CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5225 |
1.5204 |
-0.0021 |
-0.1% |
1.5269 |
| High |
1.5235 |
1.5204 |
-0.0031 |
-0.2% |
1.5419 |
| Low |
1.5104 |
1.5107 |
0.0003 |
0.0% |
1.5269 |
| Close |
1.5234 |
1.5107 |
-0.0127 |
-0.8% |
1.5370 |
| Range |
0.0131 |
0.0097 |
-0.0034 |
-26.0% |
0.0150 |
| ATR |
0.0103 |
0.0105 |
0.0002 |
1.7% |
0.0000 |
| Volume |
90 |
107 |
17 |
18.9% |
261 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5430 |
1.5366 |
1.5160 |
|
| R3 |
1.5333 |
1.5269 |
1.5134 |
|
| R2 |
1.5236 |
1.5236 |
1.5125 |
|
| R1 |
1.5172 |
1.5172 |
1.5116 |
1.5156 |
| PP |
1.5139 |
1.5139 |
1.5139 |
1.5131 |
| S1 |
1.5075 |
1.5075 |
1.5098 |
1.5059 |
| S2 |
1.5042 |
1.5042 |
1.5089 |
|
| S3 |
1.4945 |
1.4978 |
1.5080 |
|
| S4 |
1.4848 |
1.4881 |
1.5054 |
|
|
| 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 |
1.5385 |
1.5104 |
0.0281 |
1.9% |
0.0086 |
0.6% |
1% |
False |
False |
89 |
| 10 |
1.5419 |
1.5104 |
0.0315 |
2.1% |
0.0086 |
0.6% |
1% |
False |
False |
68 |
| 20 |
1.5419 |
1.4798 |
0.0621 |
4.1% |
0.0111 |
0.7% |
50% |
False |
False |
76 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0098 |
0.7% |
34% |
False |
False |
62 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0071 |
0.5% |
34% |
False |
False |
43 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0059 |
0.4% |
34% |
False |
False |
33 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0051 |
0.3% |
34% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5616 |
|
2.618 |
1.5458 |
|
1.618 |
1.5361 |
|
1.000 |
1.5301 |
|
0.618 |
1.5264 |
|
HIGH |
1.5204 |
|
0.618 |
1.5167 |
|
0.500 |
1.5156 |
|
0.382 |
1.5144 |
|
LOW |
1.5107 |
|
0.618 |
1.5047 |
|
1.000 |
1.5010 |
|
1.618 |
1.4950 |
|
2.618 |
1.4853 |
|
4.250 |
1.4695 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5156 |
1.5215 |
| PP |
1.5139 |
1.5179 |
| S1 |
1.5123 |
1.5143 |
|