CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5472 |
1.5440 |
-0.0032 |
-0.2% |
1.5271 |
| High |
1.5477 |
1.5495 |
0.0018 |
0.1% |
1.5550 |
| Low |
1.5450 |
1.5428 |
-0.0022 |
-0.1% |
1.5198 |
| Close |
1.5458 |
1.5433 |
-0.0025 |
-0.2% |
1.5499 |
| Range |
0.0027 |
0.0067 |
0.0040 |
148.1% |
0.0352 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
131 |
130 |
-1 |
-0.8% |
509 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5653 |
1.5610 |
1.5470 |
|
| R3 |
1.5586 |
1.5543 |
1.5451 |
|
| R2 |
1.5519 |
1.5519 |
1.5445 |
|
| R1 |
1.5476 |
1.5476 |
1.5439 |
1.5464 |
| PP |
1.5452 |
1.5452 |
1.5452 |
1.5446 |
| S1 |
1.5409 |
1.5409 |
1.5427 |
1.5397 |
| S2 |
1.5385 |
1.5385 |
1.5421 |
|
| S3 |
1.5318 |
1.5342 |
1.5415 |
|
| S4 |
1.5251 |
1.5275 |
1.5396 |
|
|
| 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% |
0.0106 |
0.7% |
67% |
False |
False |
118 |
| 10 |
1.5550 |
1.5094 |
0.0456 |
3.0% |
0.0111 |
0.7% |
74% |
False |
False |
101 |
| 20 |
1.5550 |
1.5094 |
0.0456 |
3.0% |
0.0096 |
0.6% |
74% |
False |
False |
77 |
| 40 |
1.5653 |
1.4798 |
0.0855 |
5.5% |
0.0108 |
0.7% |
74% |
False |
False |
75 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0084 |
0.5% |
70% |
False |
False |
56 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0068 |
0.4% |
70% |
False |
False |
43 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0059 |
0.4% |
70% |
False |
False |
35 |
| 120 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0051 |
0.3% |
70% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5780 |
|
2.618 |
1.5670 |
|
1.618 |
1.5603 |
|
1.000 |
1.5562 |
|
0.618 |
1.5536 |
|
HIGH |
1.5495 |
|
0.618 |
1.5469 |
|
0.500 |
1.5462 |
|
0.382 |
1.5454 |
|
LOW |
1.5428 |
|
0.618 |
1.5387 |
|
1.000 |
1.5361 |
|
1.618 |
1.5320 |
|
2.618 |
1.5253 |
|
4.250 |
1.5143 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5462 |
1.5484 |
| PP |
1.5452 |
1.5467 |
| S1 |
1.5443 |
1.5450 |
|