CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5510 |
1.5492 |
-0.0018 |
-0.1% |
1.5561 |
| High |
1.5537 |
1.5513 |
-0.0024 |
-0.2% |
1.5598 |
| Low |
1.5471 |
1.5455 |
-0.0016 |
-0.1% |
1.5420 |
| Close |
1.5486 |
1.5483 |
-0.0003 |
0.0% |
1.5483 |
| Range |
0.0066 |
0.0058 |
-0.0008 |
-12.1% |
0.0178 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
2,405 |
1,478 |
-927 |
-38.5% |
5,067 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5658 |
1.5628 |
1.5515 |
|
| R3 |
1.5600 |
1.5570 |
1.5499 |
|
| R2 |
1.5542 |
1.5542 |
1.5494 |
|
| R1 |
1.5512 |
1.5512 |
1.5488 |
1.5498 |
| PP |
1.5484 |
1.5484 |
1.5484 |
1.5477 |
| S1 |
1.5454 |
1.5454 |
1.5478 |
1.5440 |
| S2 |
1.5426 |
1.5426 |
1.5472 |
|
| S3 |
1.5368 |
1.5396 |
1.5467 |
|
| S4 |
1.5310 |
1.5338 |
1.5451 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6034 |
1.5937 |
1.5581 |
|
| R3 |
1.5856 |
1.5759 |
1.5532 |
|
| R2 |
1.5678 |
1.5678 |
1.5516 |
|
| R1 |
1.5581 |
1.5581 |
1.5499 |
1.5541 |
| PP |
1.5500 |
1.5500 |
1.5500 |
1.5480 |
| S1 |
1.5403 |
1.5403 |
1.5467 |
1.5363 |
| S2 |
1.5322 |
1.5322 |
1.5450 |
|
| S3 |
1.5144 |
1.5225 |
1.5434 |
|
| S4 |
1.4966 |
1.5047 |
1.5385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5598 |
1.5420 |
0.0178 |
1.1% |
0.0080 |
0.5% |
35% |
False |
False |
1,013 |
| 10 |
1.5700 |
1.5420 |
0.0280 |
1.8% |
0.0080 |
0.5% |
23% |
False |
False |
736 |
| 20 |
1.5700 |
1.5198 |
0.0502 |
3.2% |
0.0092 |
0.6% |
57% |
False |
False |
480 |
| 40 |
1.5700 |
1.4798 |
0.0902 |
5.8% |
0.0096 |
0.6% |
76% |
False |
False |
276 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0096 |
0.6% |
75% |
False |
False |
201 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0078 |
0.5% |
75% |
False |
False |
153 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0068 |
0.4% |
75% |
False |
False |
123 |
| 120 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0059 |
0.4% |
75% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5760 |
|
2.618 |
1.5665 |
|
1.618 |
1.5607 |
|
1.000 |
1.5571 |
|
0.618 |
1.5549 |
|
HIGH |
1.5513 |
|
0.618 |
1.5491 |
|
0.500 |
1.5484 |
|
0.382 |
1.5477 |
|
LOW |
1.5455 |
|
0.618 |
1.5419 |
|
1.000 |
1.5397 |
|
1.618 |
1.5361 |
|
2.618 |
1.5303 |
|
4.250 |
1.5209 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5484 |
1.5482 |
| PP |
1.5484 |
1.5480 |
| S1 |
1.5483 |
1.5479 |
|