CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5269 |
1.5349 |
0.0080 |
0.5% |
1.5094 |
| High |
1.5365 |
1.5378 |
0.0013 |
0.1% |
1.5255 |
| Low |
1.5269 |
1.5322 |
0.0053 |
0.3% |
1.5050 |
| Close |
1.5343 |
1.5378 |
0.0035 |
0.2% |
1.5247 |
| Range |
0.0096 |
0.0056 |
-0.0040 |
-41.7% |
0.0205 |
| ATR |
0.0110 |
0.0106 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
7 |
37 |
30 |
428.6% |
98 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5527 |
1.5509 |
1.5409 |
|
| R3 |
1.5471 |
1.5453 |
1.5393 |
|
| R2 |
1.5415 |
1.5415 |
1.5388 |
|
| R1 |
1.5397 |
1.5397 |
1.5383 |
1.5406 |
| PP |
1.5359 |
1.5359 |
1.5359 |
1.5364 |
| S1 |
1.5341 |
1.5341 |
1.5373 |
1.5350 |
| S2 |
1.5303 |
1.5303 |
1.5368 |
|
| S3 |
1.5247 |
1.5285 |
1.5363 |
|
| S4 |
1.5191 |
1.5229 |
1.5347 |
|
|
| 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 |
1.5378 |
1.5135 |
0.0243 |
1.6% |
0.0077 |
0.5% |
100% |
True |
False |
21 |
| 10 |
1.5378 |
1.4854 |
0.0524 |
3.4% |
0.0092 |
0.6% |
100% |
True |
False |
46 |
| 20 |
1.5434 |
1.4798 |
0.0636 |
4.1% |
0.0111 |
0.7% |
91% |
False |
False |
65 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0085 |
0.5% |
64% |
False |
False |
47 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0061 |
0.4% |
64% |
False |
False |
33 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0055 |
0.4% |
64% |
False |
False |
25 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0045 |
0.3% |
64% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5616 |
|
2.618 |
1.5525 |
|
1.618 |
1.5469 |
|
1.000 |
1.5434 |
|
0.618 |
1.5413 |
|
HIGH |
1.5378 |
|
0.618 |
1.5357 |
|
0.500 |
1.5350 |
|
0.382 |
1.5343 |
|
LOW |
1.5322 |
|
0.618 |
1.5287 |
|
1.000 |
1.5266 |
|
1.618 |
1.5231 |
|
2.618 |
1.5175 |
|
4.250 |
1.5084 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5369 |
1.5348 |
| PP |
1.5359 |
1.5317 |
| S1 |
1.5350 |
1.5287 |
|