CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5460 |
1.5442 |
-0.0018 |
-0.1% |
1.5276 |
| High |
1.5510 |
1.5544 |
0.0034 |
0.2% |
1.5570 |
| Low |
1.5420 |
1.5419 |
-0.0001 |
0.0% |
1.5200 |
| Close |
1.5442 |
1.5502 |
0.0060 |
0.4% |
1.5509 |
| Range |
0.0090 |
0.0125 |
0.0035 |
38.9% |
0.0370 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
0.0% |
0.0000 |
| Volume |
98,265 |
120,338 |
22,073 |
22.5% |
575,436 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5863 |
1.5808 |
1.5571 |
|
| R3 |
1.5738 |
1.5683 |
1.5536 |
|
| R2 |
1.5613 |
1.5613 |
1.5525 |
|
| R1 |
1.5558 |
1.5558 |
1.5513 |
1.5586 |
| PP |
1.5488 |
1.5488 |
1.5488 |
1.5502 |
| S1 |
1.5433 |
1.5433 |
1.5491 |
1.5461 |
| S2 |
1.5363 |
1.5363 |
1.5479 |
|
| S3 |
1.5238 |
1.5308 |
1.5468 |
|
| S4 |
1.5113 |
1.5183 |
1.5433 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6536 |
1.6393 |
1.5713 |
|
| R3 |
1.6166 |
1.6023 |
1.5611 |
|
| R2 |
1.5796 |
1.5796 |
1.5577 |
|
| R1 |
1.5653 |
1.5653 |
1.5543 |
1.5725 |
| PP |
1.5426 |
1.5426 |
1.5426 |
1.5462 |
| S1 |
1.5283 |
1.5283 |
1.5475 |
1.5355 |
| S2 |
1.5056 |
1.5056 |
1.5441 |
|
| S3 |
1.4686 |
1.4913 |
1.5407 |
|
| S4 |
1.4316 |
1.4543 |
1.5306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5570 |
1.5419 |
0.0151 |
1.0% |
0.0086 |
0.6% |
55% |
False |
True |
89,476 |
| 10 |
1.5570 |
1.5098 |
0.0472 |
3.0% |
0.0129 |
0.8% |
86% |
False |
False |
115,285 |
| 20 |
1.5570 |
1.5098 |
0.0472 |
3.0% |
0.0117 |
0.8% |
86% |
False |
False |
106,785 |
| 40 |
1.5669 |
1.4806 |
0.0863 |
5.6% |
0.0137 |
0.9% |
81% |
False |
False |
117,548 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0132 |
0.9% |
74% |
False |
False |
87,598 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0122 |
0.8% |
74% |
False |
False |
65,725 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0113 |
0.7% |
74% |
False |
False |
52,587 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0103 |
0.7% |
74% |
False |
False |
43,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6075 |
|
2.618 |
1.5871 |
|
1.618 |
1.5746 |
|
1.000 |
1.5669 |
|
0.618 |
1.5621 |
|
HIGH |
1.5544 |
|
0.618 |
1.5496 |
|
0.500 |
1.5482 |
|
0.382 |
1.5467 |
|
LOW |
1.5419 |
|
0.618 |
1.5342 |
|
1.000 |
1.5294 |
|
1.618 |
1.5217 |
|
2.618 |
1.5092 |
|
4.250 |
1.4888 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5495 |
1.5495 |
| PP |
1.5488 |
1.5488 |
| S1 |
1.5482 |
1.5482 |
|