CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5662 |
1.5659 |
-0.0003 |
0.0% |
1.5505 |
| High |
1.5716 |
1.5661 |
-0.0055 |
-0.3% |
1.5655 |
| Low |
1.5635 |
1.5560 |
-0.0075 |
-0.5% |
1.5419 |
| Close |
1.5696 |
1.5581 |
-0.0115 |
-0.7% |
1.5638 |
| Range |
0.0081 |
0.0101 |
0.0020 |
24.7% |
0.0236 |
| ATR |
0.0112 |
0.0114 |
0.0002 |
1.5% |
0.0000 |
| Volume |
104,316 |
103,655 |
-661 |
-0.6% |
520,983 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5904 |
1.5843 |
1.5637 |
|
| R3 |
1.5803 |
1.5742 |
1.5609 |
|
| R2 |
1.5702 |
1.5702 |
1.5600 |
|
| R1 |
1.5641 |
1.5641 |
1.5590 |
1.5621 |
| PP |
1.5601 |
1.5601 |
1.5601 |
1.5591 |
| S1 |
1.5540 |
1.5540 |
1.5572 |
1.5520 |
| S2 |
1.5500 |
1.5500 |
1.5562 |
|
| S3 |
1.5399 |
1.5439 |
1.5553 |
|
| S4 |
1.5298 |
1.5338 |
1.5525 |
|
|
| 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 |
1.5716 |
1.5560 |
0.0156 |
1.0% |
0.0073 |
0.5% |
13% |
False |
True |
88,979 |
| 10 |
1.5716 |
1.5419 |
0.0297 |
1.9% |
0.0086 |
0.6% |
55% |
False |
False |
95,322 |
| 20 |
1.5716 |
1.5098 |
0.0618 |
4.0% |
0.0111 |
0.7% |
78% |
False |
False |
107,712 |
| 40 |
1.5716 |
1.4806 |
0.0910 |
5.8% |
0.0129 |
0.8% |
85% |
False |
False |
112,254 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0129 |
0.8% |
83% |
False |
False |
97,560 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0124 |
0.8% |
83% |
False |
False |
73,229 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0114 |
0.7% |
83% |
False |
False |
58,592 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0105 |
0.7% |
83% |
False |
False |
48,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6090 |
|
2.618 |
1.5925 |
|
1.618 |
1.5824 |
|
1.000 |
1.5762 |
|
0.618 |
1.5723 |
|
HIGH |
1.5661 |
|
0.618 |
1.5622 |
|
0.500 |
1.5611 |
|
0.382 |
1.5599 |
|
LOW |
1.5560 |
|
0.618 |
1.5498 |
|
1.000 |
1.5459 |
|
1.618 |
1.5397 |
|
2.618 |
1.5296 |
|
4.250 |
1.5131 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5611 |
1.5638 |
| PP |
1.5601 |
1.5619 |
| S1 |
1.5591 |
1.5600 |
|