CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6602 |
1.6576 |
-0.0026 |
-0.2% |
1.6765 |
| High |
1.6675 |
1.6580 |
-0.0095 |
-0.6% |
1.6824 |
| Low |
1.6574 |
1.6549 |
-0.0025 |
-0.2% |
1.6642 |
| Close |
1.6581 |
1.6569 |
-0.0012 |
-0.1% |
1.6679 |
| Range |
0.0101 |
0.0031 |
-0.0070 |
-69.3% |
0.0182 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
1,448 |
698 |
-750 |
-51.8% |
2,050 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6659 |
1.6645 |
1.6586 |
|
| R3 |
1.6628 |
1.6614 |
1.6578 |
|
| R2 |
1.6597 |
1.6597 |
1.6575 |
|
| R1 |
1.6583 |
1.6583 |
1.6572 |
1.6575 |
| PP |
1.6566 |
1.6566 |
1.6566 |
1.6562 |
| S1 |
1.6552 |
1.6552 |
1.6566 |
1.6544 |
| S2 |
1.6535 |
1.6535 |
1.6563 |
|
| S3 |
1.6504 |
1.6521 |
1.6560 |
|
| S4 |
1.6473 |
1.6490 |
1.6552 |
|
|
| 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 |
1.6719 |
1.6549 |
0.0170 |
1.0% |
0.0058 |
0.4% |
12% |
False |
True |
606 |
| 10 |
1.6824 |
1.6549 |
0.0275 |
1.7% |
0.0061 |
0.4% |
7% |
False |
True |
484 |
| 20 |
1.6976 |
1.6549 |
0.0427 |
2.6% |
0.0053 |
0.3% |
5% |
False |
True |
415 |
| 40 |
1.7165 |
1.6549 |
0.0616 |
3.7% |
0.0054 |
0.3% |
3% |
False |
True |
295 |
| 60 |
1.7165 |
1.6549 |
0.0616 |
3.7% |
0.0047 |
0.3% |
3% |
False |
True |
215 |
| 80 |
1.7165 |
1.6549 |
0.0616 |
3.7% |
0.0038 |
0.2% |
3% |
False |
True |
162 |
| 100 |
1.7165 |
1.6544 |
0.0621 |
3.7% |
0.0032 |
0.2% |
4% |
False |
False |
133 |
| 120 |
1.7165 |
1.6459 |
0.0706 |
4.3% |
0.0028 |
0.2% |
16% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6712 |
|
2.618 |
1.6661 |
|
1.618 |
1.6630 |
|
1.000 |
1.6611 |
|
0.618 |
1.6599 |
|
HIGH |
1.6580 |
|
0.618 |
1.6568 |
|
0.500 |
1.6565 |
|
0.382 |
1.6561 |
|
LOW |
1.6549 |
|
0.618 |
1.6530 |
|
1.000 |
1.6518 |
|
1.618 |
1.6499 |
|
2.618 |
1.6468 |
|
4.250 |
1.6417 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6568 |
1.6628 |
| PP |
1.6566 |
1.6608 |
| S1 |
1.6565 |
1.6589 |
|