CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5349 |
1.5349 |
0.0000 |
0.0% |
1.5094 |
| High |
1.5378 |
1.5373 |
-0.0005 |
0.0% |
1.5255 |
| Low |
1.5322 |
1.5299 |
-0.0023 |
-0.2% |
1.5050 |
| Close |
1.5378 |
1.5299 |
-0.0079 |
-0.5% |
1.5247 |
| Range |
0.0056 |
0.0074 |
0.0018 |
32.1% |
0.0205 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
37 |
105 |
68 |
183.8% |
98 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5546 |
1.5496 |
1.5340 |
|
| R3 |
1.5472 |
1.5422 |
1.5319 |
|
| R2 |
1.5398 |
1.5398 |
1.5313 |
|
| R1 |
1.5348 |
1.5348 |
1.5306 |
1.5336 |
| PP |
1.5324 |
1.5324 |
1.5324 |
1.5318 |
| S1 |
1.5274 |
1.5274 |
1.5292 |
1.5262 |
| S2 |
1.5250 |
1.5250 |
1.5285 |
|
| S3 |
1.5176 |
1.5200 |
1.5279 |
|
| S4 |
1.5102 |
1.5126 |
1.5258 |
|
|
| 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 |
1.5378 |
1.5141 |
0.0237 |
1.5% |
0.0070 |
0.5% |
67% |
False |
False |
36 |
| 10 |
1.5378 |
1.5025 |
0.0353 |
2.3% |
0.0085 |
0.6% |
78% |
False |
False |
52 |
| 20 |
1.5408 |
1.4798 |
0.0610 |
4.0% |
0.0112 |
0.7% |
82% |
False |
False |
66 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0086 |
0.6% |
55% |
False |
False |
49 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0062 |
0.4% |
55% |
False |
False |
35 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0055 |
0.4% |
55% |
False |
False |
27 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0046 |
0.3% |
55% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5688 |
|
2.618 |
1.5567 |
|
1.618 |
1.5493 |
|
1.000 |
1.5447 |
|
0.618 |
1.5419 |
|
HIGH |
1.5373 |
|
0.618 |
1.5345 |
|
0.500 |
1.5336 |
|
0.382 |
1.5327 |
|
LOW |
1.5299 |
|
0.618 |
1.5253 |
|
1.000 |
1.5225 |
|
1.618 |
1.5179 |
|
2.618 |
1.5105 |
|
4.250 |
1.4985 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5336 |
1.5324 |
| PP |
1.5324 |
1.5315 |
| S1 |
1.5311 |
1.5307 |
|