CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5206 |
1.5221 |
0.0015 |
0.1% |
1.5099 |
| High |
1.5237 |
1.5276 |
0.0039 |
0.3% |
1.5276 |
| Low |
1.5150 |
1.5191 |
0.0041 |
0.3% |
1.5021 |
| Close |
1.5211 |
1.5255 |
0.0044 |
0.3% |
1.5255 |
| Range |
0.0087 |
0.0085 |
-0.0002 |
-2.3% |
0.0255 |
| ATR |
0.0147 |
0.0142 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
102,731 |
68,092 |
-34,639 |
-33.7% |
536,825 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5496 |
1.5460 |
1.5302 |
|
| R3 |
1.5411 |
1.5375 |
1.5278 |
|
| R2 |
1.5326 |
1.5326 |
1.5271 |
|
| R1 |
1.5290 |
1.5290 |
1.5263 |
1.5308 |
| PP |
1.5241 |
1.5241 |
1.5241 |
1.5250 |
| S1 |
1.5205 |
1.5205 |
1.5247 |
1.5223 |
| S2 |
1.5156 |
1.5156 |
1.5239 |
|
| S3 |
1.5071 |
1.5120 |
1.5232 |
|
| S4 |
1.4986 |
1.5035 |
1.5208 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5949 |
1.5857 |
1.5395 |
|
| R3 |
1.5694 |
1.5602 |
1.5325 |
|
| R2 |
1.5439 |
1.5439 |
1.5302 |
|
| R1 |
1.5347 |
1.5347 |
1.5278 |
1.5393 |
| PP |
1.5184 |
1.5184 |
1.5184 |
1.5207 |
| S1 |
1.5092 |
1.5092 |
1.5232 |
1.5138 |
| S2 |
1.4929 |
1.4929 |
1.5208 |
|
| S3 |
1.4674 |
1.4837 |
1.5185 |
|
| S4 |
1.4419 |
1.4582 |
1.5115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5276 |
1.5021 |
0.0255 |
1.7% |
0.0117 |
0.8% |
92% |
True |
False |
107,365 |
| 10 |
1.5276 |
1.4806 |
0.0470 |
3.1% |
0.0145 |
0.9% |
96% |
True |
False |
115,065 |
| 20 |
1.5523 |
1.4806 |
0.0717 |
4.7% |
0.0150 |
1.0% |
63% |
False |
False |
121,890 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0137 |
0.9% |
48% |
False |
False |
82,256 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0125 |
0.8% |
48% |
False |
False |
54,885 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0112 |
0.7% |
48% |
False |
False |
41,172 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0102 |
0.7% |
48% |
False |
False |
32,941 |
| 120 |
1.5840 |
1.4806 |
0.1034 |
6.8% |
0.0087 |
0.6% |
43% |
False |
False |
27,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5637 |
|
2.618 |
1.5499 |
|
1.618 |
1.5414 |
|
1.000 |
1.5361 |
|
0.618 |
1.5329 |
|
HIGH |
1.5276 |
|
0.618 |
1.5244 |
|
0.500 |
1.5234 |
|
0.382 |
1.5223 |
|
LOW |
1.5191 |
|
0.618 |
1.5138 |
|
1.000 |
1.5106 |
|
1.618 |
1.5053 |
|
2.618 |
1.4968 |
|
4.250 |
1.4830 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5248 |
1.5228 |
| PP |
1.5241 |
1.5201 |
| S1 |
1.5234 |
1.5174 |
|