CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5637 |
1.5630 |
-0.0007 |
0.0% |
1.5505 |
| High |
1.5655 |
1.5670 |
0.0015 |
0.1% |
1.5655 |
| Low |
1.5604 |
1.5606 |
0.0002 |
0.0% |
1.5419 |
| Close |
1.5638 |
1.5654 |
0.0016 |
0.1% |
1.5638 |
| Range |
0.0051 |
0.0064 |
0.0013 |
25.5% |
0.0236 |
| ATR |
0.0122 |
0.0118 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
87,155 |
70,496 |
-16,659 |
-19.1% |
520,983 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5835 |
1.5809 |
1.5689 |
|
| R3 |
1.5771 |
1.5745 |
1.5672 |
|
| R2 |
1.5707 |
1.5707 |
1.5666 |
|
| R1 |
1.5681 |
1.5681 |
1.5660 |
1.5694 |
| PP |
1.5643 |
1.5643 |
1.5643 |
1.5650 |
| S1 |
1.5617 |
1.5617 |
1.5648 |
1.5630 |
| S2 |
1.5579 |
1.5579 |
1.5642 |
|
| S3 |
1.5515 |
1.5553 |
1.5636 |
|
| S4 |
1.5451 |
1.5489 |
1.5619 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6279 |
1.6194 |
1.5768 |
|
| R3 |
1.6043 |
1.5958 |
1.5703 |
|
| R2 |
1.5807 |
1.5807 |
1.5681 |
|
| R1 |
1.5722 |
1.5722 |
1.5660 |
1.5765 |
| PP |
1.5571 |
1.5571 |
1.5571 |
1.5592 |
| S1 |
1.5486 |
1.5486 |
1.5616 |
1.5529 |
| S2 |
1.5335 |
1.5335 |
1.5595 |
|
| S3 |
1.5099 |
1.5250 |
1.5573 |
|
| S4 |
1.4863 |
1.5014 |
1.5508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5670 |
1.5419 |
0.0251 |
1.6% |
0.0096 |
0.6% |
94% |
True |
False |
106,385 |
| 10 |
1.5670 |
1.5200 |
0.0470 |
3.0% |
0.0109 |
0.7% |
97% |
True |
False |
106,793 |
| 20 |
1.5670 |
1.5098 |
0.0572 |
3.7% |
0.0115 |
0.7% |
97% |
True |
False |
109,370 |
| 40 |
1.5670 |
1.4806 |
0.0864 |
5.5% |
0.0132 |
0.8% |
98% |
True |
False |
114,602 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0130 |
0.8% |
91% |
False |
False |
92,796 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0123 |
0.8% |
91% |
False |
False |
69,641 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0114 |
0.7% |
91% |
False |
False |
55,720 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0105 |
0.7% |
91% |
False |
False |
46,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5942 |
|
2.618 |
1.5838 |
|
1.618 |
1.5774 |
|
1.000 |
1.5734 |
|
0.618 |
1.5710 |
|
HIGH |
1.5670 |
|
0.618 |
1.5646 |
|
0.500 |
1.5638 |
|
0.382 |
1.5630 |
|
LOW |
1.5606 |
|
0.618 |
1.5566 |
|
1.000 |
1.5542 |
|
1.618 |
1.5502 |
|
2.618 |
1.5438 |
|
4.250 |
1.5334 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5649 |
1.5631 |
| PP |
1.5643 |
1.5607 |
| S1 |
1.5638 |
1.5584 |
|