CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5659 |
1.5586 |
-0.0073 |
-0.5% |
1.5630 |
| High |
1.5661 |
1.5656 |
-0.0005 |
0.0% |
1.5716 |
| Low |
1.5560 |
1.5537 |
-0.0023 |
-0.1% |
1.5537 |
| Close |
1.5581 |
1.5572 |
-0.0009 |
-0.1% |
1.5572 |
| Range |
0.0101 |
0.0119 |
0.0018 |
17.8% |
0.0179 |
| ATR |
0.0114 |
0.0114 |
0.0000 |
0.3% |
0.0000 |
| Volume |
103,655 |
101,998 |
-1,657 |
-1.6% |
459,739 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5945 |
1.5878 |
1.5637 |
|
| R3 |
1.5826 |
1.5759 |
1.5605 |
|
| R2 |
1.5707 |
1.5707 |
1.5594 |
|
| R1 |
1.5640 |
1.5640 |
1.5583 |
1.5614 |
| PP |
1.5588 |
1.5588 |
1.5588 |
1.5576 |
| S1 |
1.5521 |
1.5521 |
1.5561 |
1.5495 |
| S2 |
1.5469 |
1.5469 |
1.5550 |
|
| S3 |
1.5350 |
1.5402 |
1.5539 |
|
| S4 |
1.5231 |
1.5283 |
1.5507 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6145 |
1.6038 |
1.5670 |
|
| R3 |
1.5966 |
1.5859 |
1.5621 |
|
| R2 |
1.5787 |
1.5787 |
1.5605 |
|
| R1 |
1.5680 |
1.5680 |
1.5588 |
1.5644 |
| PP |
1.5608 |
1.5608 |
1.5608 |
1.5591 |
| S1 |
1.5501 |
1.5501 |
1.5556 |
1.5465 |
| S2 |
1.5429 |
1.5429 |
1.5539 |
|
| S3 |
1.5250 |
1.5322 |
1.5523 |
|
| S4 |
1.5071 |
1.5143 |
1.5474 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5716 |
1.5537 |
0.0179 |
1.1% |
0.0087 |
0.6% |
20% |
False |
True |
91,947 |
| 10 |
1.5716 |
1.5419 |
0.0297 |
1.9% |
0.0092 |
0.6% |
52% |
False |
False |
98,072 |
| 20 |
1.5716 |
1.5098 |
0.0618 |
4.0% |
0.0114 |
0.7% |
77% |
False |
False |
108,806 |
| 40 |
1.5716 |
1.4806 |
0.0910 |
5.8% |
0.0129 |
0.8% |
84% |
False |
False |
111,801 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0129 |
0.8% |
82% |
False |
False |
99,205 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0124 |
0.8% |
82% |
False |
False |
74,504 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0114 |
0.7% |
82% |
False |
False |
59,611 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0105 |
0.7% |
82% |
False |
False |
49,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6162 |
|
2.618 |
1.5968 |
|
1.618 |
1.5849 |
|
1.000 |
1.5775 |
|
0.618 |
1.5730 |
|
HIGH |
1.5656 |
|
0.618 |
1.5611 |
|
0.500 |
1.5597 |
|
0.382 |
1.5582 |
|
LOW |
1.5537 |
|
0.618 |
1.5463 |
|
1.000 |
1.5418 |
|
1.618 |
1.5344 |
|
2.618 |
1.5225 |
|
4.250 |
1.5031 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5597 |
1.5627 |
| PP |
1.5588 |
1.5608 |
| S1 |
1.5580 |
1.5590 |
|