CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5135 |
1.5251 |
0.0116 |
0.8% |
1.5208 |
| High |
1.5266 |
1.5251 |
-0.0015 |
-0.1% |
1.5266 |
| Low |
1.5118 |
1.4845 |
-0.0273 |
-1.8% |
1.4845 |
| Close |
1.5258 |
1.4885 |
-0.0373 |
-2.4% |
1.4885 |
| Range |
0.0148 |
0.0406 |
0.0258 |
174.3% |
0.0421 |
| ATR |
0.0089 |
0.0112 |
0.0023 |
26.0% |
0.0000 |
| Volume |
14 |
140 |
126 |
900.0% |
265 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6212 |
1.5954 |
1.5108 |
|
| R3 |
1.5806 |
1.5548 |
1.4997 |
|
| R2 |
1.5400 |
1.5400 |
1.4959 |
|
| R1 |
1.5142 |
1.5142 |
1.4922 |
1.5068 |
| PP |
1.4994 |
1.4994 |
1.4994 |
1.4957 |
| S1 |
1.4736 |
1.4736 |
1.4848 |
1.4662 |
| S2 |
1.4588 |
1.4588 |
1.4811 |
|
| S3 |
1.4182 |
1.4330 |
1.4773 |
|
| S4 |
1.3776 |
1.3924 |
1.4662 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6262 |
1.5994 |
1.5117 |
|
| R3 |
1.5841 |
1.5573 |
1.5001 |
|
| R2 |
1.5420 |
1.5420 |
1.4962 |
|
| R1 |
1.5152 |
1.5152 |
1.4924 |
1.5076 |
| PP |
1.4999 |
1.4999 |
1.4999 |
1.4960 |
| S1 |
1.4731 |
1.4731 |
1.4846 |
1.4655 |
| S2 |
1.4578 |
1.4578 |
1.4808 |
|
| S3 |
1.4157 |
1.4310 |
1.4769 |
|
| S4 |
1.3736 |
1.3889 |
1.4653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5266 |
1.4845 |
0.0421 |
2.8% |
0.0149 |
1.0% |
10% |
False |
True |
58 |
| 10 |
1.5489 |
1.4845 |
0.0644 |
4.3% |
0.0128 |
0.9% |
6% |
False |
True |
74 |
| 20 |
1.5710 |
1.4845 |
0.0865 |
5.8% |
0.0095 |
0.6% |
5% |
False |
True |
53 |
| 40 |
1.5710 |
1.4845 |
0.0865 |
5.8% |
0.0059 |
0.4% |
5% |
False |
True |
30 |
| 60 |
1.5710 |
1.4845 |
0.0865 |
5.8% |
0.0049 |
0.3% |
5% |
False |
True |
21 |
| 80 |
1.5710 |
1.4845 |
0.0865 |
5.8% |
0.0041 |
0.3% |
5% |
False |
True |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6977 |
|
2.618 |
1.6314 |
|
1.618 |
1.5908 |
|
1.000 |
1.5657 |
|
0.618 |
1.5502 |
|
HIGH |
1.5251 |
|
0.618 |
1.5096 |
|
0.500 |
1.5048 |
|
0.382 |
1.5000 |
|
LOW |
1.4845 |
|
0.618 |
1.4594 |
|
1.000 |
1.4439 |
|
1.618 |
1.4188 |
|
2.618 |
1.3782 |
|
4.250 |
1.3120 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5048 |
1.5056 |
| PP |
1.4994 |
1.4999 |
| S1 |
1.4939 |
1.4942 |
|