CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5353 |
1.5347 |
-0.0006 |
0.0% |
1.5378 |
| High |
1.5395 |
1.5528 |
0.0133 |
0.9% |
1.5409 |
| Low |
1.5328 |
1.5200 |
-0.0128 |
-0.8% |
1.5098 |
| Close |
1.5351 |
1.5492 |
0.0141 |
0.9% |
1.5280 |
| Range |
0.0067 |
0.0328 |
0.0261 |
389.6% |
0.0311 |
| ATR |
0.0129 |
0.0143 |
0.0014 |
11.1% |
0.0000 |
| Volume |
79,871 |
227,361 |
147,490 |
184.7% |
619,962 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6391 |
1.6269 |
1.5672 |
|
| R3 |
1.6063 |
1.5941 |
1.5582 |
|
| R2 |
1.5735 |
1.5735 |
1.5552 |
|
| R1 |
1.5613 |
1.5613 |
1.5522 |
1.5674 |
| PP |
1.5407 |
1.5407 |
1.5407 |
1.5437 |
| S1 |
1.5285 |
1.5285 |
1.5462 |
1.5346 |
| S2 |
1.5079 |
1.5079 |
1.5432 |
|
| S3 |
1.4751 |
1.4957 |
1.5402 |
|
| S4 |
1.4423 |
1.4629 |
1.5312 |
|
|
| 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 |
1.5528 |
1.5098 |
0.0430 |
2.8% |
0.0171 |
1.1% |
92% |
True |
False |
141,095 |
| 10 |
1.5528 |
1.5098 |
0.0430 |
2.8% |
0.0144 |
0.9% |
92% |
True |
False |
122,972 |
| 20 |
1.5528 |
1.4917 |
0.0611 |
3.9% |
0.0137 |
0.9% |
94% |
True |
False |
115,689 |
| 40 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0139 |
0.9% |
73% |
False |
False |
117,661 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0135 |
0.9% |
73% |
False |
False |
80,160 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0121 |
0.8% |
73% |
False |
False |
60,134 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0111 |
0.7% |
73% |
False |
False |
48,116 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0101 |
0.7% |
73% |
False |
False |
40,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6922 |
|
2.618 |
1.6387 |
|
1.618 |
1.6059 |
|
1.000 |
1.5856 |
|
0.618 |
1.5731 |
|
HIGH |
1.5528 |
|
0.618 |
1.5403 |
|
0.500 |
1.5364 |
|
0.382 |
1.5325 |
|
LOW |
1.5200 |
|
0.618 |
1.4997 |
|
1.000 |
1.4872 |
|
1.618 |
1.4669 |
|
2.618 |
1.4341 |
|
4.250 |
1.3806 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5449 |
1.5449 |
| PP |
1.5407 |
1.5407 |
| S1 |
1.5364 |
1.5364 |
|