CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.5533 |
1.5510 |
-0.0023 |
-0.1% |
1.5610 |
High |
1.5538 |
1.5537 |
-0.0001 |
0.0% |
1.5700 |
Low |
1.5420 |
1.5471 |
0.0051 |
0.3% |
1.5528 |
Close |
1.5515 |
1.5486 |
-0.0029 |
-0.2% |
1.5562 |
Range |
0.0118 |
0.0066 |
-0.0052 |
-44.1% |
0.0172 |
ATR |
0.0101 |
0.0098 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
588 |
2,405 |
1,817 |
309.0% |
2,296 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5696 |
1.5657 |
1.5522 |
|
R3 |
1.5630 |
1.5591 |
1.5504 |
|
R2 |
1.5564 |
1.5564 |
1.5498 |
|
R1 |
1.5525 |
1.5525 |
1.5492 |
1.5512 |
PP |
1.5498 |
1.5498 |
1.5498 |
1.5491 |
S1 |
1.5459 |
1.5459 |
1.5480 |
1.5446 |
S2 |
1.5432 |
1.5432 |
1.5474 |
|
S3 |
1.5366 |
1.5393 |
1.5468 |
|
S4 |
1.5300 |
1.5327 |
1.5450 |
|
|
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 |
1.5640 |
1.5420 |
0.0220 |
1.4% |
0.0090 |
0.6% |
30% |
False |
False |
897 |
10 |
1.5700 |
1.5420 |
0.0280 |
1.8% |
0.0083 |
0.5% |
24% |
False |
False |
684 |
20 |
1.5700 |
1.5094 |
0.0606 |
3.9% |
0.0098 |
0.6% |
65% |
False |
False |
408 |
40 |
1.5700 |
1.4798 |
0.0902 |
5.8% |
0.0105 |
0.7% |
76% |
False |
False |
242 |
60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0098 |
0.6% |
75% |
False |
False |
177 |
80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0078 |
0.5% |
75% |
False |
False |
135 |
100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0067 |
0.4% |
75% |
False |
False |
108 |
120 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0059 |
0.4% |
75% |
False |
False |
90 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5818 |
2.618 |
1.5710 |
1.618 |
1.5644 |
1.000 |
1.5603 |
0.618 |
1.5578 |
HIGH |
1.5537 |
0.618 |
1.5512 |
0.500 |
1.5504 |
0.382 |
1.5496 |
LOW |
1.5471 |
0.618 |
1.5430 |
1.000 |
1.5405 |
1.618 |
1.5364 |
2.618 |
1.5298 |
4.250 |
1.5191 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5504 |
1.5499 |
PP |
1.5498 |
1.5494 |
S1 |
1.5492 |
1.5490 |
|