CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 15-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1.5172 |
1.5094 |
-0.0078 |
-0.5% |
1.4870 |
High |
1.5172 |
1.5103 |
-0.0069 |
-0.5% |
1.5176 |
Low |
1.5077 |
1.5050 |
-0.0027 |
-0.2% |
1.4798 |
Close |
1.5088 |
1.5088 |
0.0000 |
0.0% |
1.5088 |
Range |
0.0095 |
0.0053 |
-0.0042 |
-44.2% |
0.0378 |
ATR |
0.0125 |
0.0120 |
-0.0005 |
-4.1% |
0.0000 |
Volume |
155 |
15 |
-140 |
-90.3% |
624 |
|
Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5239 |
1.5217 |
1.5117 |
|
R3 |
1.5186 |
1.5164 |
1.5103 |
|
R2 |
1.5133 |
1.5133 |
1.5098 |
|
R1 |
1.5111 |
1.5111 |
1.5093 |
1.5096 |
PP |
1.5080 |
1.5080 |
1.5080 |
1.5073 |
S1 |
1.5058 |
1.5058 |
1.5083 |
1.5043 |
S2 |
1.5027 |
1.5027 |
1.5078 |
|
S3 |
1.4974 |
1.5005 |
1.5073 |
|
S4 |
1.4921 |
1.4952 |
1.5059 |
|
|
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% |
0.0122 |
0.8% |
77% |
False |
False |
78 |
10 |
1.5266 |
1.4798 |
0.0468 |
3.1% |
0.0134 |
0.9% |
62% |
False |
False |
90 |
20 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0117 |
0.8% |
32% |
False |
False |
72 |
40 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0076 |
0.5% |
32% |
False |
False |
44 |
60 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0058 |
0.4% |
32% |
False |
False |
31 |
80 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0049 |
0.3% |
32% |
False |
False |
24 |
100 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0041 |
0.3% |
32% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5328 |
2.618 |
1.5242 |
1.618 |
1.5189 |
1.000 |
1.5156 |
0.618 |
1.5136 |
HIGH |
1.5103 |
0.618 |
1.5083 |
0.500 |
1.5077 |
0.382 |
1.5070 |
LOW |
1.5050 |
0.618 |
1.5017 |
1.000 |
1.4997 |
1.618 |
1.4964 |
2.618 |
1.4911 |
4.250 |
1.4825 |
|
|
Fisher Pivots for day following 15-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5084 |
1.5101 |
PP |
1.5080 |
1.5096 |
S1 |
1.5077 |
1.5092 |
|