CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5610 |
1.5639 |
0.0029 |
0.2% |
1.5472 |
| High |
1.5658 |
1.5682 |
0.0024 |
0.2% |
1.5687 |
| Low |
1.5597 |
1.5619 |
0.0022 |
0.1% |
1.5410 |
| Close |
1.5644 |
1.5663 |
0.0019 |
0.1% |
1.5628 |
| Range |
0.0061 |
0.0063 |
0.0002 |
3.3% |
0.0277 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
268 |
116 |
-152 |
-56.7% |
1,738 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5844 |
1.5816 |
1.5698 |
|
| R3 |
1.5781 |
1.5753 |
1.5680 |
|
| R2 |
1.5718 |
1.5718 |
1.5675 |
|
| R1 |
1.5690 |
1.5690 |
1.5669 |
1.5704 |
| PP |
1.5655 |
1.5655 |
1.5655 |
1.5662 |
| S1 |
1.5627 |
1.5627 |
1.5657 |
1.5641 |
| S2 |
1.5592 |
1.5592 |
1.5651 |
|
| S3 |
1.5529 |
1.5564 |
1.5646 |
|
| S4 |
1.5466 |
1.5501 |
1.5628 |
|
|
| 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% |
0.0094 |
0.6% |
91% |
False |
False |
372 |
| 10 |
1.5687 |
1.5198 |
0.0489 |
3.1% |
0.0100 |
0.6% |
95% |
False |
False |
245 |
| 20 |
1.5687 |
1.5094 |
0.0593 |
3.8% |
0.0100 |
0.6% |
96% |
False |
False |
165 |
| 40 |
1.5687 |
1.4798 |
0.0889 |
5.7% |
0.0105 |
0.7% |
97% |
False |
False |
115 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0090 |
0.6% |
95% |
False |
False |
86 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0071 |
0.5% |
95% |
False |
False |
66 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0064 |
0.4% |
95% |
False |
False |
53 |
| 120 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0054 |
0.3% |
95% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5950 |
|
2.618 |
1.5847 |
|
1.618 |
1.5784 |
|
1.000 |
1.5745 |
|
0.618 |
1.5721 |
|
HIGH |
1.5682 |
|
0.618 |
1.5658 |
|
0.500 |
1.5651 |
|
0.382 |
1.5643 |
|
LOW |
1.5619 |
|
0.618 |
1.5580 |
|
1.000 |
1.5556 |
|
1.618 |
1.5517 |
|
2.618 |
1.5454 |
|
4.250 |
1.5351 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5659 |
1.5656 |
| PP |
1.5655 |
1.5649 |
| S1 |
1.5651 |
1.5642 |
|