CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5378 |
1.5338 |
-0.0040 |
-0.3% |
1.5259 |
| High |
1.5409 |
1.5352 |
-0.0057 |
-0.4% |
1.5432 |
| Low |
1.5323 |
1.5218 |
-0.0105 |
-0.7% |
1.5252 |
| Close |
1.5352 |
1.5238 |
-0.0114 |
-0.7% |
1.5378 |
| Range |
0.0086 |
0.0134 |
0.0048 |
55.8% |
0.0180 |
| ATR |
0.0128 |
0.0128 |
0.0000 |
0.4% |
0.0000 |
| Volume |
66,472 |
95,561 |
29,089 |
43.8% |
491,330 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5671 |
1.5589 |
1.5312 |
|
| R3 |
1.5537 |
1.5455 |
1.5275 |
|
| R2 |
1.5403 |
1.5403 |
1.5263 |
|
| R1 |
1.5321 |
1.5321 |
1.5250 |
1.5295 |
| PP |
1.5269 |
1.5269 |
1.5269 |
1.5257 |
| S1 |
1.5187 |
1.5187 |
1.5226 |
1.5161 |
| S2 |
1.5135 |
1.5135 |
1.5213 |
|
| S3 |
1.5001 |
1.5053 |
1.5201 |
|
| S4 |
1.4867 |
1.4919 |
1.5164 |
|
|
| 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 |
1.5218 |
0.0214 |
1.4% |
0.0111 |
0.7% |
9% |
False |
True |
93,493 |
| 10 |
1.5432 |
1.5072 |
0.0360 |
2.4% |
0.0111 |
0.7% |
46% |
False |
False |
98,920 |
| 20 |
1.5432 |
1.4806 |
0.0626 |
4.1% |
0.0145 |
1.0% |
69% |
False |
False |
113,210 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0135 |
0.9% |
46% |
False |
False |
98,319 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0129 |
0.8% |
46% |
False |
False |
65,769 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0113 |
0.7% |
46% |
False |
False |
49,336 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0105 |
0.7% |
46% |
False |
False |
39,474 |
| 120 |
1.5781 |
1.4806 |
0.0975 |
6.4% |
0.0093 |
0.6% |
44% |
False |
False |
32,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5922 |
|
2.618 |
1.5703 |
|
1.618 |
1.5569 |
|
1.000 |
1.5486 |
|
0.618 |
1.5435 |
|
HIGH |
1.5352 |
|
0.618 |
1.5301 |
|
0.500 |
1.5285 |
|
0.382 |
1.5269 |
|
LOW |
1.5218 |
|
0.618 |
1.5135 |
|
1.000 |
1.5084 |
|
1.618 |
1.5001 |
|
2.618 |
1.4867 |
|
4.250 |
1.4649 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5285 |
1.5315 |
| PP |
1.5269 |
1.5289 |
| S1 |
1.5254 |
1.5264 |
|