CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5025 |
1.5172 |
0.0147 |
1.0% |
1.4870 |
| High |
1.5176 |
1.5172 |
-0.0004 |
0.0% |
1.5176 |
| Low |
1.5025 |
1.5077 |
0.0052 |
0.3% |
1.4798 |
| Close |
1.5176 |
1.5088 |
-0.0088 |
-0.6% |
1.5088 |
| Range |
0.0151 |
0.0095 |
-0.0056 |
-37.1% |
0.0378 |
| ATR |
0.0127 |
0.0125 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
118 |
155 |
37 |
31.4% |
624 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5397 |
1.5338 |
1.5140 |
|
| R3 |
1.5302 |
1.5243 |
1.5114 |
|
| R2 |
1.5207 |
1.5207 |
1.5105 |
|
| R1 |
1.5148 |
1.5148 |
1.5097 |
1.5130 |
| PP |
1.5112 |
1.5112 |
1.5112 |
1.5104 |
| S1 |
1.5053 |
1.5053 |
1.5079 |
1.5035 |
| S2 |
1.5017 |
1.5017 |
1.5071 |
|
| S3 |
1.4922 |
1.4958 |
1.5062 |
|
| S4 |
1.4827 |
1.4863 |
1.5036 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6155 |
1.5999 |
1.5296 |
|
| R3 |
1.5777 |
1.5621 |
1.5192 |
|
| R2 |
1.5399 |
1.5399 |
1.5157 |
|
| R1 |
1.5243 |
1.5243 |
1.5123 |
1.5321 |
| PP |
1.5021 |
1.5021 |
1.5021 |
1.5060 |
| S1 |
1.4865 |
1.4865 |
1.5053 |
1.4943 |
| S2 |
1.4643 |
1.4643 |
1.5019 |
|
| S3 |
1.4265 |
1.4487 |
1.4984 |
|
| S4 |
1.3887 |
1.4109 |
1.4880 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5176 |
1.4798 |
0.0378 |
2.5% |
0.0127 |
0.8% |
77% |
False |
False |
124 |
| 10 |
1.5266 |
1.4798 |
0.0468 |
3.1% |
0.0138 |
0.9% |
62% |
False |
False |
91 |
| 20 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0115 |
0.8% |
32% |
False |
False |
72 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0074 |
0.5% |
32% |
False |
False |
44 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0057 |
0.4% |
32% |
False |
False |
31 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0048 |
0.3% |
32% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5576 |
|
2.618 |
1.5421 |
|
1.618 |
1.5326 |
|
1.000 |
1.5267 |
|
0.618 |
1.5231 |
|
HIGH |
1.5172 |
|
0.618 |
1.5136 |
|
0.500 |
1.5125 |
|
0.382 |
1.5113 |
|
LOW |
1.5077 |
|
0.618 |
1.5018 |
|
1.000 |
1.4982 |
|
1.618 |
1.4923 |
|
2.618 |
1.4828 |
|
4.250 |
1.4673 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5125 |
1.5064 |
| PP |
1.5112 |
1.5039 |
| S1 |
1.5100 |
1.5015 |
|