CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5369 |
1.5314 |
-0.0055 |
-0.4% |
1.5099 |
| High |
1.5386 |
1.5432 |
0.0046 |
0.3% |
1.5276 |
| Low |
1.5284 |
1.5258 |
-0.0026 |
-0.2% |
1.5021 |
| Close |
1.5307 |
1.5355 |
0.0048 |
0.3% |
1.5255 |
| Range |
0.0102 |
0.0174 |
0.0072 |
70.6% |
0.0255 |
| ATR |
0.0133 |
0.0136 |
0.0003 |
2.2% |
0.0000 |
| Volume |
101,884 |
123,420 |
21,536 |
21.1% |
536,825 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5870 |
1.5787 |
1.5451 |
|
| R3 |
1.5696 |
1.5613 |
1.5403 |
|
| R2 |
1.5522 |
1.5522 |
1.5387 |
|
| R1 |
1.5439 |
1.5439 |
1.5371 |
1.5481 |
| PP |
1.5348 |
1.5348 |
1.5348 |
1.5369 |
| S1 |
1.5265 |
1.5265 |
1.5339 |
1.5307 |
| S2 |
1.5174 |
1.5174 |
1.5323 |
|
| S3 |
1.5000 |
1.5091 |
1.5307 |
|
| S4 |
1.4826 |
1.4917 |
1.5259 |
|
|
| 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 |
1.5432 |
1.5191 |
0.0241 |
1.6% |
0.0111 |
0.7% |
68% |
True |
False |
95,858 |
| 10 |
1.5432 |
1.5021 |
0.0411 |
2.7% |
0.0117 |
0.8% |
81% |
True |
False |
104,124 |
| 20 |
1.5432 |
1.4806 |
0.0626 |
4.1% |
0.0148 |
1.0% |
88% |
True |
False |
116,795 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0138 |
0.9% |
59% |
False |
False |
92,484 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0128 |
0.8% |
59% |
False |
False |
61,735 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0114 |
0.7% |
59% |
False |
False |
46,312 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0104 |
0.7% |
59% |
False |
False |
37,053 |
| 120 |
1.5781 |
1.4806 |
0.0975 |
6.3% |
0.0090 |
0.6% |
56% |
False |
False |
30,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6172 |
|
2.618 |
1.5888 |
|
1.618 |
1.5714 |
|
1.000 |
1.5606 |
|
0.618 |
1.5540 |
|
HIGH |
1.5432 |
|
0.618 |
1.5366 |
|
0.500 |
1.5345 |
|
0.382 |
1.5324 |
|
LOW |
1.5258 |
|
0.618 |
1.5150 |
|
1.000 |
1.5084 |
|
1.618 |
1.4976 |
|
2.618 |
1.4802 |
|
4.250 |
1.4519 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5352 |
1.5352 |
| PP |
1.5348 |
1.5348 |
| S1 |
1.5345 |
1.5345 |
|