CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.4943 |
1.4860 |
-0.0083 |
-0.6% |
1.5204 |
| High |
1.4974 |
1.5009 |
0.0035 |
0.2% |
1.5298 |
| Low |
1.4806 |
1.4838 |
0.0032 |
0.2% |
1.4845 |
| Close |
1.4862 |
1.4917 |
0.0055 |
0.4% |
1.4893 |
| Range |
0.0168 |
0.0171 |
0.0003 |
1.8% |
0.0453 |
| ATR |
0.0144 |
0.0146 |
0.0002 |
1.3% |
0.0000 |
| Volume |
129,532 |
130,479 |
947 |
0.7% |
540,379 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5434 |
1.5347 |
1.5011 |
|
| R3 |
1.5263 |
1.5176 |
1.4964 |
|
| R2 |
1.5092 |
1.5092 |
1.4948 |
|
| R1 |
1.5005 |
1.5005 |
1.4933 |
1.5049 |
| PP |
1.4921 |
1.4921 |
1.4921 |
1.4943 |
| S1 |
1.4834 |
1.4834 |
1.4901 |
1.4878 |
| S2 |
1.4750 |
1.4750 |
1.4886 |
|
| S3 |
1.4579 |
1.4663 |
1.4870 |
|
| S4 |
1.4408 |
1.4492 |
1.4823 |
|
|
| 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% |
0.0211 |
1.4% |
23% |
False |
False |
144,987 |
| 10 |
1.5433 |
1.4806 |
0.0627 |
4.2% |
0.0163 |
1.1% |
18% |
False |
False |
125,522 |
| 20 |
1.5743 |
1.4806 |
0.0937 |
6.3% |
0.0141 |
0.9% |
12% |
False |
False |
119,633 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.3% |
0.0134 |
0.9% |
12% |
False |
False |
62,396 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.3% |
0.0116 |
0.8% |
12% |
False |
False |
41,616 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.3% |
0.0105 |
0.7% |
12% |
False |
False |
31,222 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.3% |
0.0094 |
0.6% |
12% |
False |
False |
24,978 |
| 120 |
1.5992 |
1.4806 |
0.1186 |
8.0% |
0.0079 |
0.5% |
9% |
False |
False |
20,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5736 |
|
2.618 |
1.5457 |
|
1.618 |
1.5286 |
|
1.000 |
1.5180 |
|
0.618 |
1.5115 |
|
HIGH |
1.5009 |
|
0.618 |
1.4944 |
|
0.500 |
1.4924 |
|
0.382 |
1.4903 |
|
LOW |
1.4838 |
|
0.618 |
1.4732 |
|
1.000 |
1.4667 |
|
1.618 |
1.4561 |
|
2.618 |
1.4390 |
|
4.250 |
1.4111 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.4924 |
1.4914 |
| PP |
1.4921 |
1.4911 |
| S1 |
1.4919 |
1.4908 |
|