CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5092 |
1.5144 |
0.0052 |
0.3% |
1.4874 |
| High |
1.5163 |
1.5262 |
0.0099 |
0.7% |
1.5216 |
| Low |
1.5037 |
1.5072 |
0.0035 |
0.2% |
1.4806 |
| Close |
1.5142 |
1.5202 |
0.0060 |
0.4% |
1.5096 |
| Range |
0.0126 |
0.0190 |
0.0064 |
50.8% |
0.0410 |
| ATR |
0.0148 |
0.0151 |
0.0003 |
2.0% |
0.0000 |
| Volume |
112,226 |
165,014 |
52,788 |
47.0% |
613,832 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5749 |
1.5665 |
1.5307 |
|
| R3 |
1.5559 |
1.5475 |
1.5254 |
|
| R2 |
1.5369 |
1.5369 |
1.5237 |
|
| R1 |
1.5285 |
1.5285 |
1.5219 |
1.5327 |
| PP |
1.5179 |
1.5179 |
1.5179 |
1.5200 |
| S1 |
1.5095 |
1.5095 |
1.5185 |
1.5137 |
| S2 |
1.4989 |
1.4989 |
1.5167 |
|
| S3 |
1.4799 |
1.4905 |
1.5150 |
|
| S4 |
1.4609 |
1.4715 |
1.5098 |
|
|
| 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 |
1.5262 |
1.4917 |
0.0345 |
2.3% |
0.0165 |
1.1% |
83% |
True |
False |
125,092 |
| 10 |
1.5298 |
1.4806 |
0.0492 |
3.2% |
0.0188 |
1.2% |
80% |
False |
False |
135,039 |
| 20 |
1.5669 |
1.4806 |
0.0863 |
5.7% |
0.0158 |
1.0% |
46% |
False |
False |
128,310 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0140 |
0.9% |
42% |
False |
False |
78,004 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0124 |
0.8% |
42% |
False |
False |
52,038 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0112 |
0.7% |
42% |
False |
False |
39,037 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0101 |
0.7% |
42% |
False |
False |
31,233 |
| 120 |
1.5840 |
1.4806 |
0.1034 |
6.8% |
0.0086 |
0.6% |
38% |
False |
False |
26,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6070 |
|
2.618 |
1.5759 |
|
1.618 |
1.5569 |
|
1.000 |
1.5452 |
|
0.618 |
1.5379 |
|
HIGH |
1.5262 |
|
0.618 |
1.5189 |
|
0.500 |
1.5167 |
|
0.382 |
1.5145 |
|
LOW |
1.5072 |
|
0.618 |
1.4955 |
|
1.000 |
1.4882 |
|
1.618 |
1.4765 |
|
2.618 |
1.4575 |
|
4.250 |
1.4265 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5190 |
1.5182 |
| PP |
1.5179 |
1.5162 |
| S1 |
1.5167 |
1.5142 |
|