CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5314 |
1.5380 |
0.0066 |
0.4% |
1.5259 |
| High |
1.5432 |
1.5412 |
-0.0020 |
-0.1% |
1.5432 |
| Low |
1.5258 |
1.5351 |
0.0093 |
0.6% |
1.5252 |
| Close |
1.5355 |
1.5378 |
0.0023 |
0.1% |
1.5378 |
| Range |
0.0174 |
0.0061 |
-0.0113 |
-64.9% |
0.0180 |
| ATR |
0.0136 |
0.0131 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
123,420 |
80,129 |
-43,291 |
-35.1% |
491,330 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5563 |
1.5532 |
1.5412 |
|
| R3 |
1.5502 |
1.5471 |
1.5395 |
|
| R2 |
1.5441 |
1.5441 |
1.5389 |
|
| R1 |
1.5410 |
1.5410 |
1.5384 |
1.5395 |
| PP |
1.5380 |
1.5380 |
1.5380 |
1.5373 |
| S1 |
1.5349 |
1.5349 |
1.5372 |
1.5334 |
| S2 |
1.5319 |
1.5319 |
1.5367 |
|
| S3 |
1.5258 |
1.5288 |
1.5361 |
|
| S4 |
1.5197 |
1.5227 |
1.5344 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5894 |
1.5816 |
1.5477 |
|
| R3 |
1.5714 |
1.5636 |
1.5428 |
|
| R2 |
1.5534 |
1.5534 |
1.5411 |
|
| R1 |
1.5456 |
1.5456 |
1.5395 |
1.5495 |
| PP |
1.5354 |
1.5354 |
1.5354 |
1.5374 |
| S1 |
1.5276 |
1.5276 |
1.5362 |
1.5315 |
| S2 |
1.5174 |
1.5174 |
1.5345 |
|
| S3 |
1.4994 |
1.5096 |
1.5329 |
|
| S4 |
1.4814 |
1.4916 |
1.5279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5432 |
1.5252 |
0.0180 |
1.2% |
0.0106 |
0.7% |
70% |
False |
False |
98,266 |
| 10 |
1.5432 |
1.5021 |
0.0411 |
2.7% |
0.0112 |
0.7% |
87% |
False |
False |
102,815 |
| 20 |
1.5432 |
1.4806 |
0.0626 |
4.1% |
0.0143 |
0.9% |
91% |
False |
False |
114,797 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0136 |
0.9% |
61% |
False |
False |
94,404 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0128 |
0.8% |
61% |
False |
False |
63,070 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0114 |
0.7% |
61% |
False |
False |
47,312 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0104 |
0.7% |
61% |
False |
False |
37,854 |
| 120 |
1.5781 |
1.4806 |
0.0975 |
6.3% |
0.0091 |
0.6% |
59% |
False |
False |
31,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5671 |
|
2.618 |
1.5572 |
|
1.618 |
1.5511 |
|
1.000 |
1.5473 |
|
0.618 |
1.5450 |
|
HIGH |
1.5412 |
|
0.618 |
1.5389 |
|
0.500 |
1.5382 |
|
0.382 |
1.5374 |
|
LOW |
1.5351 |
|
0.618 |
1.5313 |
|
1.000 |
1.5290 |
|
1.618 |
1.5252 |
|
2.618 |
1.5191 |
|
4.250 |
1.5092 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5382 |
1.5367 |
| PP |
1.5380 |
1.5356 |
| S1 |
1.5379 |
1.5345 |
|