CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.4874 |
1.4943 |
0.0069 |
0.5% |
1.5204 |
| High |
1.4960 |
1.4974 |
0.0014 |
0.1% |
1.5298 |
| Low |
1.4852 |
1.4806 |
-0.0046 |
-0.3% |
1.4845 |
| Close |
1.4942 |
1.4862 |
-0.0080 |
-0.5% |
1.4893 |
| Range |
0.0108 |
0.0168 |
0.0060 |
55.6% |
0.0453 |
| ATR |
0.0142 |
0.0144 |
0.0002 |
1.3% |
0.0000 |
| Volume |
94,362 |
129,532 |
35,170 |
37.3% |
540,379 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5385 |
1.5291 |
1.4954 |
|
| R3 |
1.5217 |
1.5123 |
1.4908 |
|
| R2 |
1.5049 |
1.5049 |
1.4893 |
|
| R1 |
1.4955 |
1.4955 |
1.4877 |
1.4918 |
| PP |
1.4881 |
1.4881 |
1.4881 |
1.4862 |
| S1 |
1.4787 |
1.4787 |
1.4847 |
1.4750 |
| S2 |
1.4713 |
1.4713 |
1.4831 |
|
| S3 |
1.4545 |
1.4619 |
1.4816 |
|
| S4 |
1.4377 |
1.4451 |
1.4770 |
|
|
| 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 |
1.4806 |
0.0492 |
3.3% |
0.0197 |
1.3% |
11% |
False |
True |
136,818 |
| 10 |
1.5470 |
1.4806 |
0.0664 |
4.5% |
0.0154 |
1.0% |
8% |
False |
True |
123,819 |
| 20 |
1.5743 |
1.4806 |
0.0937 |
6.3% |
0.0139 |
0.9% |
6% |
False |
True |
115,735 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.3% |
0.0132 |
0.9% |
6% |
False |
True |
59,139 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.3% |
0.0114 |
0.8% |
6% |
False |
True |
39,441 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.3% |
0.0103 |
0.7% |
6% |
False |
True |
29,591 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.3% |
0.0092 |
0.6% |
6% |
False |
True |
23,673 |
| 120 |
1.5992 |
1.4806 |
0.1186 |
8.0% |
0.0077 |
0.5% |
5% |
False |
True |
19,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5688 |
|
2.618 |
1.5414 |
|
1.618 |
1.5246 |
|
1.000 |
1.5142 |
|
0.618 |
1.5078 |
|
HIGH |
1.4974 |
|
0.618 |
1.4910 |
|
0.500 |
1.4890 |
|
0.382 |
1.4870 |
|
LOW |
1.4806 |
|
0.618 |
1.4702 |
|
1.000 |
1.4638 |
|
1.618 |
1.4534 |
|
2.618 |
1.4366 |
|
4.250 |
1.4092 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.4890 |
1.5041 |
| PP |
1.4881 |
1.4981 |
| S1 |
1.4871 |
1.4922 |
|