CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5338 |
1.5236 |
-0.0102 |
-0.7% |
1.5259 |
| High |
1.5352 |
1.5250 |
-0.0102 |
-0.7% |
1.5432 |
| Low |
1.5218 |
1.5120 |
-0.0098 |
-0.6% |
1.5252 |
| Close |
1.5238 |
1.5242 |
0.0004 |
0.0% |
1.5378 |
| Range |
0.0134 |
0.0130 |
-0.0004 |
-3.0% |
0.0180 |
| ATR |
0.0128 |
0.0128 |
0.0000 |
0.1% |
0.0000 |
| Volume |
95,561 |
158,665 |
63,104 |
66.0% |
491,330 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5594 |
1.5548 |
1.5314 |
|
| R3 |
1.5464 |
1.5418 |
1.5278 |
|
| R2 |
1.5334 |
1.5334 |
1.5266 |
|
| R1 |
1.5288 |
1.5288 |
1.5254 |
1.5311 |
| PP |
1.5204 |
1.5204 |
1.5204 |
1.5216 |
| S1 |
1.5158 |
1.5158 |
1.5230 |
1.5181 |
| S2 |
1.5074 |
1.5074 |
1.5218 |
|
| S3 |
1.4944 |
1.5028 |
1.5206 |
|
| S4 |
1.4814 |
1.4898 |
1.5171 |
|
|
| 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 |
1.5120 |
0.0312 |
2.0% |
0.0117 |
0.8% |
39% |
False |
True |
104,849 |
| 10 |
1.5432 |
1.5120 |
0.0312 |
2.0% |
0.0105 |
0.7% |
39% |
False |
True |
98,285 |
| 20 |
1.5432 |
1.4806 |
0.0626 |
4.1% |
0.0147 |
1.0% |
70% |
False |
False |
116,662 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0136 |
0.9% |
47% |
False |
False |
102,239 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0130 |
0.9% |
47% |
False |
False |
68,413 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0113 |
0.7% |
47% |
False |
False |
51,318 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0105 |
0.7% |
47% |
False |
False |
41,061 |
| 120 |
1.5781 |
1.4806 |
0.0975 |
6.4% |
0.0094 |
0.6% |
45% |
False |
False |
34,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5803 |
|
2.618 |
1.5590 |
|
1.618 |
1.5460 |
|
1.000 |
1.5380 |
|
0.618 |
1.5330 |
|
HIGH |
1.5250 |
|
0.618 |
1.5200 |
|
0.500 |
1.5185 |
|
0.382 |
1.5170 |
|
LOW |
1.5120 |
|
0.618 |
1.5040 |
|
1.000 |
1.4990 |
|
1.618 |
1.4910 |
|
2.618 |
1.4780 |
|
4.250 |
1.4568 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5223 |
1.5265 |
| PP |
1.5204 |
1.5257 |
| S1 |
1.5185 |
1.5250 |
|