CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5561 |
1.5572 |
0.0011 |
0.1% |
1.5610 |
| High |
1.5598 |
1.5577 |
-0.0021 |
-0.1% |
1.5700 |
| Low |
1.5547 |
1.5472 |
-0.0075 |
-0.5% |
1.5528 |
| Close |
1.5565 |
1.5528 |
-0.0037 |
-0.2% |
1.5562 |
| Range |
0.0051 |
0.0105 |
0.0054 |
105.9% |
0.0172 |
| ATR |
0.0099 |
0.0100 |
0.0000 |
0.4% |
0.0000 |
| Volume |
354 |
242 |
-112 |
-31.6% |
2,296 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5841 |
1.5789 |
1.5586 |
|
| R3 |
1.5736 |
1.5684 |
1.5557 |
|
| R2 |
1.5631 |
1.5631 |
1.5547 |
|
| R1 |
1.5579 |
1.5579 |
1.5538 |
1.5553 |
| PP |
1.5526 |
1.5526 |
1.5526 |
1.5512 |
| S1 |
1.5474 |
1.5474 |
1.5518 |
1.5448 |
| S2 |
1.5421 |
1.5421 |
1.5509 |
|
| S3 |
1.5316 |
1.5369 |
1.5499 |
|
| S4 |
1.5211 |
1.5264 |
1.5470 |
|
|
| 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 |
1.5472 |
0.0228 |
1.5% |
0.0087 |
0.6% |
25% |
False |
True |
501 |
| 10 |
1.5700 |
1.5410 |
0.0290 |
1.9% |
0.0091 |
0.6% |
41% |
False |
False |
436 |
| 20 |
1.5700 |
1.5094 |
0.0606 |
3.9% |
0.0101 |
0.6% |
72% |
False |
False |
269 |
| 40 |
1.5700 |
1.4798 |
0.0902 |
5.8% |
0.0106 |
0.7% |
81% |
False |
False |
168 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0095 |
0.6% |
80% |
False |
False |
127 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0076 |
0.5% |
80% |
False |
False |
97 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0065 |
0.4% |
80% |
False |
False |
78 |
| 120 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0057 |
0.4% |
80% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6023 |
|
2.618 |
1.5852 |
|
1.618 |
1.5747 |
|
1.000 |
1.5682 |
|
0.618 |
1.5642 |
|
HIGH |
1.5577 |
|
0.618 |
1.5537 |
|
0.500 |
1.5525 |
|
0.382 |
1.5512 |
|
LOW |
1.5472 |
|
0.618 |
1.5407 |
|
1.000 |
1.5367 |
|
1.618 |
1.5302 |
|
2.618 |
1.5197 |
|
4.250 |
1.5026 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5527 |
1.5556 |
| PP |
1.5526 |
1.5547 |
| S1 |
1.5525 |
1.5537 |
|