CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5340 |
1.5364 |
0.0024 |
0.2% |
1.5269 |
| High |
1.5419 |
1.5385 |
-0.0034 |
-0.2% |
1.5419 |
| Low |
1.5275 |
1.5349 |
0.0074 |
0.5% |
1.5269 |
| Close |
1.5347 |
1.5370 |
0.0023 |
0.1% |
1.5370 |
| Range |
0.0144 |
0.0036 |
-0.0108 |
-75.0% |
0.0150 |
| ATR |
0.0107 |
0.0102 |
-0.0005 |
-4.6% |
0.0000 |
| Volume |
78 |
34 |
-44 |
-56.4% |
261 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5476 |
1.5459 |
1.5390 |
|
| R3 |
1.5440 |
1.5423 |
1.5380 |
|
| R2 |
1.5404 |
1.5404 |
1.5377 |
|
| R1 |
1.5387 |
1.5387 |
1.5373 |
1.5396 |
| PP |
1.5368 |
1.5368 |
1.5368 |
1.5372 |
| S1 |
1.5351 |
1.5351 |
1.5367 |
1.5360 |
| S2 |
1.5332 |
1.5332 |
1.5363 |
|
| S3 |
1.5296 |
1.5315 |
1.5360 |
|
| S4 |
1.5260 |
1.5279 |
1.5350 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5803 |
1.5736 |
1.5453 |
|
| R3 |
1.5653 |
1.5586 |
1.5411 |
|
| R2 |
1.5503 |
1.5503 |
1.5398 |
|
| R1 |
1.5436 |
1.5436 |
1.5384 |
1.5470 |
| PP |
1.5353 |
1.5353 |
1.5353 |
1.5369 |
| S1 |
1.5286 |
1.5286 |
1.5356 |
1.5320 |
| S2 |
1.5203 |
1.5203 |
1.5343 |
|
| S3 |
1.5053 |
1.5136 |
1.5329 |
|
| S4 |
1.4903 |
1.4986 |
1.5288 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5419 |
1.5269 |
0.0150 |
1.0% |
0.0081 |
0.5% |
67% |
False |
False |
52 |
| 10 |
1.5419 |
1.5050 |
0.0369 |
2.4% |
0.0078 |
0.5% |
87% |
False |
False |
35 |
| 20 |
1.5419 |
1.4798 |
0.0621 |
4.0% |
0.0108 |
0.7% |
92% |
False |
False |
63 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0089 |
0.6% |
63% |
False |
False |
52 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0064 |
0.4% |
63% |
False |
False |
37 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0057 |
0.4% |
63% |
False |
False |
28 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0048 |
0.3% |
63% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5538 |
|
2.618 |
1.5479 |
|
1.618 |
1.5443 |
|
1.000 |
1.5421 |
|
0.618 |
1.5407 |
|
HIGH |
1.5385 |
|
0.618 |
1.5371 |
|
0.500 |
1.5367 |
|
0.382 |
1.5363 |
|
LOW |
1.5349 |
|
0.618 |
1.5327 |
|
1.000 |
1.5313 |
|
1.618 |
1.5291 |
|
2.618 |
1.5255 |
|
4.250 |
1.5196 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5369 |
1.5362 |
| PP |
1.5368 |
1.5355 |
| S1 |
1.5367 |
1.5347 |
|