CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5146 |
1.5245 |
0.0099 |
0.7% |
1.5204 |
| High |
1.5298 |
1.5276 |
-0.0022 |
-0.1% |
1.5298 |
| Low |
1.5122 |
1.4845 |
-0.0277 |
-1.8% |
1.4845 |
| Close |
1.5266 |
1.4893 |
-0.0373 |
-2.4% |
1.4893 |
| Range |
0.0176 |
0.0431 |
0.0255 |
144.9% |
0.0453 |
| ATR |
0.0123 |
0.0145 |
0.0022 |
17.9% |
0.0000 |
| Volume |
110,983 |
259,580 |
148,597 |
133.9% |
540,379 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6298 |
1.6026 |
1.5130 |
|
| R3 |
1.5867 |
1.5595 |
1.5012 |
|
| R2 |
1.5436 |
1.5436 |
1.4972 |
|
| R1 |
1.5164 |
1.5164 |
1.4933 |
1.5085 |
| PP |
1.5005 |
1.5005 |
1.5005 |
1.4965 |
| S1 |
1.4733 |
1.4733 |
1.4853 |
1.4654 |
| S2 |
1.4574 |
1.4574 |
1.4814 |
|
| S3 |
1.4143 |
1.4302 |
1.4774 |
|
| S4 |
1.3712 |
1.3871 |
1.4656 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6371 |
1.6085 |
1.5142 |
|
| R3 |
1.5918 |
1.5632 |
1.5018 |
|
| R2 |
1.5465 |
1.5465 |
1.4976 |
|
| R1 |
1.5179 |
1.5179 |
1.4935 |
1.5096 |
| PP |
1.5012 |
1.5012 |
1.5012 |
1.4970 |
| S1 |
1.4726 |
1.4726 |
1.4851 |
1.4643 |
| S2 |
1.4559 |
1.4559 |
1.4810 |
|
| S3 |
1.4106 |
1.4273 |
1.4768 |
|
| S4 |
1.3653 |
1.3820 |
1.4644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5298 |
1.4845 |
0.0453 |
3.0% |
0.0178 |
1.2% |
11% |
False |
True |
130,794 |
| 10 |
1.5523 |
1.4845 |
0.0678 |
4.6% |
0.0155 |
1.0% |
7% |
False |
True |
128,714 |
| 20 |
1.5743 |
1.4845 |
0.0898 |
6.0% |
0.0136 |
0.9% |
5% |
False |
True |
105,703 |
| 40 |
1.5743 |
1.4845 |
0.0898 |
6.0% |
0.0132 |
0.9% |
5% |
False |
True |
53,548 |
| 60 |
1.5743 |
1.4845 |
0.0898 |
6.0% |
0.0111 |
0.7% |
5% |
False |
True |
35,710 |
| 80 |
1.5743 |
1.4845 |
0.0898 |
6.0% |
0.0101 |
0.7% |
5% |
False |
True |
26,793 |
| 100 |
1.5743 |
1.4830 |
0.0913 |
6.1% |
0.0089 |
0.6% |
7% |
False |
False |
21,435 |
| 120 |
1.6070 |
1.4830 |
0.1240 |
8.3% |
0.0075 |
0.5% |
5% |
False |
False |
17,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7108 |
|
2.618 |
1.6404 |
|
1.618 |
1.5973 |
|
1.000 |
1.5707 |
|
0.618 |
1.5542 |
|
HIGH |
1.5276 |
|
0.618 |
1.5111 |
|
0.500 |
1.5061 |
|
0.382 |
1.5010 |
|
LOW |
1.4845 |
|
0.618 |
1.4579 |
|
1.000 |
1.4414 |
|
1.618 |
1.4148 |
|
2.618 |
1.3717 |
|
4.250 |
1.3013 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5061 |
1.5072 |
| PP |
1.5005 |
1.5012 |
| S1 |
1.4949 |
1.4953 |
|