CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5259 |
1.5349 |
0.0090 |
0.6% |
1.5099 |
| High |
1.5378 |
1.5387 |
0.0009 |
0.1% |
1.5276 |
| Low |
1.5252 |
1.5320 |
0.0068 |
0.4% |
1.5021 |
| Close |
1.5351 |
1.5386 |
0.0035 |
0.2% |
1.5255 |
| Range |
0.0126 |
0.0067 |
-0.0059 |
-46.8% |
0.0255 |
| ATR |
0.0141 |
0.0136 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
90,802 |
95,095 |
4,293 |
4.7% |
536,825 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5565 |
1.5543 |
1.5423 |
|
| R3 |
1.5498 |
1.5476 |
1.5404 |
|
| R2 |
1.5431 |
1.5431 |
1.5398 |
|
| R1 |
1.5409 |
1.5409 |
1.5392 |
1.5420 |
| PP |
1.5364 |
1.5364 |
1.5364 |
1.5370 |
| S1 |
1.5342 |
1.5342 |
1.5380 |
1.5353 |
| S2 |
1.5297 |
1.5297 |
1.5374 |
|
| S3 |
1.5230 |
1.5275 |
1.5368 |
|
| S4 |
1.5163 |
1.5208 |
1.5349 |
|
|
| 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 |
1.5387 |
1.5072 |
0.0315 |
2.0% |
0.0111 |
0.7% |
100% |
True |
False |
104,346 |
| 10 |
1.5387 |
1.4838 |
0.0549 |
3.6% |
0.0136 |
0.9% |
100% |
True |
False |
111,266 |
| 20 |
1.5470 |
1.4806 |
0.0664 |
4.3% |
0.0145 |
0.9% |
87% |
False |
False |
117,542 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0137 |
0.9% |
62% |
False |
False |
86,876 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0125 |
0.8% |
62% |
False |
False |
57,981 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0113 |
0.7% |
62% |
False |
False |
43,496 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0103 |
0.7% |
62% |
False |
False |
34,800 |
| 120 |
1.5840 |
1.4806 |
0.1034 |
6.7% |
0.0088 |
0.6% |
56% |
False |
False |
29,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5672 |
|
2.618 |
1.5562 |
|
1.618 |
1.5495 |
|
1.000 |
1.5454 |
|
0.618 |
1.5428 |
|
HIGH |
1.5387 |
|
0.618 |
1.5361 |
|
0.500 |
1.5354 |
|
0.382 |
1.5346 |
|
LOW |
1.5320 |
|
0.618 |
1.5279 |
|
1.000 |
1.5253 |
|
1.618 |
1.5212 |
|
2.618 |
1.5145 |
|
4.250 |
1.5035 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5375 |
1.5354 |
| PP |
1.5364 |
1.5321 |
| S1 |
1.5354 |
1.5289 |
|