CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5440 |
1.5428 |
-0.0012 |
-0.1% |
1.5271 |
| High |
1.5495 |
1.5534 |
0.0039 |
0.3% |
1.5550 |
| Low |
1.5428 |
1.5410 |
-0.0018 |
-0.1% |
1.5198 |
| Close |
1.5433 |
1.5492 |
0.0059 |
0.4% |
1.5499 |
| Range |
0.0067 |
0.0124 |
0.0057 |
85.1% |
0.0352 |
| ATR |
0.0105 |
0.0107 |
0.0001 |
1.3% |
0.0000 |
| Volume |
130 |
117 |
-13 |
-10.0% |
509 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5851 |
1.5795 |
1.5560 |
|
| R3 |
1.5727 |
1.5671 |
1.5526 |
|
| R2 |
1.5603 |
1.5603 |
1.5515 |
|
| R1 |
1.5547 |
1.5547 |
1.5503 |
1.5575 |
| PP |
1.5479 |
1.5479 |
1.5479 |
1.5493 |
| S1 |
1.5423 |
1.5423 |
1.5481 |
1.5451 |
| S2 |
1.5355 |
1.5355 |
1.5469 |
|
| S3 |
1.5231 |
1.5299 |
1.5458 |
|
| S4 |
1.5107 |
1.5175 |
1.5424 |
|
|
| 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 |
1.5410 |
0.0140 |
0.9% |
0.0069 |
0.4% |
59% |
False |
True |
131 |
| 10 |
1.5550 |
1.5094 |
0.0456 |
2.9% |
0.0110 |
0.7% |
87% |
False |
False |
103 |
| 20 |
1.5550 |
1.5094 |
0.0456 |
2.9% |
0.0096 |
0.6% |
87% |
False |
False |
81 |
| 40 |
1.5653 |
1.4798 |
0.0855 |
5.5% |
0.0109 |
0.7% |
81% |
False |
False |
78 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0086 |
0.6% |
76% |
False |
False |
57 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0069 |
0.4% |
76% |
False |
False |
44 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0060 |
0.4% |
76% |
False |
False |
36 |
| 120 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0051 |
0.3% |
76% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6061 |
|
2.618 |
1.5859 |
|
1.618 |
1.5735 |
|
1.000 |
1.5658 |
|
0.618 |
1.5611 |
|
HIGH |
1.5534 |
|
0.618 |
1.5487 |
|
0.500 |
1.5472 |
|
0.382 |
1.5457 |
|
LOW |
1.5410 |
|
0.618 |
1.5333 |
|
1.000 |
1.5286 |
|
1.618 |
1.5209 |
|
2.618 |
1.5085 |
|
4.250 |
1.4883 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5485 |
1.5485 |
| PP |
1.5479 |
1.5479 |
| S1 |
1.5472 |
1.5472 |
|