CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5364 |
1.5380 |
0.0016 |
0.1% |
1.5269 |
| High |
1.5385 |
1.5385 |
0.0000 |
0.0% |
1.5419 |
| Low |
1.5349 |
1.5322 |
-0.0027 |
-0.2% |
1.5269 |
| Close |
1.5370 |
1.5344 |
-0.0026 |
-0.2% |
1.5370 |
| Range |
0.0036 |
0.0063 |
0.0027 |
75.0% |
0.0150 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
34 |
11 |
-23 |
-67.6% |
261 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5539 |
1.5505 |
1.5379 |
|
| R3 |
1.5476 |
1.5442 |
1.5361 |
|
| R2 |
1.5413 |
1.5413 |
1.5356 |
|
| R1 |
1.5379 |
1.5379 |
1.5350 |
1.5365 |
| PP |
1.5350 |
1.5350 |
1.5350 |
1.5343 |
| S1 |
1.5316 |
1.5316 |
1.5338 |
1.5302 |
| S2 |
1.5287 |
1.5287 |
1.5332 |
|
| S3 |
1.5224 |
1.5253 |
1.5327 |
|
| S4 |
1.5161 |
1.5190 |
1.5309 |
|
|
| 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 |
1.5275 |
0.0144 |
0.9% |
0.0075 |
0.5% |
48% |
False |
False |
53 |
| 10 |
1.5419 |
1.5062 |
0.0357 |
2.3% |
0.0079 |
0.5% |
79% |
False |
False |
35 |
| 20 |
1.5419 |
1.4798 |
0.0621 |
4.0% |
0.0106 |
0.7% |
88% |
False |
False |
62 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0090 |
0.6% |
60% |
False |
False |
52 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0065 |
0.4% |
60% |
False |
False |
37 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0056 |
0.4% |
60% |
False |
False |
28 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0048 |
0.3% |
60% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5653 |
|
2.618 |
1.5550 |
|
1.618 |
1.5487 |
|
1.000 |
1.5448 |
|
0.618 |
1.5424 |
|
HIGH |
1.5385 |
|
0.618 |
1.5361 |
|
0.500 |
1.5354 |
|
0.382 |
1.5346 |
|
LOW |
1.5322 |
|
0.618 |
1.5283 |
|
1.000 |
1.5259 |
|
1.618 |
1.5220 |
|
2.618 |
1.5157 |
|
4.250 |
1.5054 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5354 |
1.5347 |
| PP |
1.5350 |
1.5346 |
| S1 |
1.5347 |
1.5345 |
|