 |
1.6777 |
|
| R1 |
1.6832 |
1.6832 |
1.6766 |
1.6811 |
| PP |
1.6789 |
1.6789 |
1.6789 |
1.6779 |
| S1 |
1.6713 |
1.6713 |
1.6744 |
1.6692 |
| S2 |
1.6670 |
1.6670 |
1.6733 |
|
| S3 |
1.6551 |
1.6594 |
1.6722 |
|
| S4 |
1.6432 |
1.6475 |
1.6690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6866 |
1.6747 |
0.0119 |
0.7% |
0.0046 |
0.3% |
7% |
False |
True |
367 |
| 10 |
1.6976 |
1.6747 |
0.0229 |
1.4% |
0.0048 |
0.3% |
3% |
False |
True |
307 |
| 20 |
1.7165 |
1.6747 |
0.0418 |
2.5% |
0.0051 |
0.3% |
2% |
False |
True |
244 |
| 40 |
1.7165 |
1.6747 |
0.0418 |
2.5% |
0.0050 |
0.3% |
2% |
False |
True |
198 |
| 60 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0038 |
0.2% |
15% |
False |
False |
138 |
| 80 |
1.7165 |
1.6681 |
0.0484 |
2.9% |
0.0031 |
0.2% |
15% |
False |
False |
104 |
| 100 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0028 |
0.2% |
42% |
False |
False |
86 |
| 120 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0023 |
0.1% |
42% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7067 |
|
2.618 |
1.6968 |
|
1.618 |
1.6907 |
|
1.000 |
1.6869 |
|
0.618 |
1.6846 |
|
HIGH |
1.6808 |
|
0.618 |
1.6785 |
|
0.500 |
1.6778 |
|
0.382 |
1.6770 |
|
LOW |
1.6747 |
|
0.618 |
1.6709 |
|
1.000 |
1.6686 |
|
1.618 |
1.6648 |
|
2.618 |
1.6587 |
|
4.250 |
1.6488 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6778 |
1.6804 |
| PP |
1.6770 |
1.6787 |
| S1 |
1.6763 |
1.6771 |
|