CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5349 |
1.5369 |
0.0020 |
0.1% |
1.5099 |
| High |
1.5387 |
1.5386 |
-0.0001 |
0.0% |
1.5276 |
| Low |
1.5320 |
1.5284 |
-0.0036 |
-0.2% |
1.5021 |
| Close |
1.5386 |
1.5307 |
-0.0079 |
-0.5% |
1.5255 |
| Range |
0.0067 |
0.0102 |
0.0035 |
52.2% |
0.0255 |
| ATR |
0.0136 |
0.0133 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
95,095 |
101,884 |
6,789 |
7.1% |
536,825 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5632 |
1.5571 |
1.5363 |
|
| R3 |
1.5530 |
1.5469 |
1.5335 |
|
| R2 |
1.5428 |
1.5428 |
1.5326 |
|
| R1 |
1.5367 |
1.5367 |
1.5316 |
1.5347 |
| PP |
1.5326 |
1.5326 |
1.5326 |
1.5315 |
| S1 |
1.5265 |
1.5265 |
1.5298 |
1.5245 |
| S2 |
1.5224 |
1.5224 |
1.5288 |
|
| S3 |
1.5122 |
1.5163 |
1.5279 |
|
| S4 |
1.5020 |
1.5061 |
1.5251 |
|
|
| 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 |
1.5150 |
0.0237 |
1.5% |
0.0093 |
0.6% |
66% |
False |
False |
91,720 |
| 10 |
1.5387 |
1.4917 |
0.0470 |
3.1% |
0.0129 |
0.8% |
83% |
False |
False |
108,406 |
| 20 |
1.5433 |
1.4806 |
0.0627 |
4.1% |
0.0146 |
1.0% |
80% |
False |
False |
116,964 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0137 |
0.9% |
53% |
False |
False |
89,410 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0126 |
0.8% |
53% |
False |
False |
59,678 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0114 |
0.7% |
53% |
False |
False |
44,769 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0103 |
0.7% |
53% |
False |
False |
35,819 |
| 120 |
1.5781 |
1.4806 |
0.0975 |
6.4% |
0.0089 |
0.6% |
51% |
False |
False |
29,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5820 |
|
2.618 |
1.5653 |
|
1.618 |
1.5551 |
|
1.000 |
1.5488 |
|
0.618 |
1.5449 |
|
HIGH |
1.5386 |
|
0.618 |
1.5347 |
|
0.500 |
1.5335 |
|
0.382 |
1.5323 |
|
LOW |
1.5284 |
|
0.618 |
1.5221 |
|
1.000 |
1.5182 |
|
1.618 |
1.5119 |
|
2.618 |
1.5017 |
|
4.250 |
1.4851 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5335 |
1.5320 |
| PP |
1.5326 |
1.5315 |
| S1 |
1.5316 |
1.5311 |
|