CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5276 |
1.5353 |
0.0077 |
0.5% |
1.5378 |
| High |
1.5373 |
1.5395 |
0.0022 |
0.1% |
1.5409 |
| Low |
1.5254 |
1.5328 |
0.0074 |
0.5% |
1.5098 |
| Close |
1.5344 |
1.5351 |
0.0007 |
0.0% |
1.5280 |
| Range |
0.0119 |
0.0067 |
-0.0052 |
-43.7% |
0.0311 |
| ATR |
0.0133 |
0.0129 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
98,980 |
79,871 |
-19,109 |
-19.3% |
619,962 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5559 |
1.5522 |
1.5388 |
|
| R3 |
1.5492 |
1.5455 |
1.5369 |
|
| R2 |
1.5425 |
1.5425 |
1.5363 |
|
| R1 |
1.5388 |
1.5388 |
1.5357 |
1.5373 |
| PP |
1.5358 |
1.5358 |
1.5358 |
1.5351 |
| S1 |
1.5321 |
1.5321 |
1.5345 |
1.5306 |
| S2 |
1.5291 |
1.5291 |
1.5339 |
|
| S3 |
1.5224 |
1.5254 |
1.5333 |
|
| S4 |
1.5157 |
1.5187 |
1.5314 |
|
|
| 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 |
1.5395 |
1.5098 |
0.0297 |
1.9% |
0.0132 |
0.9% |
85% |
True |
False |
127,356 |
| 10 |
1.5432 |
1.5098 |
0.0334 |
2.2% |
0.0122 |
0.8% |
76% |
False |
False |
110,424 |
| 20 |
1.5432 |
1.4838 |
0.0594 |
3.9% |
0.0129 |
0.8% |
86% |
False |
False |
110,845 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0134 |
0.9% |
58% |
False |
False |
113,290 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0131 |
0.9% |
58% |
False |
False |
76,374 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0118 |
0.8% |
58% |
False |
False |
57,292 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0108 |
0.7% |
58% |
False |
False |
45,842 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0098 |
0.6% |
58% |
False |
False |
38,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5680 |
|
2.618 |
1.5570 |
|
1.618 |
1.5503 |
|
1.000 |
1.5462 |
|
0.618 |
1.5436 |
|
HIGH |
1.5395 |
|
0.618 |
1.5369 |
|
0.500 |
1.5362 |
|
0.382 |
1.5354 |
|
LOW |
1.5328 |
|
0.618 |
1.5287 |
|
1.000 |
1.5261 |
|
1.618 |
1.5220 |
|
2.618 |
1.5153 |
|
4.250 |
1.5043 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5362 |
1.5316 |
| PP |
1.5358 |
1.5281 |
| S1 |
1.5355 |
1.5247 |
|