CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5505 |
1.5460 |
-0.0045 |
-0.3% |
1.5276 |
| High |
1.5518 |
1.5510 |
-0.0008 |
-0.1% |
1.5570 |
| Low |
1.5455 |
1.5420 |
-0.0035 |
-0.2% |
1.5200 |
| Close |
1.5467 |
1.5442 |
-0.0025 |
-0.2% |
1.5509 |
| Range |
0.0063 |
0.0090 |
0.0027 |
42.9% |
0.0370 |
| ATR |
0.0128 |
0.0126 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
59,553 |
98,265 |
38,712 |
65.0% |
575,436 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5727 |
1.5675 |
1.5492 |
|
| R3 |
1.5637 |
1.5585 |
1.5467 |
|
| R2 |
1.5547 |
1.5547 |
1.5459 |
|
| R1 |
1.5495 |
1.5495 |
1.5450 |
1.5476 |
| PP |
1.5457 |
1.5457 |
1.5457 |
1.5448 |
| S1 |
1.5405 |
1.5405 |
1.5434 |
1.5386 |
| S2 |
1.5367 |
1.5367 |
1.5426 |
|
| S3 |
1.5277 |
1.5315 |
1.5417 |
|
| S4 |
1.5187 |
1.5225 |
1.5393 |
|
|
| 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% |
0.0126 |
0.8% |
65% |
False |
False |
110,880 |
| 10 |
1.5570 |
1.5098 |
0.0472 |
3.1% |
0.0129 |
0.8% |
73% |
False |
False |
119,118 |
| 20 |
1.5570 |
1.5072 |
0.0498 |
3.2% |
0.0120 |
0.8% |
74% |
False |
False |
109,019 |
| 40 |
1.5714 |
1.4806 |
0.0908 |
5.9% |
0.0138 |
0.9% |
70% |
False |
False |
117,194 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0132 |
0.9% |
68% |
False |
False |
85,596 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0121 |
0.8% |
68% |
False |
False |
64,221 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0112 |
0.7% |
68% |
False |
False |
51,384 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0102 |
0.7% |
68% |
False |
False |
42,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5893 |
|
2.618 |
1.5746 |
|
1.618 |
1.5656 |
|
1.000 |
1.5600 |
|
0.618 |
1.5566 |
|
HIGH |
1.5510 |
|
0.618 |
1.5476 |
|
0.500 |
1.5465 |
|
0.382 |
1.5454 |
|
LOW |
1.5420 |
|
0.618 |
1.5364 |
|
1.000 |
1.5330 |
|
1.618 |
1.5274 |
|
2.618 |
1.5184 |
|
4.250 |
1.5038 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5465 |
1.5487 |
| PP |
1.5457 |
1.5472 |
| S1 |
1.5450 |
1.5457 |
|