CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.4854 |
1.5025 |
0.0171 |
1.2% |
1.5208 |
| High |
1.5000 |
1.5176 |
0.0176 |
1.2% |
1.5266 |
| Low |
1.4854 |
1.5025 |
0.0171 |
1.2% |
1.4845 |
| Close |
1.4909 |
1.5176 |
0.0267 |
1.8% |
1.4885 |
| Range |
0.0146 |
0.0151 |
0.0005 |
3.4% |
0.0421 |
| ATR |
0.0116 |
0.0127 |
0.0011 |
9.3% |
0.0000 |
| Volume |
48 |
118 |
70 |
145.8% |
265 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5579 |
1.5528 |
1.5259 |
|
| R3 |
1.5428 |
1.5377 |
1.5218 |
|
| R2 |
1.5277 |
1.5277 |
1.5204 |
|
| R1 |
1.5226 |
1.5226 |
1.5190 |
1.5252 |
| PP |
1.5126 |
1.5126 |
1.5126 |
1.5138 |
| S1 |
1.5075 |
1.5075 |
1.5162 |
1.5101 |
| S2 |
1.4975 |
1.4975 |
1.5148 |
|
| S3 |
1.4824 |
1.4924 |
1.5134 |
|
| S4 |
1.4673 |
1.4773 |
1.5093 |
|
|
| 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 |
1.5251 |
1.4798 |
0.0453 |
3.0% |
0.0189 |
1.2% |
83% |
False |
False |
121 |
| 10 |
1.5320 |
1.4798 |
0.0522 |
3.4% |
0.0142 |
0.9% |
72% |
False |
False |
86 |
| 20 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0113 |
0.7% |
41% |
False |
False |
66 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0072 |
0.5% |
41% |
False |
False |
40 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0055 |
0.4% |
41% |
False |
False |
29 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0047 |
0.3% |
41% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5818 |
|
2.618 |
1.5571 |
|
1.618 |
1.5420 |
|
1.000 |
1.5327 |
|
0.618 |
1.5269 |
|
HIGH |
1.5176 |
|
0.618 |
1.5118 |
|
0.500 |
1.5101 |
|
0.382 |
1.5083 |
|
LOW |
1.5025 |
|
0.618 |
1.4932 |
|
1.000 |
1.4874 |
|
1.618 |
1.4781 |
|
2.618 |
1.4630 |
|
4.250 |
1.4383 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5151 |
1.5113 |
| PP |
1.5126 |
1.5050 |
| S1 |
1.5101 |
1.4987 |
|