CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.4870 |
1.4927 |
0.0057 |
0.4% |
1.5208 |
| High |
1.4936 |
1.4963 |
0.0027 |
0.2% |
1.5266 |
| Low |
1.4858 |
1.4798 |
-0.0060 |
-0.4% |
1.4845 |
| Close |
1.4934 |
1.4854 |
-0.0080 |
-0.5% |
1.4885 |
| Range |
0.0078 |
0.0165 |
0.0087 |
111.5% |
0.0421 |
| ATR |
0.0110 |
0.0114 |
0.0004 |
3.6% |
0.0000 |
| Volume |
249 |
54 |
-195 |
-78.3% |
265 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5367 |
1.5275 |
1.4945 |
|
| R3 |
1.5202 |
1.5110 |
1.4899 |
|
| R2 |
1.5037 |
1.5037 |
1.4884 |
|
| R1 |
1.4945 |
1.4945 |
1.4869 |
1.4909 |
| PP |
1.4872 |
1.4872 |
1.4872 |
1.4853 |
| S1 |
1.4780 |
1.4780 |
1.4839 |
1.4744 |
| S2 |
1.4707 |
1.4707 |
1.4824 |
|
| S3 |
1.4542 |
1.4615 |
1.4809 |
|
| S4 |
1.4377 |
1.4450 |
1.4763 |
|
|
| 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 |
1.4798 |
0.0468 |
3.2% |
0.0174 |
1.2% |
12% |
False |
True |
93 |
| 10 |
1.5434 |
1.4798 |
0.0636 |
4.3% |
0.0130 |
0.9% |
9% |
False |
True |
83 |
| 20 |
1.5710 |
1.4798 |
0.0912 |
6.1% |
0.0103 |
0.7% |
6% |
False |
True |
58 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
6.1% |
0.0065 |
0.4% |
6% |
False |
True |
37 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
6.1% |
0.0052 |
0.3% |
6% |
False |
True |
26 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
6.1% |
0.0043 |
0.3% |
6% |
False |
True |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5664 |
|
2.618 |
1.5395 |
|
1.618 |
1.5230 |
|
1.000 |
1.5128 |
|
0.618 |
1.5065 |
|
HIGH |
1.4963 |
|
0.618 |
1.4900 |
|
0.500 |
1.4881 |
|
0.382 |
1.4861 |
|
LOW |
1.4798 |
|
0.618 |
1.4696 |
|
1.000 |
1.4633 |
|
1.618 |
1.4531 |
|
2.618 |
1.4366 |
|
4.250 |
1.4097 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.4881 |
1.5025 |
| PP |
1.4872 |
1.4968 |
| S1 |
1.4863 |
1.4911 |
|