CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 18-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1.5135 |
1.5152 |
0.0017 |
0.1% |
1.4870 |
High |
1.5245 |
1.5205 |
-0.0040 |
-0.3% |
1.5176 |
Low |
1.5135 |
1.5141 |
0.0006 |
0.0% |
1.4798 |
Close |
1.5194 |
1.5203 |
0.0009 |
0.1% |
1.5088 |
Range |
0.0110 |
0.0064 |
-0.0046 |
-41.8% |
0.0378 |
ATR |
0.0117 |
0.0113 |
-0.0004 |
-3.2% |
0.0000 |
Volume |
29 |
26 |
-3 |
-10.3% |
624 |
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5375 |
1.5353 |
1.5238 |
|
R3 |
1.5311 |
1.5289 |
1.5221 |
|
R2 |
1.5247 |
1.5247 |
1.5215 |
|
R1 |
1.5225 |
1.5225 |
1.5209 |
1.5236 |
PP |
1.5183 |
1.5183 |
1.5183 |
1.5189 |
S1 |
1.5161 |
1.5161 |
1.5197 |
1.5172 |
S2 |
1.5119 |
1.5119 |
1.5191 |
|
S3 |
1.5055 |
1.5097 |
1.5185 |
|
S4 |
1.4991 |
1.5033 |
1.5168 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6155 |
1.5999 |
1.5296 |
|
R3 |
1.5777 |
1.5621 |
1.5192 |
|
R2 |
1.5399 |
1.5399 |
1.5157 |
|
R1 |
1.5243 |
1.5243 |
1.5123 |
1.5321 |
PP |
1.5021 |
1.5021 |
1.5021 |
1.5060 |
S1 |
1.4865 |
1.4865 |
1.5053 |
1.4943 |
S2 |
1.4643 |
1.4643 |
1.5019 |
|
S3 |
1.4265 |
1.4487 |
1.4984 |
|
S4 |
1.3887 |
1.4109 |
1.4880 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5245 |
1.5050 |
0.0195 |
1.3% |
0.0082 |
0.5% |
78% |
False |
False |
49 |
10 |
1.5251 |
1.4798 |
0.0453 |
3.0% |
0.0136 |
0.9% |
89% |
False |
False |
85 |
20 |
1.5489 |
1.4798 |
0.0691 |
4.5% |
0.0115 |
0.8% |
59% |
False |
False |
74 |
40 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0082 |
0.5% |
44% |
False |
False |
46 |
60 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0061 |
0.4% |
44% |
False |
False |
32 |
80 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0052 |
0.3% |
44% |
False |
False |
25 |
100 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0043 |
0.3% |
44% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5477 |
2.618 |
1.5373 |
1.618 |
1.5309 |
1.000 |
1.5269 |
0.618 |
1.5245 |
HIGH |
1.5205 |
0.618 |
1.5181 |
0.500 |
1.5173 |
0.382 |
1.5165 |
LOW |
1.5141 |
0.618 |
1.5101 |
1.000 |
1.5077 |
1.618 |
1.5037 |
2.618 |
1.4973 |
4.250 |
1.4869 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5193 |
1.5187 |
PP |
1.5183 |
1.5170 |
S1 |
1.5173 |
1.5154 |
|