CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5152 |
1.5201 |
0.0049 |
0.3% |
1.5094 |
| High |
1.5205 |
1.5255 |
0.0050 |
0.3% |
1.5255 |
| Low |
1.5141 |
1.5196 |
0.0055 |
0.4% |
1.5050 |
| Close |
1.5203 |
1.5247 |
0.0044 |
0.3% |
1.5247 |
| Range |
0.0064 |
0.0059 |
-0.0005 |
-7.8% |
0.0205 |
| ATR |
0.0113 |
0.0109 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
26 |
7 |
-19 |
-73.1% |
98 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5410 |
1.5387 |
1.5279 |
|
| R3 |
1.5351 |
1.5328 |
1.5263 |
|
| R2 |
1.5292 |
1.5292 |
1.5258 |
|
| R1 |
1.5269 |
1.5269 |
1.5252 |
1.5281 |
| PP |
1.5233 |
1.5233 |
1.5233 |
1.5238 |
| S1 |
1.5210 |
1.5210 |
1.5242 |
1.5222 |
| S2 |
1.5174 |
1.5174 |
1.5236 |
|
| S3 |
1.5115 |
1.5151 |
1.5231 |
|
| S4 |
1.5056 |
1.5092 |
1.5215 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5799 |
1.5728 |
1.5360 |
|
| R3 |
1.5594 |
1.5523 |
1.5303 |
|
| R2 |
1.5389 |
1.5389 |
1.5285 |
|
| R1 |
1.5318 |
1.5318 |
1.5266 |
1.5354 |
| PP |
1.5184 |
1.5184 |
1.5184 |
1.5202 |
| S1 |
1.5113 |
1.5113 |
1.5228 |
1.5149 |
| S2 |
1.4979 |
1.4979 |
1.5209 |
|
| S3 |
1.4774 |
1.4908 |
1.5191 |
|
| S4 |
1.4569 |
1.4703 |
1.5134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5255 |
1.5050 |
0.0205 |
1.3% |
0.0075 |
0.5% |
96% |
True |
False |
19 |
| 10 |
1.5255 |
1.4798 |
0.0457 |
3.0% |
0.0101 |
0.7% |
98% |
True |
False |
72 |
| 20 |
1.5489 |
1.4798 |
0.0691 |
4.5% |
0.0115 |
0.8% |
65% |
False |
False |
73 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0082 |
0.5% |
49% |
False |
False |
46 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0061 |
0.4% |
49% |
False |
False |
32 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0053 |
0.3% |
49% |
False |
False |
25 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0044 |
0.3% |
49% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5506 |
|
2.618 |
1.5409 |
|
1.618 |
1.5350 |
|
1.000 |
1.5314 |
|
0.618 |
1.5291 |
|
HIGH |
1.5255 |
|
0.618 |
1.5232 |
|
0.500 |
1.5226 |
|
0.382 |
1.5219 |
|
LOW |
1.5196 |
|
0.618 |
1.5160 |
|
1.000 |
1.5137 |
|
1.618 |
1.5101 |
|
2.618 |
1.5042 |
|
4.250 |
1.4945 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5240 |
1.5230 |
| PP |
1.5233 |
1.5212 |
| S1 |
1.5226 |
1.5195 |
|