CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5645 |
1.5662 |
0.0017 |
0.1% |
1.5505 |
| High |
1.5695 |
1.5716 |
0.0021 |
0.1% |
1.5655 |
| Low |
1.5625 |
1.5635 |
0.0010 |
0.1% |
1.5419 |
| Close |
1.5673 |
1.5696 |
0.0023 |
0.1% |
1.5638 |
| Range |
0.0070 |
0.0081 |
0.0011 |
15.7% |
0.0236 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
79,274 |
104,316 |
25,042 |
31.6% |
520,983 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5925 |
1.5892 |
1.5741 |
|
| R3 |
1.5844 |
1.5811 |
1.5718 |
|
| R2 |
1.5763 |
1.5763 |
1.5711 |
|
| R1 |
1.5730 |
1.5730 |
1.5703 |
1.5747 |
| PP |
1.5682 |
1.5682 |
1.5682 |
1.5691 |
| S1 |
1.5649 |
1.5649 |
1.5689 |
1.5666 |
| S2 |
1.5601 |
1.5601 |
1.5681 |
|
| S3 |
1.5520 |
1.5568 |
1.5674 |
|
| S4 |
1.5439 |
1.5487 |
1.5651 |
|
|
| 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 |
1.5716 |
1.5498 |
0.0218 |
1.4% |
0.0084 |
0.5% |
91% |
True |
False |
99,382 |
| 10 |
1.5716 |
1.5419 |
0.0297 |
1.9% |
0.0085 |
0.5% |
93% |
True |
False |
94,429 |
| 20 |
1.5716 |
1.5098 |
0.0618 |
3.9% |
0.0114 |
0.7% |
97% |
True |
False |
108,700 |
| 40 |
1.5716 |
1.4806 |
0.0910 |
5.8% |
0.0130 |
0.8% |
98% |
True |
False |
112,832 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0129 |
0.8% |
95% |
False |
False |
95,840 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0123 |
0.8% |
95% |
False |
False |
71,934 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0114 |
0.7% |
95% |
False |
False |
57,555 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0105 |
0.7% |
95% |
False |
False |
47,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6060 |
|
2.618 |
1.5928 |
|
1.618 |
1.5847 |
|
1.000 |
1.5797 |
|
0.618 |
1.5766 |
|
HIGH |
1.5716 |
|
0.618 |
1.5685 |
|
0.500 |
1.5676 |
|
0.382 |
1.5666 |
|
LOW |
1.5635 |
|
0.618 |
1.5585 |
|
1.000 |
1.5554 |
|
1.618 |
1.5504 |
|
2.618 |
1.5423 |
|
4.250 |
1.5291 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5689 |
1.5684 |
| PP |
1.5682 |
1.5673 |
| S1 |
1.5676 |
1.5661 |
|