CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5144 |
1.5206 |
0.0062 |
0.4% |
1.4874 |
| High |
1.5262 |
1.5237 |
-0.0025 |
-0.2% |
1.5216 |
| Low |
1.5072 |
1.5150 |
0.0078 |
0.5% |
1.4806 |
| Close |
1.5202 |
1.5211 |
0.0009 |
0.1% |
1.5096 |
| Range |
0.0190 |
0.0087 |
-0.0103 |
-54.2% |
0.0410 |
| ATR |
0.0151 |
0.0147 |
-0.0005 |
-3.0% |
0.0000 |
| Volume |
165,014 |
102,731 |
-62,283 |
-37.7% |
613,832 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5460 |
1.5423 |
1.5259 |
|
| R3 |
1.5373 |
1.5336 |
1.5235 |
|
| R2 |
1.5286 |
1.5286 |
1.5227 |
|
| R1 |
1.5249 |
1.5249 |
1.5219 |
1.5268 |
| PP |
1.5199 |
1.5199 |
1.5199 |
1.5209 |
| S1 |
1.5162 |
1.5162 |
1.5203 |
1.5181 |
| S2 |
1.5112 |
1.5112 |
1.5195 |
|
| S3 |
1.5025 |
1.5075 |
1.5187 |
|
| S4 |
1.4938 |
1.4988 |
1.5163 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6269 |
1.6093 |
1.5322 |
|
| R3 |
1.5859 |
1.5683 |
1.5209 |
|
| R2 |
1.5449 |
1.5449 |
1.5171 |
|
| R1 |
1.5273 |
1.5273 |
1.5134 |
1.5361 |
| PP |
1.5039 |
1.5039 |
1.5039 |
1.5084 |
| S1 |
1.4863 |
1.4863 |
1.5058 |
1.4951 |
| S2 |
1.4629 |
1.4629 |
1.5021 |
|
| S3 |
1.4219 |
1.4453 |
1.4983 |
|
| S4 |
1.3809 |
1.4043 |
1.4871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5262 |
1.5021 |
0.0241 |
1.6% |
0.0123 |
0.8% |
79% |
False |
False |
112,390 |
| 10 |
1.5276 |
1.4806 |
0.0470 |
3.1% |
0.0179 |
1.2% |
86% |
False |
False |
134,214 |
| 20 |
1.5523 |
1.4806 |
0.0717 |
4.7% |
0.0151 |
1.0% |
56% |
False |
False |
127,484 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0138 |
0.9% |
43% |
False |
False |
80,562 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0124 |
0.8% |
43% |
False |
False |
53,750 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0111 |
0.7% |
43% |
False |
False |
40,321 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0101 |
0.7% |
43% |
False |
False |
32,260 |
| 120 |
1.5840 |
1.4806 |
0.1034 |
6.8% |
0.0086 |
0.6% |
39% |
False |
False |
26,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5607 |
|
2.618 |
1.5465 |
|
1.618 |
1.5378 |
|
1.000 |
1.5324 |
|
0.618 |
1.5291 |
|
HIGH |
1.5237 |
|
0.618 |
1.5204 |
|
0.500 |
1.5194 |
|
0.382 |
1.5183 |
|
LOW |
1.5150 |
|
0.618 |
1.5096 |
|
1.000 |
1.5063 |
|
1.618 |
1.5009 |
|
2.618 |
1.4922 |
|
4.250 |
1.4780 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5205 |
1.5191 |
| PP |
1.5199 |
1.5170 |
| S1 |
1.5194 |
1.5150 |
|