CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5251 |
1.4870 |
-0.0381 |
-2.5% |
1.5208 |
| High |
1.5251 |
1.4936 |
-0.0315 |
-2.1% |
1.5266 |
| Low |
1.4845 |
1.4858 |
0.0013 |
0.1% |
1.4845 |
| Close |
1.4885 |
1.4934 |
0.0049 |
0.3% |
1.4885 |
| Range |
0.0406 |
0.0078 |
-0.0328 |
-80.8% |
0.0421 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
140 |
249 |
109 |
77.9% |
265 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5143 |
1.5117 |
1.4977 |
|
| R3 |
1.5065 |
1.5039 |
1.4955 |
|
| R2 |
1.4987 |
1.4987 |
1.4948 |
|
| R1 |
1.4961 |
1.4961 |
1.4941 |
1.4974 |
| PP |
1.4909 |
1.4909 |
1.4909 |
1.4916 |
| S1 |
1.4883 |
1.4883 |
1.4927 |
1.4896 |
| S2 |
1.4831 |
1.4831 |
1.4920 |
|
| S3 |
1.4753 |
1.4805 |
1.4913 |
|
| S4 |
1.4675 |
1.4727 |
1.4891 |
|
|
| 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% |
0.0146 |
1.0% |
21% |
False |
False |
102 |
| 10 |
1.5434 |
1.4845 |
0.0589 |
3.9% |
0.0123 |
0.8% |
15% |
False |
False |
85 |
| 20 |
1.5710 |
1.4845 |
0.0865 |
5.8% |
0.0097 |
0.6% |
10% |
False |
False |
58 |
| 40 |
1.5710 |
1.4845 |
0.0865 |
5.8% |
0.0061 |
0.4% |
10% |
False |
False |
36 |
| 60 |
1.5710 |
1.4845 |
0.0865 |
5.8% |
0.0049 |
0.3% |
10% |
False |
False |
25 |
| 80 |
1.5710 |
1.4845 |
0.0865 |
5.8% |
0.0042 |
0.3% |
10% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5268 |
|
2.618 |
1.5140 |
|
1.618 |
1.5062 |
|
1.000 |
1.5014 |
|
0.618 |
1.4984 |
|
HIGH |
1.4936 |
|
0.618 |
1.4906 |
|
0.500 |
1.4897 |
|
0.382 |
1.4888 |
|
LOW |
1.4858 |
|
0.618 |
1.4810 |
|
1.000 |
1.4780 |
|
1.618 |
1.4732 |
|
2.618 |
1.4654 |
|
4.250 |
1.4527 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.4922 |
1.5056 |
| PP |
1.4909 |
1.5015 |
| S1 |
1.4897 |
1.4975 |
|