CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.4927 |
1.4854 |
-0.0073 |
-0.5% |
1.5208 |
| High |
1.4963 |
1.5000 |
0.0037 |
0.2% |
1.5266 |
| Low |
1.4798 |
1.4854 |
0.0056 |
0.4% |
1.4845 |
| Close |
1.4854 |
1.4909 |
0.0055 |
0.4% |
1.4885 |
| Range |
0.0165 |
0.0146 |
-0.0019 |
-11.5% |
0.0421 |
| ATR |
0.0114 |
0.0116 |
0.0002 |
2.0% |
0.0000 |
| Volume |
54 |
48 |
-6 |
-11.1% |
265 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5359 |
1.5280 |
1.4989 |
|
| R3 |
1.5213 |
1.5134 |
1.4949 |
|
| R2 |
1.5067 |
1.5067 |
1.4936 |
|
| R1 |
1.4988 |
1.4988 |
1.4922 |
1.5028 |
| PP |
1.4921 |
1.4921 |
1.4921 |
1.4941 |
| S1 |
1.4842 |
1.4842 |
1.4896 |
1.4882 |
| S2 |
1.4775 |
1.4775 |
1.4882 |
|
| S3 |
1.4629 |
1.4696 |
1.4869 |
|
| S4 |
1.4483 |
1.4550 |
1.4829 |
|
|
| 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 |
3.1% |
0.0189 |
1.3% |
24% |
False |
False |
101 |
| 10 |
1.5408 |
1.4798 |
0.0610 |
4.1% |
0.0139 |
0.9% |
18% |
False |
False |
81 |
| 20 |
1.5710 |
1.4798 |
0.0912 |
6.1% |
0.0106 |
0.7% |
12% |
False |
False |
60 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
6.1% |
0.0068 |
0.5% |
12% |
False |
False |
38 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
6.1% |
0.0054 |
0.4% |
12% |
False |
False |
27 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
6.1% |
0.0045 |
0.3% |
12% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5621 |
|
2.618 |
1.5382 |
|
1.618 |
1.5236 |
|
1.000 |
1.5146 |
|
0.618 |
1.5090 |
|
HIGH |
1.5000 |
|
0.618 |
1.4944 |
|
0.500 |
1.4927 |
|
0.382 |
1.4910 |
|
LOW |
1.4854 |
|
0.618 |
1.4764 |
|
1.000 |
1.4708 |
|
1.618 |
1.4618 |
|
2.618 |
1.4472 |
|
4.250 |
1.4234 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.4927 |
1.4906 |
| PP |
1.4921 |
1.4902 |
| S1 |
1.4915 |
1.4899 |
|