CME British Pound Future December 2014
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1.6578 |
1.6577 |
-0.0001 |
0.0% |
1.6539 |
| High |
1.6598 |
1.6629 |
0.0031 |
0.2% |
1.6598 |
| Low |
1.6547 |
1.6453 |
-0.0094 |
-0.6% |
1.6484 |
| Close |
1.6547 |
1.6459 |
-0.0088 |
-0.5% |
1.6547 |
| Range |
0.0051 |
0.0176 |
0.0125 |
245.1% |
0.0114 |
| ATR |
0.0057 |
0.0065 |
0.0009 |
15.1% |
0.0000 |
| Volume |
2,505 |
3,771 |
1,266 |
50.5% |
5,213 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7042 |
1.6926 |
1.6556 |
|
| R3 |
1.6866 |
1.6750 |
1.6507 |
|
| R2 |
1.6690 |
1.6690 |
1.6491 |
|
| R1 |
1.6574 |
1.6574 |
1.6475 |
1.6544 |
| PP |
1.6514 |
1.6514 |
1.6514 |
1.6499 |
| S1 |
1.6398 |
1.6398 |
1.6443 |
1.6368 |
| S2 |
1.6338 |
1.6338 |
1.6427 |
|
| S3 |
1.6162 |
1.6222 |
1.6411 |
|
| S4 |
1.5986 |
1.6046 |
1.6362 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6885 |
1.6830 |
1.6610 |
|
| R3 |
1.6771 |
1.6716 |
1.6578 |
|
| R2 |
1.6657 |
1.6657 |
1.6568 |
|
| R1 |
1.6602 |
1.6602 |
1.6557 |
1.6630 |
| PP |
1.6543 |
1.6543 |
1.6543 |
1.6557 |
| S1 |
1.6488 |
1.6488 |
1.6537 |
1.6516 |
| S2 |
1.6429 |
1.6429 |
1.6526 |
|
| S3 |
1.6315 |
1.6374 |
1.6516 |
|
| S4 |
1.6201 |
1.6260 |
1.6484 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6629 |
1.6453 |
0.0176 |
1.1% |
0.0086 |
0.5% |
3% |
True |
True |
1,651 |
| 10 |
1.6706 |
1.6453 |
0.0253 |
1.5% |
0.0075 |
0.5% |
2% |
False |
True |
1,228 |
| 20 |
1.6866 |
1.6453 |
0.0413 |
2.5% |
0.0062 |
0.4% |
1% |
False |
True |
780 |
| 40 |
1.7165 |
1.6453 |
0.0712 |
4.3% |
0.0056 |
0.3% |
1% |
False |
True |
499 |
| 60 |
1.7165 |
1.6453 |
0.0712 |
4.3% |
0.0054 |
0.3% |
1% |
False |
True |
377 |
| 80 |
1.7165 |
1.6453 |
0.0712 |
4.3% |
0.0044 |
0.3% |
1% |
False |
True |
285 |
| 100 |
1.7165 |
1.6453 |
0.0712 |
4.3% |
0.0035 |
0.2% |
1% |
False |
True |
231 |
| 120 |
1.7165 |
1.6453 |
0.0712 |
4.3% |
0.0032 |
0.2% |
1% |
False |
True |
193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7377 |
|
2.618 |
1.7090 |
|
1.618 |
1.6914 |
|
1.000 |
1.6805 |
|
0.618 |
1.6738 |
|
HIGH |
1.6629 |
|
0.618 |
1.6562 |
|
0.500 |
1.6541 |
|
0.382 |
1.6520 |
|
LOW |
1.6453 |
|
0.618 |
1.6344 |
|
1.000 |
1.6277 |
|
1.618 |
1.6168 |
|
2.618 |
1.5992 |
|
4.250 |
1.5705 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.6541 |
1.6541 |
| PP |
1.6514 |
1.6514 |
| S1 |
1.6486 |
1.6486 |
|