CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5306 |
1.5476 |
0.0170 |
1.1% |
1.5380 |
| High |
1.5505 |
1.5550 |
0.0045 |
0.3% |
1.5385 |
| Low |
1.5198 |
1.5476 |
0.0278 |
1.8% |
1.5094 |
| Close |
1.5482 |
1.5534 |
0.0052 |
0.3% |
1.5271 |
| Range |
0.0307 |
0.0074 |
-0.0233 |
-75.9% |
0.0291 |
| ATR |
0.0121 |
0.0117 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
52 |
115 |
63 |
121.2% |
457 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5742 |
1.5712 |
1.5575 |
|
| R3 |
1.5668 |
1.5638 |
1.5554 |
|
| R2 |
1.5594 |
1.5594 |
1.5548 |
|
| R1 |
1.5564 |
1.5564 |
1.5541 |
1.5579 |
| PP |
1.5520 |
1.5520 |
1.5520 |
1.5528 |
| S1 |
1.5490 |
1.5490 |
1.5527 |
1.5505 |
| S2 |
1.5446 |
1.5446 |
1.5520 |
|
| S3 |
1.5372 |
1.5416 |
1.5514 |
|
| S4 |
1.5298 |
1.5342 |
1.5493 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6123 |
1.5988 |
1.5431 |
|
| R3 |
1.5832 |
1.5697 |
1.5351 |
|
| R2 |
1.5541 |
1.5541 |
1.5324 |
|
| R1 |
1.5406 |
1.5406 |
1.5298 |
1.5328 |
| PP |
1.5250 |
1.5250 |
1.5250 |
1.5211 |
| S1 |
1.5115 |
1.5115 |
1.5244 |
1.5037 |
| S2 |
1.4959 |
1.4959 |
1.5218 |
|
| S3 |
1.4668 |
1.4824 |
1.5191 |
|
| S4 |
1.4377 |
1.4533 |
1.5111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5550 |
1.5094 |
0.0456 |
2.9% |
0.0146 |
0.9% |
96% |
True |
False |
78 |
| 10 |
1.5550 |
1.5094 |
0.0456 |
2.9% |
0.0116 |
0.7% |
96% |
True |
False |
83 |
| 20 |
1.5550 |
1.5050 |
0.0500 |
3.2% |
0.0100 |
0.6% |
97% |
True |
False |
65 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0106 |
0.7% |
81% |
False |
False |
66 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0081 |
0.5% |
81% |
False |
False |
49 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0066 |
0.4% |
81% |
False |
False |
38 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0058 |
0.4% |
81% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5865 |
|
2.618 |
1.5744 |
|
1.618 |
1.5670 |
|
1.000 |
1.5624 |
|
0.618 |
1.5596 |
|
HIGH |
1.5550 |
|
0.618 |
1.5522 |
|
0.500 |
1.5513 |
|
0.382 |
1.5504 |
|
LOW |
1.5476 |
|
0.618 |
1.5430 |
|
1.000 |
1.5402 |
|
1.618 |
1.5356 |
|
2.618 |
1.5282 |
|
4.250 |
1.5162 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5527 |
1.5481 |
| PP |
1.5520 |
1.5427 |
| S1 |
1.5513 |
1.5374 |
|