CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5647 |
1.5580 |
-0.0067 |
-0.4% |
1.5610 |
| High |
1.5647 |
1.5640 |
-0.0007 |
0.0% |
1.5700 |
| Low |
1.5550 |
1.5528 |
-0.0022 |
-0.1% |
1.5528 |
| Close |
1.5571 |
1.5562 |
-0.0009 |
-0.1% |
1.5562 |
| Range |
0.0097 |
0.0112 |
0.0015 |
15.5% |
0.0172 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
0.7% |
0.0000 |
| Volume |
721 |
899 |
178 |
24.7% |
2,296 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5913 |
1.5849 |
1.5624 |
|
| R3 |
1.5801 |
1.5737 |
1.5593 |
|
| R2 |
1.5689 |
1.5689 |
1.5583 |
|
| R1 |
1.5625 |
1.5625 |
1.5572 |
1.5601 |
| PP |
1.5577 |
1.5577 |
1.5577 |
1.5565 |
| S1 |
1.5513 |
1.5513 |
1.5552 |
1.5489 |
| S2 |
1.5465 |
1.5465 |
1.5541 |
|
| S3 |
1.5353 |
1.5401 |
1.5531 |
|
| S4 |
1.5241 |
1.5289 |
1.5500 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6113 |
1.6009 |
1.5657 |
|
| R3 |
1.5941 |
1.5837 |
1.5609 |
|
| R2 |
1.5769 |
1.5769 |
1.5594 |
|
| R1 |
1.5665 |
1.5665 |
1.5578 |
1.5631 |
| PP |
1.5597 |
1.5597 |
1.5597 |
1.5580 |
| S1 |
1.5493 |
1.5493 |
1.5546 |
1.5459 |
| S2 |
1.5425 |
1.5425 |
1.5530 |
|
| S3 |
1.5253 |
1.5321 |
1.5515 |
|
| S4 |
1.5081 |
1.5149 |
1.5467 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5700 |
1.5528 |
0.0172 |
1.1% |
0.0081 |
0.5% |
20% |
False |
True |
459 |
| 10 |
1.5700 |
1.5410 |
0.0290 |
1.9% |
0.0085 |
0.5% |
52% |
False |
False |
403 |
| 20 |
1.5700 |
1.5094 |
0.0606 |
3.9% |
0.0101 |
0.7% |
77% |
False |
False |
250 |
| 40 |
1.5700 |
1.4798 |
0.0902 |
5.8% |
0.0105 |
0.7% |
85% |
False |
False |
156 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0093 |
0.6% |
84% |
False |
False |
118 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0074 |
0.5% |
84% |
False |
False |
90 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0066 |
0.4% |
84% |
False |
False |
72 |
| 120 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0057 |
0.4% |
84% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6116 |
|
2.618 |
1.5933 |
|
1.618 |
1.5821 |
|
1.000 |
1.5752 |
|
0.618 |
1.5709 |
|
HIGH |
1.5640 |
|
0.618 |
1.5597 |
|
0.500 |
1.5584 |
|
0.382 |
1.5571 |
|
LOW |
1.5528 |
|
0.618 |
1.5459 |
|
1.000 |
1.5416 |
|
1.618 |
1.5347 |
|
2.618 |
1.5235 |
|
4.250 |
1.5052 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5584 |
1.5614 |
| PP |
1.5577 |
1.5597 |
| S1 |
1.5569 |
1.5579 |
|