CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5531 |
1.5505 |
-0.0026 |
-0.2% |
1.5276 |
| High |
1.5554 |
1.5518 |
-0.0036 |
-0.2% |
1.5570 |
| Low |
1.5493 |
1.5455 |
-0.0038 |
-0.2% |
1.5200 |
| Close |
1.5509 |
1.5467 |
-0.0042 |
-0.3% |
1.5509 |
| Range |
0.0061 |
0.0063 |
0.0002 |
3.3% |
0.0370 |
| ATR |
0.0133 |
0.0128 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
74,505 |
59,553 |
-14,952 |
-20.1% |
575,436 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5669 |
1.5631 |
1.5502 |
|
| R3 |
1.5606 |
1.5568 |
1.5484 |
|
| R2 |
1.5543 |
1.5543 |
1.5479 |
|
| R1 |
1.5505 |
1.5505 |
1.5473 |
1.5493 |
| PP |
1.5480 |
1.5480 |
1.5480 |
1.5474 |
| S1 |
1.5442 |
1.5442 |
1.5461 |
1.5430 |
| S2 |
1.5417 |
1.5417 |
1.5455 |
|
| S3 |
1.5354 |
1.5379 |
1.5450 |
|
| S4 |
1.5291 |
1.5316 |
1.5432 |
|
|
| 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% |
0.0122 |
0.8% |
72% |
False |
False |
107,201 |
| 10 |
1.5570 |
1.5098 |
0.0472 |
3.1% |
0.0134 |
0.9% |
78% |
False |
False |
118,847 |
| 20 |
1.5570 |
1.5037 |
0.0533 |
3.4% |
0.0122 |
0.8% |
81% |
False |
False |
109,717 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0138 |
0.9% |
71% |
False |
False |
116,770 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0133 |
0.9% |
71% |
False |
False |
83,962 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0122 |
0.8% |
71% |
False |
False |
62,993 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0112 |
0.7% |
71% |
False |
False |
50,403 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0102 |
0.7% |
71% |
False |
False |
42,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5786 |
|
2.618 |
1.5683 |
|
1.618 |
1.5620 |
|
1.000 |
1.5581 |
|
0.618 |
1.5557 |
|
HIGH |
1.5518 |
|
0.618 |
1.5494 |
|
0.500 |
1.5487 |
|
0.382 |
1.5479 |
|
LOW |
1.5455 |
|
0.618 |
1.5416 |
|
1.000 |
1.5392 |
|
1.618 |
1.5353 |
|
2.618 |
1.5290 |
|
4.250 |
1.5187 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5487 |
1.5513 |
| PP |
1.5480 |
1.5497 |
| S1 |
1.5474 |
1.5482 |
|