CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5476 |
1.5523 |
0.0047 |
0.3% |
1.5271 |
| High |
1.5550 |
1.5539 |
-0.0011 |
-0.1% |
1.5550 |
| Low |
1.5476 |
1.5486 |
0.0010 |
0.1% |
1.5198 |
| Close |
1.5534 |
1.5499 |
-0.0035 |
-0.2% |
1.5499 |
| Range |
0.0074 |
0.0053 |
-0.0021 |
-28.4% |
0.0352 |
| ATR |
0.0117 |
0.0113 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
115 |
162 |
47 |
40.9% |
509 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5667 |
1.5636 |
1.5528 |
|
| R3 |
1.5614 |
1.5583 |
1.5514 |
|
| R2 |
1.5561 |
1.5561 |
1.5509 |
|
| R1 |
1.5530 |
1.5530 |
1.5504 |
1.5519 |
| PP |
1.5508 |
1.5508 |
1.5508 |
1.5503 |
| S1 |
1.5477 |
1.5477 |
1.5494 |
1.5466 |
| S2 |
1.5455 |
1.5455 |
1.5489 |
|
| S3 |
1.5402 |
1.5424 |
1.5484 |
|
| S4 |
1.5349 |
1.5371 |
1.5470 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6472 |
1.6337 |
1.5693 |
|
| R3 |
1.6120 |
1.5985 |
1.5596 |
|
| R2 |
1.5768 |
1.5768 |
1.5564 |
|
| R1 |
1.5633 |
1.5633 |
1.5531 |
1.5701 |
| PP |
1.5416 |
1.5416 |
1.5416 |
1.5449 |
| S1 |
1.5281 |
1.5281 |
1.5467 |
1.5349 |
| S2 |
1.5064 |
1.5064 |
1.5434 |
|
| S3 |
1.4712 |
1.4929 |
1.5402 |
|
| S4 |
1.4360 |
1.4577 |
1.5305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5550 |
1.5198 |
0.0352 |
2.3% |
0.0118 |
0.8% |
86% |
False |
False |
101 |
| 10 |
1.5550 |
1.5094 |
0.0456 |
2.9% |
0.0118 |
0.8% |
89% |
False |
False |
96 |
| 20 |
1.5550 |
1.5050 |
0.0500 |
3.2% |
0.0098 |
0.6% |
90% |
False |
False |
66 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0106 |
0.7% |
77% |
False |
False |
69 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0082 |
0.5% |
77% |
False |
False |
51 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0067 |
0.4% |
77% |
False |
False |
40 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0058 |
0.4% |
77% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5764 |
|
2.618 |
1.5678 |
|
1.618 |
1.5625 |
|
1.000 |
1.5592 |
|
0.618 |
1.5572 |
|
HIGH |
1.5539 |
|
0.618 |
1.5519 |
|
0.500 |
1.5513 |
|
0.382 |
1.5506 |
|
LOW |
1.5486 |
|
0.618 |
1.5453 |
|
1.000 |
1.5433 |
|
1.618 |
1.5400 |
|
2.618 |
1.5347 |
|
4.250 |
1.5261 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5513 |
1.5457 |
| PP |
1.5508 |
1.5416 |
| S1 |
1.5504 |
1.5374 |
|