CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5630 |
1.5645 |
0.0015 |
0.1% |
1.5505 |
| High |
1.5670 |
1.5695 |
0.0025 |
0.2% |
1.5655 |
| Low |
1.5606 |
1.5625 |
0.0019 |
0.1% |
1.5419 |
| Close |
1.5654 |
1.5673 |
0.0019 |
0.1% |
1.5638 |
| Range |
0.0064 |
0.0070 |
0.0006 |
9.4% |
0.0236 |
| ATR |
0.0118 |
0.0114 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
70,496 |
79,274 |
8,778 |
12.5% |
520,983 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5874 |
1.5844 |
1.5712 |
|
| R3 |
1.5804 |
1.5774 |
1.5692 |
|
| R2 |
1.5734 |
1.5734 |
1.5686 |
|
| R1 |
1.5704 |
1.5704 |
1.5679 |
1.5719 |
| PP |
1.5664 |
1.5664 |
1.5664 |
1.5672 |
| S1 |
1.5634 |
1.5634 |
1.5667 |
1.5649 |
| S2 |
1.5594 |
1.5594 |
1.5660 |
|
| S3 |
1.5524 |
1.5564 |
1.5654 |
|
| S4 |
1.5454 |
1.5494 |
1.5635 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6279 |
1.6194 |
1.5768 |
|
| R3 |
1.6043 |
1.5958 |
1.5703 |
|
| R2 |
1.5807 |
1.5807 |
1.5681 |
|
| R1 |
1.5722 |
1.5722 |
1.5660 |
1.5765 |
| PP |
1.5571 |
1.5571 |
1.5571 |
1.5592 |
| S1 |
1.5486 |
1.5486 |
1.5616 |
1.5529 |
| S2 |
1.5335 |
1.5335 |
1.5595 |
|
| S3 |
1.5099 |
1.5250 |
1.5573 |
|
| S4 |
1.4863 |
1.5014 |
1.5508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5695 |
1.5419 |
0.0276 |
1.8% |
0.0092 |
0.6% |
92% |
True |
False |
102,587 |
| 10 |
1.5695 |
1.5200 |
0.0495 |
3.2% |
0.0109 |
0.7% |
96% |
True |
False |
106,733 |
| 20 |
1.5695 |
1.5098 |
0.0597 |
3.8% |
0.0116 |
0.7% |
96% |
True |
False |
108,579 |
| 40 |
1.5695 |
1.4806 |
0.0889 |
5.7% |
0.0130 |
0.8% |
98% |
True |
False |
113,061 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0130 |
0.8% |
93% |
False |
False |
94,110 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0123 |
0.8% |
93% |
False |
False |
70,630 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0114 |
0.7% |
93% |
False |
False |
56,512 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0105 |
0.7% |
93% |
False |
False |
47,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5993 |
|
2.618 |
1.5878 |
|
1.618 |
1.5808 |
|
1.000 |
1.5765 |
|
0.618 |
1.5738 |
|
HIGH |
1.5695 |
|
0.618 |
1.5668 |
|
0.500 |
1.5660 |
|
0.382 |
1.5652 |
|
LOW |
1.5625 |
|
0.618 |
1.5582 |
|
1.000 |
1.5555 |
|
1.618 |
1.5512 |
|
2.618 |
1.5442 |
|
4.250 |
1.5328 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5669 |
1.5665 |
| PP |
1.5664 |
1.5657 |
| S1 |
1.5660 |
1.5650 |
|