CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5580 |
1.5561 |
-0.0019 |
-0.1% |
1.5610 |
| High |
1.5640 |
1.5598 |
-0.0042 |
-0.3% |
1.5700 |
| Low |
1.5528 |
1.5547 |
0.0019 |
0.1% |
1.5528 |
| Close |
1.5562 |
1.5565 |
0.0003 |
0.0% |
1.5562 |
| Range |
0.0112 |
0.0051 |
-0.0061 |
-54.5% |
0.0172 |
| ATR |
0.0103 |
0.0099 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
899 |
354 |
-545 |
-60.6% |
2,296 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5723 |
1.5695 |
1.5593 |
|
| R3 |
1.5672 |
1.5644 |
1.5579 |
|
| R2 |
1.5621 |
1.5621 |
1.5574 |
|
| R1 |
1.5593 |
1.5593 |
1.5570 |
1.5607 |
| PP |
1.5570 |
1.5570 |
1.5570 |
1.5577 |
| S1 |
1.5542 |
1.5542 |
1.5560 |
1.5556 |
| S2 |
1.5519 |
1.5519 |
1.5556 |
|
| S3 |
1.5468 |
1.5491 |
1.5551 |
|
| S4 |
1.5417 |
1.5440 |
1.5537 |
|
|
| 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% |
0.0079 |
0.5% |
22% |
False |
False |
476 |
| 10 |
1.5700 |
1.5410 |
0.0290 |
1.9% |
0.0087 |
0.6% |
53% |
False |
False |
425 |
| 20 |
1.5700 |
1.5094 |
0.0606 |
3.9% |
0.0101 |
0.6% |
78% |
False |
False |
267 |
| 40 |
1.5700 |
1.4798 |
0.0902 |
5.8% |
0.0104 |
0.7% |
85% |
False |
False |
165 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0094 |
0.6% |
84% |
False |
False |
123 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0074 |
0.5% |
84% |
False |
False |
94 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0065 |
0.4% |
84% |
False |
False |
76 |
| 120 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0057 |
0.4% |
84% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5815 |
|
2.618 |
1.5732 |
|
1.618 |
1.5681 |
|
1.000 |
1.5649 |
|
0.618 |
1.5630 |
|
HIGH |
1.5598 |
|
0.618 |
1.5579 |
|
0.500 |
1.5573 |
|
0.382 |
1.5566 |
|
LOW |
1.5547 |
|
0.618 |
1.5515 |
|
1.000 |
1.5496 |
|
1.618 |
1.5464 |
|
2.618 |
1.5413 |
|
4.250 |
1.5330 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5573 |
1.5588 |
| PP |
1.5570 |
1.5580 |
| S1 |
1.5568 |
1.5573 |
|