CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5380 |
1.5378 |
-0.0002 |
0.0% |
1.5259 |
| High |
1.5412 |
1.5409 |
-0.0003 |
0.0% |
1.5432 |
| Low |
1.5351 |
1.5323 |
-0.0028 |
-0.2% |
1.5252 |
| Close |
1.5378 |
1.5352 |
-0.0026 |
-0.2% |
1.5378 |
| Range |
0.0061 |
0.0086 |
0.0025 |
41.0% |
0.0180 |
| ATR |
0.0131 |
0.0128 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
80,129 |
66,472 |
-13,657 |
-17.0% |
491,330 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5619 |
1.5572 |
1.5399 |
|
| R3 |
1.5533 |
1.5486 |
1.5376 |
|
| R2 |
1.5447 |
1.5447 |
1.5368 |
|
| R1 |
1.5400 |
1.5400 |
1.5360 |
1.5381 |
| PP |
1.5361 |
1.5361 |
1.5361 |
1.5352 |
| S1 |
1.5314 |
1.5314 |
1.5344 |
1.5295 |
| S2 |
1.5275 |
1.5275 |
1.5336 |
|
| S3 |
1.5189 |
1.5228 |
1.5328 |
|
| S4 |
1.5103 |
1.5142 |
1.5305 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5894 |
1.5816 |
1.5477 |
|
| R3 |
1.5714 |
1.5636 |
1.5428 |
|
| R2 |
1.5534 |
1.5534 |
1.5411 |
|
| R1 |
1.5456 |
1.5456 |
1.5395 |
1.5495 |
| PP |
1.5354 |
1.5354 |
1.5354 |
1.5374 |
| S1 |
1.5276 |
1.5276 |
1.5362 |
1.5315 |
| S2 |
1.5174 |
1.5174 |
1.5345 |
|
| S3 |
1.4994 |
1.5096 |
1.5329 |
|
| S4 |
1.4814 |
1.4916 |
1.5279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5432 |
1.5258 |
0.0174 |
1.1% |
0.0098 |
0.6% |
54% |
False |
False |
93,400 |
| 10 |
1.5432 |
1.5037 |
0.0395 |
2.6% |
0.0110 |
0.7% |
80% |
False |
False |
100,586 |
| 20 |
1.5432 |
1.4806 |
0.0626 |
4.1% |
0.0142 |
0.9% |
87% |
False |
False |
112,441 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0136 |
0.9% |
58% |
False |
False |
96,024 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0128 |
0.8% |
58% |
False |
False |
64,177 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0113 |
0.7% |
58% |
False |
False |
48,143 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0104 |
0.7% |
58% |
False |
False |
38,519 |
| 120 |
1.5781 |
1.4806 |
0.0975 |
6.4% |
0.0092 |
0.6% |
56% |
False |
False |
32,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5775 |
|
2.618 |
1.5634 |
|
1.618 |
1.5548 |
|
1.000 |
1.5495 |
|
0.618 |
1.5462 |
|
HIGH |
1.5409 |
|
0.618 |
1.5376 |
|
0.500 |
1.5366 |
|
0.382 |
1.5356 |
|
LOW |
1.5323 |
|
0.618 |
1.5270 |
|
1.000 |
1.5237 |
|
1.618 |
1.5184 |
|
2.618 |
1.5098 |
|
4.250 |
1.4958 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5366 |
1.5350 |
| PP |
1.5361 |
1.5347 |
| S1 |
1.5357 |
1.5345 |
|