CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5349 |
1.5340 |
-0.0009 |
-0.1% |
1.5094 |
| High |
1.5373 |
1.5419 |
0.0046 |
0.3% |
1.5255 |
| Low |
1.5299 |
1.5275 |
-0.0024 |
-0.2% |
1.5050 |
| Close |
1.5299 |
1.5347 |
0.0048 |
0.3% |
1.5247 |
| Range |
0.0074 |
0.0144 |
0.0070 |
94.6% |
0.0205 |
| ATR |
0.0104 |
0.0107 |
0.0003 |
2.7% |
0.0000 |
| Volume |
105 |
78 |
-27 |
-25.7% |
98 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5779 |
1.5707 |
1.5426 |
|
| R3 |
1.5635 |
1.5563 |
1.5387 |
|
| R2 |
1.5491 |
1.5491 |
1.5373 |
|
| R1 |
1.5419 |
1.5419 |
1.5360 |
1.5455 |
| PP |
1.5347 |
1.5347 |
1.5347 |
1.5365 |
| S1 |
1.5275 |
1.5275 |
1.5334 |
1.5311 |
| S2 |
1.5203 |
1.5203 |
1.5321 |
|
| S3 |
1.5059 |
1.5131 |
1.5307 |
|
| S4 |
1.4915 |
1.4987 |
1.5268 |
|
|
| 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 |
1.5419 |
1.5196 |
0.0223 |
1.5% |
0.0086 |
0.6% |
68% |
True |
False |
46 |
| 10 |
1.5419 |
1.5050 |
0.0369 |
2.4% |
0.0084 |
0.5% |
80% |
True |
False |
48 |
| 20 |
1.5419 |
1.4798 |
0.0621 |
4.0% |
0.0113 |
0.7% |
88% |
True |
False |
67 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0090 |
0.6% |
60% |
False |
False |
51 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0064 |
0.4% |
60% |
False |
False |
36 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0057 |
0.4% |
60% |
False |
False |
28 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0047 |
0.3% |
60% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6031 |
|
2.618 |
1.5796 |
|
1.618 |
1.5652 |
|
1.000 |
1.5563 |
|
0.618 |
1.5508 |
|
HIGH |
1.5419 |
|
0.618 |
1.5364 |
|
0.500 |
1.5347 |
|
0.382 |
1.5330 |
|
LOW |
1.5275 |
|
0.618 |
1.5186 |
|
1.000 |
1.5131 |
|
1.618 |
1.5042 |
|
2.618 |
1.4898 |
|
4.250 |
1.4663 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5347 |
1.5347 |
| PP |
1.5347 |
1.5347 |
| S1 |
1.5347 |
1.5347 |
|