CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5245 |
1.4874 |
-0.0371 |
-2.4% |
1.5204 |
| High |
1.5276 |
1.4960 |
-0.0316 |
-2.1% |
1.5298 |
| Low |
1.4845 |
1.4852 |
0.0007 |
0.0% |
1.4845 |
| Close |
1.4893 |
1.4942 |
0.0049 |
0.3% |
1.4893 |
| Range |
0.0431 |
0.0108 |
-0.0323 |
-74.9% |
0.0453 |
| ATR |
0.0145 |
0.0142 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
259,580 |
94,362 |
-165,218 |
-63.6% |
540,379 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5242 |
1.5200 |
1.5001 |
|
| R3 |
1.5134 |
1.5092 |
1.4972 |
|
| R2 |
1.5026 |
1.5026 |
1.4962 |
|
| R1 |
1.4984 |
1.4984 |
1.4952 |
1.5005 |
| PP |
1.4918 |
1.4918 |
1.4918 |
1.4929 |
| S1 |
1.4876 |
1.4876 |
1.4932 |
1.4897 |
| S2 |
1.4810 |
1.4810 |
1.4922 |
|
| S3 |
1.4702 |
1.4768 |
1.4912 |
|
| S4 |
1.4594 |
1.4660 |
1.4883 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6371 |
1.6085 |
1.5142 |
|
| R3 |
1.5918 |
1.5632 |
1.5018 |
|
| R2 |
1.5465 |
1.5465 |
1.4976 |
|
| R1 |
1.5179 |
1.5179 |
1.4935 |
1.5096 |
| PP |
1.5012 |
1.5012 |
1.5012 |
1.4970 |
| S1 |
1.4726 |
1.4726 |
1.4851 |
1.4643 |
| S2 |
1.4559 |
1.4559 |
1.4810 |
|
| S3 |
1.4106 |
1.4273 |
1.4768 |
|
| S4 |
1.3653 |
1.3820 |
1.4644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5298 |
1.4845 |
0.0453 |
3.0% |
0.0177 |
1.2% |
21% |
False |
False |
126,948 |
| 10 |
1.5470 |
1.4845 |
0.0625 |
4.2% |
0.0149 |
1.0% |
16% |
False |
False |
124,960 |
| 20 |
1.5743 |
1.4845 |
0.0898 |
6.0% |
0.0135 |
0.9% |
11% |
False |
False |
109,988 |
| 40 |
1.5743 |
1.4845 |
0.0898 |
6.0% |
0.0131 |
0.9% |
11% |
False |
False |
55,904 |
| 60 |
1.5743 |
1.4845 |
0.0898 |
6.0% |
0.0112 |
0.8% |
11% |
False |
False |
37,283 |
| 80 |
1.5743 |
1.4845 |
0.0898 |
6.0% |
0.0101 |
0.7% |
11% |
False |
False |
27,972 |
| 100 |
1.5743 |
1.4830 |
0.0913 |
6.1% |
0.0090 |
0.6% |
12% |
False |
False |
22,378 |
| 120 |
1.6041 |
1.4830 |
0.1211 |
8.1% |
0.0076 |
0.5% |
9% |
False |
False |
18,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5419 |
|
2.618 |
1.5243 |
|
1.618 |
1.5135 |
|
1.000 |
1.5068 |
|
0.618 |
1.5027 |
|
HIGH |
1.4960 |
|
0.618 |
1.4919 |
|
0.500 |
1.4906 |
|
0.382 |
1.4893 |
|
LOW |
1.4852 |
|
0.618 |
1.4785 |
|
1.000 |
1.4744 |
|
1.618 |
1.4677 |
|
2.618 |
1.4569 |
|
4.250 |
1.4393 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.4930 |
1.5072 |
| PP |
1.4918 |
1.5028 |
| S1 |
1.4906 |
1.4985 |
|