CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5198 |
1.5117 |
-0.0081 |
-0.5% |
1.5378 |
| High |
1.5242 |
1.5304 |
0.0062 |
0.4% |
1.5409 |
| Low |
1.5105 |
1.5098 |
-0.0007 |
0.0% |
1.5098 |
| Close |
1.5115 |
1.5280 |
0.0165 |
1.1% |
1.5280 |
| Range |
0.0137 |
0.0206 |
0.0069 |
50.4% |
0.0311 |
| ATR |
0.0129 |
0.0134 |
0.0006 |
4.3% |
0.0000 |
| Volume |
163,453 |
135,811 |
-27,642 |
-16.9% |
619,962 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5845 |
1.5769 |
1.5393 |
|
| R3 |
1.5639 |
1.5563 |
1.5337 |
|
| R2 |
1.5433 |
1.5433 |
1.5318 |
|
| R1 |
1.5357 |
1.5357 |
1.5299 |
1.5395 |
| PP |
1.5227 |
1.5227 |
1.5227 |
1.5247 |
| S1 |
1.5151 |
1.5151 |
1.5261 |
1.5189 |
| S2 |
1.5021 |
1.5021 |
1.5242 |
|
| S3 |
1.4815 |
1.4945 |
1.5223 |
|
| S4 |
1.4609 |
1.4739 |
1.5167 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6195 |
1.6049 |
1.5451 |
|
| R3 |
1.5884 |
1.5738 |
1.5366 |
|
| R2 |
1.5573 |
1.5573 |
1.5337 |
|
| R1 |
1.5427 |
1.5427 |
1.5309 |
1.5345 |
| PP |
1.5262 |
1.5262 |
1.5262 |
1.5221 |
| S1 |
1.5116 |
1.5116 |
1.5251 |
1.5034 |
| S2 |
1.4951 |
1.4951 |
1.5223 |
|
| S3 |
1.4640 |
1.4805 |
1.5194 |
|
| S4 |
1.4329 |
1.4494 |
1.5109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5409 |
1.5098 |
0.0311 |
2.0% |
0.0139 |
0.9% |
59% |
False |
True |
123,992 |
| 10 |
1.5432 |
1.5098 |
0.0334 |
2.2% |
0.0122 |
0.8% |
54% |
False |
True |
111,129 |
| 20 |
1.5432 |
1.4806 |
0.0626 |
4.1% |
0.0133 |
0.9% |
76% |
False |
False |
113,097 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0135 |
0.9% |
51% |
False |
False |
109,400 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0132 |
0.9% |
51% |
False |
False |
73,398 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0116 |
0.8% |
51% |
False |
False |
55,057 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0107 |
0.7% |
51% |
False |
False |
44,054 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0097 |
0.6% |
51% |
False |
False |
36,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6180 |
|
2.618 |
1.5843 |
|
1.618 |
1.5637 |
|
1.000 |
1.5510 |
|
0.618 |
1.5431 |
|
HIGH |
1.5304 |
|
0.618 |
1.5225 |
|
0.500 |
1.5201 |
|
0.382 |
1.5177 |
|
LOW |
1.5098 |
|
0.618 |
1.4971 |
|
1.000 |
1.4892 |
|
1.618 |
1.4765 |
|
2.618 |
1.4559 |
|
4.250 |
1.4223 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5254 |
1.5254 |
| PP |
1.5227 |
1.5227 |
| S1 |
1.5201 |
1.5201 |
|