CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 12-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.5523 |
1.5472 |
-0.0051 |
-0.3% |
1.5271 |
High |
1.5539 |
1.5477 |
-0.0062 |
-0.4% |
1.5550 |
Low |
1.5486 |
1.5450 |
-0.0036 |
-0.2% |
1.5198 |
Close |
1.5499 |
1.5458 |
-0.0041 |
-0.3% |
1.5499 |
Range |
0.0053 |
0.0027 |
-0.0026 |
-49.1% |
0.0352 |
ATR |
0.0113 |
0.0108 |
-0.0005 |
-4.0% |
0.0000 |
Volume |
162 |
131 |
-31 |
-19.1% |
509 |
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5543 |
1.5527 |
1.5473 |
|
R3 |
1.5516 |
1.5500 |
1.5465 |
|
R2 |
1.5489 |
1.5489 |
1.5463 |
|
R1 |
1.5473 |
1.5473 |
1.5460 |
1.5468 |
PP |
1.5462 |
1.5462 |
1.5462 |
1.5459 |
S1 |
1.5446 |
1.5446 |
1.5456 |
1.5441 |
S2 |
1.5435 |
1.5435 |
1.5453 |
|
S3 |
1.5408 |
1.5419 |
1.5451 |
|
S4 |
1.5381 |
1.5392 |
1.5443 |
|
|
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% |
0.0104 |
0.7% |
74% |
False |
False |
99 |
10 |
1.5550 |
1.5094 |
0.0456 |
2.9% |
0.0114 |
0.7% |
80% |
False |
False |
108 |
20 |
1.5550 |
1.5062 |
0.0488 |
3.2% |
0.0097 |
0.6% |
81% |
False |
False |
72 |
40 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0107 |
0.7% |
72% |
False |
False |
72 |
60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0083 |
0.5% |
72% |
False |
False |
53 |
80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0067 |
0.4% |
72% |
False |
False |
41 |
100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0058 |
0.4% |
72% |
False |
False |
33 |
120 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0050 |
0.3% |
72% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5592 |
2.618 |
1.5548 |
1.618 |
1.5521 |
1.000 |
1.5504 |
0.618 |
1.5494 |
HIGH |
1.5477 |
0.618 |
1.5467 |
0.500 |
1.5464 |
0.382 |
1.5460 |
LOW |
1.5450 |
0.618 |
1.5433 |
1.000 |
1.5423 |
1.618 |
1.5406 |
2.618 |
1.5379 |
4.250 |
1.5335 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5464 |
1.5500 |
PP |
1.5462 |
1.5486 |
S1 |
1.5460 |
1.5472 |
|