CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5380 |
1.5325 |
-0.0055 |
-0.4% |
1.5269 |
| High |
1.5385 |
1.5325 |
-0.0060 |
-0.4% |
1.5419 |
| Low |
1.5322 |
1.5220 |
-0.0102 |
-0.7% |
1.5269 |
| Close |
1.5344 |
1.5230 |
-0.0114 |
-0.7% |
1.5370 |
| Range |
0.0063 |
0.0105 |
0.0042 |
66.7% |
0.0150 |
| ATR |
0.0099 |
0.0101 |
0.0002 |
1.8% |
0.0000 |
| Volume |
11 |
204 |
193 |
1,754.5% |
261 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5573 |
1.5507 |
1.5288 |
|
| R3 |
1.5468 |
1.5402 |
1.5259 |
|
| R2 |
1.5363 |
1.5363 |
1.5249 |
|
| R1 |
1.5297 |
1.5297 |
1.5240 |
1.5278 |
| PP |
1.5258 |
1.5258 |
1.5258 |
1.5249 |
| S1 |
1.5192 |
1.5192 |
1.5220 |
1.5173 |
| S2 |
1.5153 |
1.5153 |
1.5211 |
|
| S3 |
1.5048 |
1.5087 |
1.5201 |
|
| S4 |
1.4943 |
1.4982 |
1.5172 |
|
|
| 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 |
1.5220 |
0.0199 |
1.3% |
0.0084 |
0.6% |
5% |
False |
True |
86 |
| 10 |
1.5419 |
1.5135 |
0.0284 |
1.9% |
0.0081 |
0.5% |
33% |
False |
False |
53 |
| 20 |
1.5419 |
1.4798 |
0.0621 |
4.1% |
0.0111 |
0.7% |
70% |
False |
False |
68 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0093 |
0.6% |
47% |
False |
False |
57 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0067 |
0.4% |
47% |
False |
False |
40 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0056 |
0.4% |
47% |
False |
False |
31 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0049 |
0.3% |
47% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5771 |
|
2.618 |
1.5600 |
|
1.618 |
1.5495 |
|
1.000 |
1.5430 |
|
0.618 |
1.5390 |
|
HIGH |
1.5325 |
|
0.618 |
1.5285 |
|
0.500 |
1.5273 |
|
0.382 |
1.5260 |
|
LOW |
1.5220 |
|
0.618 |
1.5155 |
|
1.000 |
1.5115 |
|
1.618 |
1.5050 |
|
2.618 |
1.4945 |
|
4.250 |
1.4774 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5273 |
1.5303 |
| PP |
1.5258 |
1.5278 |
| S1 |
1.5244 |
1.5254 |
|