CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5221 |
1.5259 |
0.0038 |
0.2% |
1.5099 |
| High |
1.5276 |
1.5378 |
0.0102 |
0.7% |
1.5276 |
| Low |
1.5191 |
1.5252 |
0.0061 |
0.4% |
1.5021 |
| Close |
1.5255 |
1.5351 |
0.0096 |
0.6% |
1.5255 |
| Range |
0.0085 |
0.0126 |
0.0041 |
48.2% |
0.0255 |
| ATR |
0.0142 |
0.0141 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
68,092 |
90,802 |
22,710 |
33.4% |
536,825 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5705 |
1.5654 |
1.5420 |
|
| R3 |
1.5579 |
1.5528 |
1.5386 |
|
| R2 |
1.5453 |
1.5453 |
1.5374 |
|
| R1 |
1.5402 |
1.5402 |
1.5363 |
1.5428 |
| PP |
1.5327 |
1.5327 |
1.5327 |
1.5340 |
| S1 |
1.5276 |
1.5276 |
1.5339 |
1.5302 |
| S2 |
1.5201 |
1.5201 |
1.5328 |
|
| S3 |
1.5075 |
1.5150 |
1.5316 |
|
| S4 |
1.4949 |
1.5024 |
1.5282 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5949 |
1.5857 |
1.5395 |
|
| R3 |
1.5694 |
1.5602 |
1.5325 |
|
| R2 |
1.5439 |
1.5439 |
1.5302 |
|
| R1 |
1.5347 |
1.5347 |
1.5278 |
1.5393 |
| PP |
1.5184 |
1.5184 |
1.5184 |
1.5207 |
| S1 |
1.5092 |
1.5092 |
1.5232 |
1.5138 |
| S2 |
1.4929 |
1.4929 |
1.5208 |
|
| S3 |
1.4674 |
1.4837 |
1.5185 |
|
| S4 |
1.4419 |
1.4582 |
1.5115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5378 |
1.5037 |
0.0341 |
2.2% |
0.0123 |
0.8% |
92% |
True |
False |
107,773 |
| 10 |
1.5378 |
1.4806 |
0.0572 |
3.7% |
0.0146 |
1.0% |
95% |
True |
False |
114,709 |
| 20 |
1.5470 |
1.4806 |
0.0664 |
4.3% |
0.0148 |
1.0% |
82% |
False |
False |
119,834 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0138 |
0.9% |
58% |
False |
False |
84,509 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0125 |
0.8% |
58% |
False |
False |
56,398 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0113 |
0.7% |
58% |
False |
False |
42,307 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0103 |
0.7% |
58% |
False |
False |
33,849 |
| 120 |
1.5840 |
1.4806 |
0.1034 |
6.7% |
0.0088 |
0.6% |
53% |
False |
False |
28,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5914 |
|
2.618 |
1.5708 |
|
1.618 |
1.5582 |
|
1.000 |
1.5504 |
|
0.618 |
1.5456 |
|
HIGH |
1.5378 |
|
0.618 |
1.5330 |
|
0.500 |
1.5315 |
|
0.382 |
1.5300 |
|
LOW |
1.5252 |
|
0.618 |
1.5174 |
|
1.000 |
1.5126 |
|
1.618 |
1.5048 |
|
2.618 |
1.4922 |
|
4.250 |
1.4717 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5339 |
1.5322 |
| PP |
1.5327 |
1.5293 |
| S1 |
1.5315 |
1.5264 |
|