CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.4860 |
1.5053 |
0.0193 |
1.3% |
1.5204 |
| High |
1.5009 |
1.5216 |
0.0207 |
1.4% |
1.5298 |
| Low |
1.4838 |
1.4917 |
0.0079 |
0.5% |
1.4845 |
| Close |
1.4917 |
1.5184 |
0.0267 |
1.8% |
1.4893 |
| Range |
0.0171 |
0.0299 |
0.0128 |
74.9% |
0.0453 |
| ATR |
0.0146 |
0.0157 |
0.0011 |
7.5% |
0.0000 |
| Volume |
130,479 |
166,241 |
35,762 |
27.4% |
540,379 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6003 |
1.5892 |
1.5348 |
|
| R3 |
1.5704 |
1.5593 |
1.5266 |
|
| R2 |
1.5405 |
1.5405 |
1.5239 |
|
| R1 |
1.5294 |
1.5294 |
1.5211 |
1.5350 |
| PP |
1.5106 |
1.5106 |
1.5106 |
1.5133 |
| S1 |
1.4995 |
1.4995 |
1.5157 |
1.5051 |
| S2 |
1.4807 |
1.4807 |
1.5129 |
|
| S3 |
1.4508 |
1.4696 |
1.5102 |
|
| S4 |
1.4209 |
1.4397 |
1.5020 |
|
|
| 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 |
1.5276 |
1.4806 |
0.0470 |
3.1% |
0.0235 |
1.6% |
80% |
False |
False |
156,038 |
| 10 |
1.5339 |
1.4806 |
0.0533 |
3.5% |
0.0178 |
1.2% |
71% |
False |
False |
129,466 |
| 20 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0152 |
1.0% |
40% |
False |
False |
124,792 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0138 |
0.9% |
40% |
False |
False |
66,550 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0121 |
0.8% |
40% |
False |
False |
44,386 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0108 |
0.7% |
40% |
False |
False |
33,300 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0097 |
0.6% |
40% |
False |
False |
26,641 |
| 120 |
1.5847 |
1.4806 |
0.1041 |
6.9% |
0.0081 |
0.5% |
36% |
False |
False |
22,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6487 |
|
2.618 |
1.5999 |
|
1.618 |
1.5700 |
|
1.000 |
1.5515 |
|
0.618 |
1.5401 |
|
HIGH |
1.5216 |
|
0.618 |
1.5102 |
|
0.500 |
1.5067 |
|
0.382 |
1.5031 |
|
LOW |
1.4917 |
|
0.618 |
1.4732 |
|
1.000 |
1.4618 |
|
1.618 |
1.4433 |
|
2.618 |
1.4134 |
|
4.250 |
1.3646 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5145 |
1.5126 |
| PP |
1.5106 |
1.5069 |
| S1 |
1.5067 |
1.5011 |
|