CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6754 |
1.6783 |
0.0029 |
0.2% |
1.6799 |
| High |
1.6795 |
1.6824 |
0.0029 |
0.2% |
1.6866 |
| Low |
1.6742 |
1.6667 |
-0.0075 |
-0.4% |
1.6747 |
| Close |
1.6792 |
1.6669 |
-0.0123 |
-0.7% |
1.6755 |
| Range |
0.0053 |
0.0157 |
0.0104 |
196.2% |
0.0119 |
| ATR |
0.0049 |
0.0057 |
0.0008 |
15.7% |
0.0000 |
| Volume |
152 |
229 |
77 |
50.7% |
1,835 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7191 |
1.7087 |
1.6755 |
|
| R3 |
1.7034 |
1.6930 |
1.6712 |
|
| R2 |
1.6877 |
1.6877 |
1.6698 |
|
| R1 |
1.6773 |
1.6773 |
1.6683 |
1.6747 |
| PP |
1.6720 |
1.6720 |
1.6720 |
1.6707 |
| S1 |
1.6616 |
1.6616 |
1.6655 |
1.6590 |
| S2 |
1.6563 |
1.6563 |
1.6640 |
|
| S3 |
1.6406 |
1.6459 |
1.6626 |
|
| S4 |
1.6249 |
1.6302 |
1.6583 |
|
|
| 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 |
1.6837 |
1.6667 |
0.0170 |
1.0% |
0.0063 |
0.4% |
1% |
False |
True |
277 |
| 10 |
1.6897 |
1.6667 |
0.0230 |
1.4% |
0.0058 |
0.3% |
1% |
False |
True |
372 |
| 20 |
1.7093 |
1.6667 |
0.0426 |
2.6% |
0.0051 |
0.3% |
0% |
False |
True |
268 |
| 40 |
1.7165 |
1.6667 |
0.0498 |
3.0% |
0.0054 |
0.3% |
0% |
False |
True |
215 |
| 60 |
1.7165 |
1.6667 |
0.0498 |
3.0% |
0.0042 |
0.3% |
0% |
False |
True |
154 |
| 80 |
1.7165 |
1.6667 |
0.0498 |
3.0% |
0.0034 |
0.2% |
0% |
False |
True |
116 |
| 100 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0029 |
0.2% |
30% |
False |
False |
96 |
| 120 |
1.7165 |
1.6459 |
0.0706 |
4.2% |
0.0025 |
0.1% |
30% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7491 |
|
2.618 |
1.7235 |
|
1.618 |
1.7078 |
|
1.000 |
1.6981 |
|
0.618 |
1.6921 |
|
HIGH |
1.6824 |
|
0.618 |
1.6764 |
|
0.500 |
1.6746 |
|
0.382 |
1.6727 |
|
LOW |
1.6667 |
|
0.618 |
1.6570 |
|
1.000 |
1.6510 |
|
1.618 |
1.6413 |
|
2.618 |
1.6256 |
|
4.250 |
1.6000 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6746 |
1.6746 |
| PP |
1.6720 |
1.6720 |
| S1 |
1.6695 |
1.6695 |
|