CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5487 |
1.5531 |
0.0044 |
0.3% |
1.5276 |
| High |
1.5570 |
1.5554 |
-0.0016 |
-0.1% |
1.5570 |
| Low |
1.5480 |
1.5493 |
0.0013 |
0.1% |
1.5200 |
| Close |
1.5544 |
1.5509 |
-0.0035 |
-0.2% |
1.5509 |
| Range |
0.0090 |
0.0061 |
-0.0029 |
-32.2% |
0.0370 |
| ATR |
0.0139 |
0.0133 |
-0.0006 |
-4.0% |
0.0000 |
| Volume |
94,719 |
74,505 |
-20,214 |
-21.3% |
575,436 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5702 |
1.5666 |
1.5543 |
|
| R3 |
1.5641 |
1.5605 |
1.5526 |
|
| R2 |
1.5580 |
1.5580 |
1.5520 |
|
| R1 |
1.5544 |
1.5544 |
1.5515 |
1.5532 |
| PP |
1.5519 |
1.5519 |
1.5519 |
1.5512 |
| S1 |
1.5483 |
1.5483 |
1.5503 |
1.5471 |
| S2 |
1.5458 |
1.5458 |
1.5498 |
|
| S3 |
1.5397 |
1.5422 |
1.5492 |
|
| S4 |
1.5336 |
1.5361 |
1.5475 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6536 |
1.6393 |
1.5713 |
|
| R3 |
1.6166 |
1.6023 |
1.5611 |
|
| R2 |
1.5796 |
1.5796 |
1.5577 |
|
| R1 |
1.5653 |
1.5653 |
1.5543 |
1.5725 |
| PP |
1.5426 |
1.5426 |
1.5426 |
1.5462 |
| S1 |
1.5283 |
1.5283 |
1.5475 |
1.5355 |
| S2 |
1.5056 |
1.5056 |
1.5441 |
|
| S3 |
1.4686 |
1.4913 |
1.5407 |
|
| S4 |
1.4316 |
1.4543 |
1.5306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5570 |
1.5200 |
0.0370 |
2.4% |
0.0133 |
0.9% |
84% |
False |
False |
115,087 |
| 10 |
1.5570 |
1.5098 |
0.0472 |
3.0% |
0.0136 |
0.9% |
87% |
False |
False |
119,539 |
| 20 |
1.5570 |
1.5021 |
0.0549 |
3.5% |
0.0124 |
0.8% |
89% |
False |
False |
111,177 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0139 |
0.9% |
75% |
False |
False |
118,101 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0134 |
0.9% |
75% |
False |
False |
82,975 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0121 |
0.8% |
75% |
False |
False |
62,249 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0113 |
0.7% |
75% |
False |
False |
49,808 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0102 |
0.7% |
75% |
False |
False |
41,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5813 |
|
2.618 |
1.5714 |
|
1.618 |
1.5653 |
|
1.000 |
1.5615 |
|
0.618 |
1.5592 |
|
HIGH |
1.5554 |
|
0.618 |
1.5531 |
|
0.500 |
1.5524 |
|
0.382 |
1.5516 |
|
LOW |
1.5493 |
|
0.618 |
1.5455 |
|
1.000 |
1.5432 |
|
1.618 |
1.5394 |
|
2.618 |
1.5333 |
|
4.250 |
1.5234 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5524 |
1.5468 |
| PP |
1.5519 |
1.5426 |
| S1 |
1.5514 |
1.5385 |
|