CME British Pound Future September 2013
Trading Metrics calculated at close of trading on 15-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1.5179 |
1.5099 |
-0.0080 |
-0.5% |
1.4874 |
High |
1.5182 |
1.5120 |
-0.0062 |
-0.4% |
1.5216 |
Low |
1.5069 |
1.5021 |
-0.0048 |
-0.3% |
1.4806 |
Close |
1.5096 |
1.5096 |
0.0000 |
0.0% |
1.5096 |
Range |
0.0113 |
0.0099 |
-0.0014 |
-12.4% |
0.0410 |
ATR |
0.0154 |
0.0150 |
-0.0004 |
-2.5% |
0.0000 |
Volume |
93,218 |
88,762 |
-4,456 |
-4.8% |
613,832 |
|
Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5376 |
1.5335 |
1.5150 |
|
R3 |
1.5277 |
1.5236 |
1.5123 |
|
R2 |
1.5178 |
1.5178 |
1.5114 |
|
R1 |
1.5137 |
1.5137 |
1.5105 |
1.5108 |
PP |
1.5079 |
1.5079 |
1.5079 |
1.5065 |
S1 |
1.5038 |
1.5038 |
1.5087 |
1.5009 |
S2 |
1.4980 |
1.4980 |
1.5078 |
|
S3 |
1.4881 |
1.4939 |
1.5069 |
|
S4 |
1.4782 |
1.4840 |
1.5042 |
|
|
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% |
0.0170 |
1.1% |
71% |
False |
False |
121,646 |
10 |
1.5298 |
1.4806 |
0.0492 |
3.3% |
0.0173 |
1.1% |
59% |
False |
False |
124,297 |
20 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0153 |
1.0% |
31% |
False |
False |
123,824 |
40 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0138 |
0.9% |
31% |
False |
False |
71,085 |
60 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0122 |
0.8% |
31% |
False |
False |
47,418 |
80 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0109 |
0.7% |
31% |
False |
False |
35,575 |
100 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0098 |
0.6% |
31% |
False |
False |
28,460 |
120 |
1.5840 |
1.4806 |
0.1034 |
6.8% |
0.0083 |
0.5% |
28% |
False |
False |
23,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5541 |
2.618 |
1.5379 |
1.618 |
1.5280 |
1.000 |
1.5219 |
0.618 |
1.5181 |
HIGH |
1.5120 |
0.618 |
1.5082 |
0.500 |
1.5071 |
0.382 |
1.5059 |
LOW |
1.5021 |
0.618 |
1.4960 |
1.000 |
1.4922 |
1.618 |
1.4861 |
2.618 |
1.4762 |
4.250 |
1.4600 |
|
|
Fisher Pivots for day following 15-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5088 |
1.5086 |
PP |
1.5079 |
1.5076 |
S1 |
1.5071 |
1.5067 |
|