CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5117 |
1.5276 |
0.0159 |
1.1% |
1.5378 |
| High |
1.5304 |
1.5373 |
0.0069 |
0.5% |
1.5409 |
| Low |
1.5098 |
1.5254 |
0.0156 |
1.0% |
1.5098 |
| Close |
1.5280 |
1.5344 |
0.0064 |
0.4% |
1.5280 |
| Range |
0.0206 |
0.0119 |
-0.0087 |
-42.2% |
0.0311 |
| ATR |
0.0134 |
0.0133 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
135,811 |
98,980 |
-36,831 |
-27.1% |
619,962 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5681 |
1.5631 |
1.5409 |
|
| R3 |
1.5562 |
1.5512 |
1.5377 |
|
| R2 |
1.5443 |
1.5443 |
1.5366 |
|
| R1 |
1.5393 |
1.5393 |
1.5355 |
1.5418 |
| PP |
1.5324 |
1.5324 |
1.5324 |
1.5336 |
| S1 |
1.5274 |
1.5274 |
1.5333 |
1.5299 |
| S2 |
1.5205 |
1.5205 |
1.5322 |
|
| S3 |
1.5086 |
1.5155 |
1.5311 |
|
| S4 |
1.4967 |
1.5036 |
1.5279 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6195 |
1.6049 |
1.5451 |
|
| R3 |
1.5884 |
1.5738 |
1.5366 |
|
| R2 |
1.5573 |
1.5573 |
1.5337 |
|
| R1 |
1.5427 |
1.5427 |
1.5309 |
1.5345 |
| PP |
1.5262 |
1.5262 |
1.5262 |
1.5221 |
| S1 |
1.5116 |
1.5116 |
1.5251 |
1.5034 |
| S2 |
1.4951 |
1.4951 |
1.5223 |
|
| S3 |
1.4640 |
1.4805 |
1.5194 |
|
| S4 |
1.4329 |
1.4494 |
1.5109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5373 |
1.5098 |
0.0275 |
1.8% |
0.0145 |
0.9% |
89% |
True |
False |
130,494 |
| 10 |
1.5432 |
1.5098 |
0.0334 |
2.2% |
0.0122 |
0.8% |
74% |
False |
False |
111,947 |
| 20 |
1.5432 |
1.4806 |
0.0626 |
4.1% |
0.0134 |
0.9% |
86% |
False |
False |
113,328 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0134 |
0.9% |
57% |
False |
False |
111,658 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0132 |
0.9% |
57% |
False |
False |
75,046 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0118 |
0.8% |
57% |
False |
False |
56,294 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0108 |
0.7% |
57% |
False |
False |
45,043 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.1% |
0.0098 |
0.6% |
57% |
False |
False |
37,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5879 |
|
2.618 |
1.5685 |
|
1.618 |
1.5566 |
|
1.000 |
1.5492 |
|
0.618 |
1.5447 |
|
HIGH |
1.5373 |
|
0.618 |
1.5328 |
|
0.500 |
1.5314 |
|
0.382 |
1.5299 |
|
LOW |
1.5254 |
|
0.618 |
1.5180 |
|
1.000 |
1.5135 |
|
1.618 |
1.5061 |
|
2.618 |
1.4942 |
|
4.250 |
1.4748 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5334 |
1.5308 |
| PP |
1.5324 |
1.5272 |
| S1 |
1.5314 |
1.5236 |
|