CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5099 |
1.5092 |
-0.0007 |
0.0% |
1.4874 |
| High |
1.5120 |
1.5163 |
0.0043 |
0.3% |
1.5216 |
| Low |
1.5021 |
1.5037 |
0.0016 |
0.1% |
1.4806 |
| Close |
1.5096 |
1.5142 |
0.0046 |
0.3% |
1.5096 |
| Range |
0.0099 |
0.0126 |
0.0027 |
27.3% |
0.0410 |
| ATR |
0.0150 |
0.0148 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
88,762 |
112,226 |
23,464 |
26.4% |
613,832 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5492 |
1.5443 |
1.5211 |
|
| R3 |
1.5366 |
1.5317 |
1.5177 |
|
| R2 |
1.5240 |
1.5240 |
1.5165 |
|
| R1 |
1.5191 |
1.5191 |
1.5154 |
1.5216 |
| PP |
1.5114 |
1.5114 |
1.5114 |
1.5126 |
| S1 |
1.5065 |
1.5065 |
1.5130 |
1.5090 |
| S2 |
1.4988 |
1.4988 |
1.5119 |
|
| S3 |
1.4862 |
1.4939 |
1.5107 |
|
| S4 |
1.4736 |
1.4813 |
1.5073 |
|
|
| 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 |
1.4838 |
0.0378 |
2.5% |
0.0162 |
1.1% |
80% |
False |
False |
118,185 |
| 10 |
1.5298 |
1.4806 |
0.0492 |
3.2% |
0.0179 |
1.2% |
68% |
False |
False |
127,501 |
| 20 |
1.5714 |
1.4806 |
0.0908 |
6.0% |
0.0156 |
1.0% |
37% |
False |
False |
125,369 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0138 |
0.9% |
36% |
False |
False |
73,885 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0122 |
0.8% |
36% |
False |
False |
49,289 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0110 |
0.7% |
36% |
False |
False |
36,975 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0099 |
0.7% |
36% |
False |
False |
29,583 |
| 120 |
1.5840 |
1.4806 |
0.1034 |
6.8% |
0.0084 |
0.6% |
32% |
False |
False |
24,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5699 |
|
2.618 |
1.5493 |
|
1.618 |
1.5367 |
|
1.000 |
1.5289 |
|
0.618 |
1.5241 |
|
HIGH |
1.5163 |
|
0.618 |
1.5115 |
|
0.500 |
1.5100 |
|
0.382 |
1.5085 |
|
LOW |
1.5037 |
|
0.618 |
1.4959 |
|
1.000 |
1.4911 |
|
1.618 |
1.4833 |
|
2.618 |
1.4707 |
|
4.250 |
1.4502 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5128 |
1.5129 |
| PP |
1.5114 |
1.5115 |
| S1 |
1.5100 |
1.5102 |
|