CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5442 |
1.5498 |
0.0056 |
0.4% |
1.5276 |
| High |
1.5544 |
1.5650 |
0.0106 |
0.7% |
1.5570 |
| Low |
1.5419 |
1.5498 |
0.0079 |
0.5% |
1.5200 |
| Close |
1.5502 |
1.5638 |
0.0136 |
0.9% |
1.5509 |
| Range |
0.0125 |
0.0152 |
0.0027 |
21.6% |
0.0370 |
| ATR |
0.0126 |
0.0128 |
0.0002 |
1.5% |
0.0000 |
| Volume |
120,338 |
155,672 |
35,334 |
29.4% |
575,436 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6051 |
1.5997 |
1.5722 |
|
| R3 |
1.5899 |
1.5845 |
1.5680 |
|
| R2 |
1.5747 |
1.5747 |
1.5666 |
|
| R1 |
1.5693 |
1.5693 |
1.5652 |
1.5720 |
| PP |
1.5595 |
1.5595 |
1.5595 |
1.5609 |
| S1 |
1.5541 |
1.5541 |
1.5624 |
1.5568 |
| S2 |
1.5443 |
1.5443 |
1.5610 |
|
| S3 |
1.5291 |
1.5389 |
1.5596 |
|
| S4 |
1.5139 |
1.5237 |
1.5554 |
|
|
| 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 |
1.5650 |
1.5419 |
0.0231 |
1.5% |
0.0098 |
0.6% |
95% |
True |
False |
101,666 |
| 10 |
1.5650 |
1.5098 |
0.0552 |
3.5% |
0.0130 |
0.8% |
98% |
True |
False |
114,507 |
| 20 |
1.5650 |
1.5098 |
0.0552 |
3.5% |
0.0120 |
0.8% |
98% |
True |
False |
109,432 |
| 40 |
1.5650 |
1.4806 |
0.0844 |
5.4% |
0.0135 |
0.9% |
99% |
True |
False |
118,458 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0132 |
0.8% |
89% |
False |
False |
90,185 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0123 |
0.8% |
89% |
False |
False |
67,671 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0113 |
0.7% |
89% |
False |
False |
54,143 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0104 |
0.7% |
89% |
False |
False |
45,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6296 |
|
2.618 |
1.6048 |
|
1.618 |
1.5896 |
|
1.000 |
1.5802 |
|
0.618 |
1.5744 |
|
HIGH |
1.5650 |
|
0.618 |
1.5592 |
|
0.500 |
1.5574 |
|
0.382 |
1.5556 |
|
LOW |
1.5498 |
|
0.618 |
1.5404 |
|
1.000 |
1.5346 |
|
1.618 |
1.5252 |
|
2.618 |
1.5100 |
|
4.250 |
1.4852 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5617 |
1.5604 |
| PP |
1.5595 |
1.5569 |
| S1 |
1.5574 |
1.5535 |
|