CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5347 |
1.5487 |
0.0140 |
0.9% |
1.5378 |
| High |
1.5528 |
1.5570 |
0.0042 |
0.3% |
1.5409 |
| Low |
1.5200 |
1.5480 |
0.0280 |
1.8% |
1.5098 |
| Close |
1.5492 |
1.5544 |
0.0052 |
0.3% |
1.5280 |
| Range |
0.0328 |
0.0090 |
-0.0238 |
-72.6% |
0.0311 |
| ATR |
0.0143 |
0.0139 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
227,361 |
94,719 |
-132,642 |
-58.3% |
619,962 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5801 |
1.5763 |
1.5594 |
|
| R3 |
1.5711 |
1.5673 |
1.5569 |
|
| R2 |
1.5621 |
1.5621 |
1.5561 |
|
| R1 |
1.5583 |
1.5583 |
1.5552 |
1.5602 |
| PP |
1.5531 |
1.5531 |
1.5531 |
1.5541 |
| S1 |
1.5493 |
1.5493 |
1.5536 |
1.5512 |
| S2 |
1.5441 |
1.5441 |
1.5528 |
|
| S3 |
1.5351 |
1.5403 |
1.5519 |
|
| S4 |
1.5261 |
1.5313 |
1.5495 |
|
|
| 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 |
1.5570 |
1.5098 |
0.0472 |
3.0% |
0.0162 |
1.0% |
94% |
True |
False |
127,348 |
| 10 |
1.5570 |
1.5098 |
0.0472 |
3.0% |
0.0136 |
0.9% |
94% |
True |
False |
120,102 |
| 20 |
1.5570 |
1.5021 |
0.0549 |
3.5% |
0.0126 |
0.8% |
95% |
True |
False |
112,113 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0139 |
0.9% |
79% |
False |
False |
118,452 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0134 |
0.9% |
79% |
False |
False |
81,738 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0122 |
0.8% |
79% |
False |
False |
61,318 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0112 |
0.7% |
79% |
False |
False |
49,063 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0102 |
0.7% |
79% |
False |
False |
40,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5953 |
|
2.618 |
1.5806 |
|
1.618 |
1.5716 |
|
1.000 |
1.5660 |
|
0.618 |
1.5626 |
|
HIGH |
1.5570 |
|
0.618 |
1.5536 |
|
0.500 |
1.5525 |
|
0.382 |
1.5514 |
|
LOW |
1.5480 |
|
0.618 |
1.5424 |
|
1.000 |
1.5390 |
|
1.618 |
1.5334 |
|
2.618 |
1.5244 |
|
4.250 |
1.5098 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5538 |
1.5491 |
| PP |
1.5531 |
1.5438 |
| S1 |
1.5525 |
1.5385 |
|