CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5526 |
1.5624 |
0.0098 |
0.6% |
1.5472 |
| High |
1.5637 |
1.5687 |
0.0050 |
0.3% |
1.5687 |
| Low |
1.5503 |
1.5597 |
0.0094 |
0.6% |
1.5410 |
| Close |
1.5628 |
1.5628 |
0.0000 |
0.0% |
1.5628 |
| Range |
0.0134 |
0.0090 |
-0.0044 |
-32.8% |
0.0277 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
398 |
962 |
564 |
141.7% |
1,738 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5907 |
1.5858 |
1.5678 |
|
| R3 |
1.5817 |
1.5768 |
1.5653 |
|
| R2 |
1.5727 |
1.5727 |
1.5645 |
|
| R1 |
1.5678 |
1.5678 |
1.5636 |
1.5703 |
| PP |
1.5637 |
1.5637 |
1.5637 |
1.5650 |
| S1 |
1.5588 |
1.5588 |
1.5620 |
1.5613 |
| S2 |
1.5547 |
1.5547 |
1.5612 |
|
| S3 |
1.5457 |
1.5498 |
1.5603 |
|
| S4 |
1.5367 |
1.5408 |
1.5579 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6406 |
1.6294 |
1.5780 |
|
| R3 |
1.6129 |
1.6017 |
1.5704 |
|
| R2 |
1.5852 |
1.5852 |
1.5679 |
|
| R1 |
1.5740 |
1.5740 |
1.5653 |
1.5796 |
| PP |
1.5575 |
1.5575 |
1.5575 |
1.5603 |
| S1 |
1.5463 |
1.5463 |
1.5603 |
1.5519 |
| S2 |
1.5298 |
1.5298 |
1.5577 |
|
| S3 |
1.5021 |
1.5186 |
1.5552 |
|
| S4 |
1.4744 |
1.4909 |
1.5476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5687 |
1.5410 |
0.0277 |
1.8% |
0.0088 |
0.6% |
79% |
True |
False |
347 |
| 10 |
1.5687 |
1.5198 |
0.0489 |
3.1% |
0.0103 |
0.7% |
88% |
True |
False |
224 |
| 20 |
1.5687 |
1.5094 |
0.0593 |
3.8% |
0.0101 |
0.6% |
90% |
True |
False |
148 |
| 40 |
1.5687 |
1.4798 |
0.0889 |
5.7% |
0.0108 |
0.7% |
93% |
True |
False |
110 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0089 |
0.6% |
91% |
False |
False |
80 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0071 |
0.5% |
91% |
False |
False |
61 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0062 |
0.4% |
91% |
False |
False |
49 |
| 120 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0053 |
0.3% |
91% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6070 |
|
2.618 |
1.5923 |
|
1.618 |
1.5833 |
|
1.000 |
1.5777 |
|
0.618 |
1.5743 |
|
HIGH |
1.5687 |
|
0.618 |
1.5653 |
|
0.500 |
1.5642 |
|
0.382 |
1.5631 |
|
LOW |
1.5597 |
|
0.618 |
1.5541 |
|
1.000 |
1.5507 |
|
1.618 |
1.5451 |
|
2.618 |
1.5361 |
|
4.250 |
1.5215 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5642 |
1.5602 |
| PP |
1.5637 |
1.5575 |
| S1 |
1.5633 |
1.5549 |
|