CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5094 |
1.5105 |
0.0011 |
0.1% |
1.4870 |
| High |
1.5103 |
1.5150 |
0.0047 |
0.3% |
1.5176 |
| Low |
1.5050 |
1.5062 |
0.0012 |
0.1% |
1.4798 |
| Close |
1.5088 |
1.5134 |
0.0046 |
0.3% |
1.5088 |
| Range |
0.0053 |
0.0088 |
0.0035 |
66.0% |
0.0378 |
| ATR |
0.0120 |
0.0117 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
15 |
21 |
6 |
40.0% |
624 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5379 |
1.5345 |
1.5182 |
|
| R3 |
1.5291 |
1.5257 |
1.5158 |
|
| R2 |
1.5203 |
1.5203 |
1.5150 |
|
| R1 |
1.5169 |
1.5169 |
1.5142 |
1.5186 |
| PP |
1.5115 |
1.5115 |
1.5115 |
1.5124 |
| S1 |
1.5081 |
1.5081 |
1.5126 |
1.5098 |
| S2 |
1.5027 |
1.5027 |
1.5118 |
|
| S3 |
1.4939 |
1.4993 |
1.5110 |
|
| S4 |
1.4851 |
1.4905 |
1.5086 |
|
|
| 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 |
1.4854 |
0.0322 |
2.1% |
0.0107 |
0.7% |
87% |
False |
False |
71 |
| 10 |
1.5266 |
1.4798 |
0.0468 |
3.1% |
0.0140 |
0.9% |
72% |
False |
False |
82 |
| 20 |
1.5653 |
1.4798 |
0.0855 |
5.6% |
0.0120 |
0.8% |
39% |
False |
False |
73 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0078 |
0.5% |
37% |
False |
False |
45 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0059 |
0.4% |
37% |
False |
False |
32 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0050 |
0.3% |
37% |
False |
False |
24 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0042 |
0.3% |
37% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5524 |
|
2.618 |
1.5380 |
|
1.618 |
1.5292 |
|
1.000 |
1.5238 |
|
0.618 |
1.5204 |
|
HIGH |
1.5150 |
|
0.618 |
1.5116 |
|
0.500 |
1.5106 |
|
0.382 |
1.5096 |
|
LOW |
1.5062 |
|
0.618 |
1.5008 |
|
1.000 |
1.4974 |
|
1.618 |
1.4920 |
|
2.618 |
1.4832 |
|
4.250 |
1.4688 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5125 |
1.5126 |
| PP |
1.5115 |
1.5119 |
| S1 |
1.5106 |
1.5111 |
|