CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6690 |
1.6702 |
0.0012 |
0.1% |
1.6765 |
| High |
1.6719 |
1.6706 |
-0.0013 |
-0.1% |
1.6824 |
| Low |
1.6690 |
1.6595 |
-0.0095 |
-0.6% |
1.6642 |
| Close |
1.6709 |
1.6601 |
-0.0108 |
-0.6% |
1.6679 |
| Range |
0.0029 |
0.0111 |
0.0082 |
282.8% |
0.0182 |
| ATR |
0.0052 |
0.0056 |
0.0004 |
8.6% |
0.0000 |
| Volume |
193 |
267 |
74 |
38.3% |
2,050 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6967 |
1.6895 |
1.6662 |
|
| R3 |
1.6856 |
1.6784 |
1.6632 |
|
| R2 |
1.6745 |
1.6745 |
1.6621 |
|
| R1 |
1.6673 |
1.6673 |
1.6611 |
1.6654 |
| PP |
1.6634 |
1.6634 |
1.6634 |
1.6624 |
| S1 |
1.6562 |
1.6562 |
1.6591 |
1.6543 |
| S2 |
1.6523 |
1.6523 |
1.6581 |
|
| S3 |
1.6412 |
1.6451 |
1.6570 |
|
| S4 |
1.6301 |
1.6340 |
1.6540 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7261 |
1.7152 |
1.6779 |
|
| R3 |
1.7079 |
1.6970 |
1.6729 |
|
| R2 |
1.6897 |
1.6897 |
1.6712 |
|
| R1 |
1.6788 |
1.6788 |
1.6696 |
1.6752 |
| PP |
1.6715 |
1.6715 |
1.6715 |
1.6697 |
| S1 |
1.6606 |
1.6606 |
1.6662 |
1.6570 |
| S2 |
1.6533 |
1.6533 |
1.6646 |
|
| S3 |
1.6351 |
1.6424 |
1.6629 |
|
| S4 |
1.6169 |
1.6242 |
1.6579 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6824 |
1.6595 |
0.0229 |
1.4% |
0.0070 |
0.4% |
3% |
False |
True |
351 |
| 10 |
1.6860 |
1.6595 |
0.0265 |
1.6% |
0.0056 |
0.3% |
2% |
False |
True |
345 |
| 20 |
1.7066 |
1.6595 |
0.0471 |
2.8% |
0.0053 |
0.3% |
1% |
False |
True |
319 |
| 40 |
1.7165 |
1.6595 |
0.0570 |
3.4% |
0.0053 |
0.3% |
1% |
False |
True |
245 |
| 60 |
1.7165 |
1.6595 |
0.0570 |
3.4% |
0.0045 |
0.3% |
1% |
False |
True |
179 |
| 80 |
1.7165 |
1.6595 |
0.0570 |
3.4% |
0.0036 |
0.2% |
1% |
False |
True |
135 |
| 100 |
1.7165 |
1.6544 |
0.0621 |
3.7% |
0.0031 |
0.2% |
9% |
False |
False |
111 |
| 120 |
1.7165 |
1.6459 |
0.0706 |
4.3% |
0.0027 |
0.2% |
20% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7178 |
|
2.618 |
1.6997 |
|
1.618 |
1.6886 |
|
1.000 |
1.6817 |
|
0.618 |
1.6775 |
|
HIGH |
1.6706 |
|
0.618 |
1.6664 |
|
0.500 |
1.6651 |
|
0.382 |
1.6637 |
|
LOW |
1.6595 |
|
0.618 |
1.6526 |
|
1.000 |
1.6484 |
|
1.618 |
1.6415 |
|
2.618 |
1.6304 |
|
4.250 |
1.6123 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6651 |
1.6657 |
| PP |
1.6634 |
1.6638 |
| S1 |
1.6618 |
1.6620 |
|