CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5105 |
1.5135 |
0.0030 |
0.2% |
1.4870 |
| High |
1.5150 |
1.5245 |
0.0095 |
0.6% |
1.5176 |
| Low |
1.5062 |
1.5135 |
0.0073 |
0.5% |
1.4798 |
| Close |
1.5134 |
1.5194 |
0.0060 |
0.4% |
1.5088 |
| Range |
0.0088 |
0.0110 |
0.0022 |
25.0% |
0.0378 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
21 |
29 |
8 |
38.1% |
624 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5521 |
1.5468 |
1.5255 |
|
| R3 |
1.5411 |
1.5358 |
1.5224 |
|
| R2 |
1.5301 |
1.5301 |
1.5214 |
|
| R1 |
1.5248 |
1.5248 |
1.5204 |
1.5275 |
| PP |
1.5191 |
1.5191 |
1.5191 |
1.5205 |
| S1 |
1.5138 |
1.5138 |
1.5184 |
1.5165 |
| S2 |
1.5081 |
1.5081 |
1.5174 |
|
| S3 |
1.4971 |
1.5028 |
1.5164 |
|
| S4 |
1.4861 |
1.4918 |
1.5134 |
|
|
| 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 |
1.5245 |
1.5025 |
0.0220 |
1.4% |
0.0099 |
0.7% |
77% |
True |
False |
67 |
| 10 |
1.5266 |
1.4798 |
0.0468 |
3.1% |
0.0144 |
0.9% |
85% |
False |
False |
84 |
| 20 |
1.5653 |
1.4798 |
0.0855 |
5.6% |
0.0122 |
0.8% |
46% |
False |
False |
74 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0081 |
0.5% |
43% |
False |
False |
45 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0060 |
0.4% |
43% |
False |
False |
32 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0051 |
0.3% |
43% |
False |
False |
24 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0042 |
0.3% |
43% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5713 |
|
2.618 |
1.5533 |
|
1.618 |
1.5423 |
|
1.000 |
1.5355 |
|
0.618 |
1.5313 |
|
HIGH |
1.5245 |
|
0.618 |
1.5203 |
|
0.500 |
1.5190 |
|
0.382 |
1.5177 |
|
LOW |
1.5135 |
|
0.618 |
1.5067 |
|
1.000 |
1.5025 |
|
1.618 |
1.4957 |
|
2.618 |
1.4847 |
|
4.250 |
1.4668 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5193 |
1.5179 |
| PP |
1.5191 |
1.5163 |
| S1 |
1.5190 |
1.5148 |
|