CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5201 |
1.5269 |
0.0068 |
0.4% |
1.5094 |
| High |
1.5255 |
1.5365 |
0.0110 |
0.7% |
1.5255 |
| Low |
1.5196 |
1.5269 |
0.0073 |
0.5% |
1.5050 |
| Close |
1.5247 |
1.5343 |
0.0096 |
0.6% |
1.5247 |
| Range |
0.0059 |
0.0096 |
0.0037 |
62.7% |
0.0205 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
0.6% |
0.0000 |
| Volume |
7 |
7 |
0 |
0.0% |
98 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5614 |
1.5574 |
1.5396 |
|
| R3 |
1.5518 |
1.5478 |
1.5369 |
|
| R2 |
1.5422 |
1.5422 |
1.5361 |
|
| R1 |
1.5382 |
1.5382 |
1.5352 |
1.5402 |
| PP |
1.5326 |
1.5326 |
1.5326 |
1.5336 |
| S1 |
1.5286 |
1.5286 |
1.5334 |
1.5306 |
| S2 |
1.5230 |
1.5230 |
1.5325 |
|
| S3 |
1.5134 |
1.5190 |
1.5317 |
|
| S4 |
1.5038 |
1.5094 |
1.5290 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5799 |
1.5728 |
1.5360 |
|
| R3 |
1.5594 |
1.5523 |
1.5303 |
|
| R2 |
1.5389 |
1.5389 |
1.5285 |
|
| R1 |
1.5318 |
1.5318 |
1.5266 |
1.5354 |
| PP |
1.5184 |
1.5184 |
1.5184 |
1.5202 |
| S1 |
1.5113 |
1.5113 |
1.5228 |
1.5149 |
| S2 |
1.4979 |
1.4979 |
1.5209 |
|
| S3 |
1.4774 |
1.4908 |
1.5191 |
|
| S4 |
1.4569 |
1.4703 |
1.5134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5365 |
1.5062 |
0.0303 |
2.0% |
0.0083 |
0.5% |
93% |
True |
False |
18 |
| 10 |
1.5365 |
1.4798 |
0.0567 |
3.7% |
0.0103 |
0.7% |
96% |
True |
False |
48 |
| 20 |
1.5434 |
1.4798 |
0.0636 |
4.1% |
0.0113 |
0.7% |
86% |
False |
False |
66 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0083 |
0.5% |
60% |
False |
False |
46 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0060 |
0.4% |
60% |
False |
False |
32 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0054 |
0.4% |
60% |
False |
False |
25 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0045 |
0.3% |
60% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5773 |
|
2.618 |
1.5616 |
|
1.618 |
1.5520 |
|
1.000 |
1.5461 |
|
0.618 |
1.5424 |
|
HIGH |
1.5365 |
|
0.618 |
1.5328 |
|
0.500 |
1.5317 |
|
0.382 |
1.5306 |
|
LOW |
1.5269 |
|
0.618 |
1.5210 |
|
1.000 |
1.5173 |
|
1.618 |
1.5114 |
|
2.618 |
1.5018 |
|
4.250 |
1.4861 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5334 |
1.5313 |
| PP |
1.5326 |
1.5283 |
| S1 |
1.5317 |
1.5253 |
|