CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5053 |
1.5179 |
0.0126 |
0.8% |
1.4874 |
| High |
1.5216 |
1.5182 |
-0.0034 |
-0.2% |
1.5216 |
| Low |
1.4917 |
1.5069 |
0.0152 |
1.0% |
1.4806 |
| Close |
1.5184 |
1.5096 |
-0.0088 |
-0.6% |
1.5096 |
| Range |
0.0299 |
0.0113 |
-0.0186 |
-62.2% |
0.0410 |
| ATR |
0.0157 |
0.0154 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
166,241 |
93,218 |
-73,023 |
-43.9% |
613,832 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5455 |
1.5388 |
1.5158 |
|
| R3 |
1.5342 |
1.5275 |
1.5127 |
|
| R2 |
1.5229 |
1.5229 |
1.5117 |
|
| R1 |
1.5162 |
1.5162 |
1.5106 |
1.5139 |
| PP |
1.5116 |
1.5116 |
1.5116 |
1.5104 |
| S1 |
1.5049 |
1.5049 |
1.5086 |
1.5026 |
| S2 |
1.5003 |
1.5003 |
1.5075 |
|
| S3 |
1.4890 |
1.4936 |
1.5065 |
|
| S4 |
1.4777 |
1.4823 |
1.5034 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6269 |
1.6093 |
1.5322 |
|
| R3 |
1.5859 |
1.5683 |
1.5209 |
|
| R2 |
1.5449 |
1.5449 |
1.5171 |
|
| R1 |
1.5273 |
1.5273 |
1.5134 |
1.5361 |
| PP |
1.5039 |
1.5039 |
1.5039 |
1.5084 |
| S1 |
1.4863 |
1.4863 |
1.5058 |
1.4951 |
| S2 |
1.4629 |
1.4629 |
1.5021 |
|
| S3 |
1.4219 |
1.4453 |
1.4983 |
|
| S4 |
1.3809 |
1.4043 |
1.4871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5216 |
1.4806 |
0.0410 |
2.7% |
0.0172 |
1.1% |
71% |
False |
False |
122,766 |
| 10 |
1.5298 |
1.4806 |
0.0492 |
3.3% |
0.0175 |
1.2% |
59% |
False |
False |
126,780 |
| 20 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0153 |
1.0% |
31% |
False |
False |
125,026 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0139 |
0.9% |
31% |
False |
False |
68,874 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0120 |
0.8% |
31% |
False |
False |
45,940 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0110 |
0.7% |
31% |
False |
False |
34,465 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0098 |
0.6% |
31% |
False |
False |
27,573 |
| 120 |
1.5840 |
1.4806 |
0.1034 |
6.8% |
0.0082 |
0.5% |
28% |
False |
False |
22,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5662 |
|
2.618 |
1.5478 |
|
1.618 |
1.5365 |
|
1.000 |
1.5295 |
|
0.618 |
1.5252 |
|
HIGH |
1.5182 |
|
0.618 |
1.5139 |
|
0.500 |
1.5126 |
|
0.382 |
1.5112 |
|
LOW |
1.5069 |
|
0.618 |
1.4999 |
|
1.000 |
1.4956 |
|
1.618 |
1.4886 |
|
2.618 |
1.4773 |
|
4.250 |
1.4589 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5126 |
1.5073 |
| PP |
1.5116 |
1.5050 |
| S1 |
1.5106 |
1.5027 |
|