CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5236 |
1.5198 |
-0.0038 |
-0.2% |
1.5259 |
| High |
1.5250 |
1.5242 |
-0.0008 |
-0.1% |
1.5432 |
| Low |
1.5120 |
1.5105 |
-0.0015 |
-0.1% |
1.5252 |
| Close |
1.5242 |
1.5115 |
-0.0127 |
-0.8% |
1.5378 |
| Range |
0.0130 |
0.0137 |
0.0007 |
5.4% |
0.0180 |
| ATR |
0.0128 |
0.0129 |
0.0001 |
0.5% |
0.0000 |
| Volume |
158,665 |
163,453 |
4,788 |
3.0% |
491,330 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5565 |
1.5477 |
1.5190 |
|
| R3 |
1.5428 |
1.5340 |
1.5153 |
|
| R2 |
1.5291 |
1.5291 |
1.5140 |
|
| R1 |
1.5203 |
1.5203 |
1.5128 |
1.5179 |
| PP |
1.5154 |
1.5154 |
1.5154 |
1.5142 |
| S1 |
1.5066 |
1.5066 |
1.5102 |
1.5042 |
| S2 |
1.5017 |
1.5017 |
1.5090 |
|
| S3 |
1.4880 |
1.4929 |
1.5077 |
|
| S4 |
1.4743 |
1.4792 |
1.5040 |
|
|
| 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 |
1.5412 |
1.5105 |
0.0307 |
2.0% |
0.0110 |
0.7% |
3% |
False |
True |
112,856 |
| 10 |
1.5432 |
1.5105 |
0.0327 |
2.2% |
0.0110 |
0.7% |
3% |
False |
True |
104,357 |
| 20 |
1.5432 |
1.4806 |
0.0626 |
4.1% |
0.0145 |
1.0% |
49% |
False |
False |
119,285 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0137 |
0.9% |
33% |
False |
False |
106,251 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0131 |
0.9% |
33% |
False |
False |
71,137 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0114 |
0.8% |
33% |
False |
False |
53,360 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0106 |
0.7% |
33% |
False |
False |
42,696 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.2% |
0.0095 |
0.6% |
33% |
False |
False |
35,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5824 |
|
2.618 |
1.5601 |
|
1.618 |
1.5464 |
|
1.000 |
1.5379 |
|
0.618 |
1.5327 |
|
HIGH |
1.5242 |
|
0.618 |
1.5190 |
|
0.500 |
1.5174 |
|
0.382 |
1.5157 |
|
LOW |
1.5105 |
|
0.618 |
1.5020 |
|
1.000 |
1.4968 |
|
1.618 |
1.4883 |
|
2.618 |
1.4746 |
|
4.250 |
1.4523 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5174 |
1.5229 |
| PP |
1.5154 |
1.5191 |
| S1 |
1.5135 |
1.5153 |
|