CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5325 |
1.5225 |
-0.0100 |
-0.7% |
1.5269 |
| High |
1.5325 |
1.5235 |
-0.0090 |
-0.6% |
1.5419 |
| Low |
1.5220 |
1.5104 |
-0.0116 |
-0.8% |
1.5269 |
| Close |
1.5230 |
1.5234 |
0.0004 |
0.0% |
1.5370 |
| Range |
0.0105 |
0.0131 |
0.0026 |
24.8% |
0.0150 |
| ATR |
0.0101 |
0.0103 |
0.0002 |
2.1% |
0.0000 |
| Volume |
204 |
90 |
-114 |
-55.9% |
261 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5584 |
1.5540 |
1.5306 |
|
| R3 |
1.5453 |
1.5409 |
1.5270 |
|
| R2 |
1.5322 |
1.5322 |
1.5258 |
|
| R1 |
1.5278 |
1.5278 |
1.5246 |
1.5300 |
| PP |
1.5191 |
1.5191 |
1.5191 |
1.5202 |
| S1 |
1.5147 |
1.5147 |
1.5222 |
1.5169 |
| S2 |
1.5060 |
1.5060 |
1.5210 |
|
| S3 |
1.4929 |
1.5016 |
1.5198 |
|
| S4 |
1.4798 |
1.4885 |
1.5162 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5803 |
1.5736 |
1.5453 |
|
| R3 |
1.5653 |
1.5586 |
1.5411 |
|
| R2 |
1.5503 |
1.5503 |
1.5398 |
|
| R1 |
1.5436 |
1.5436 |
1.5384 |
1.5470 |
| PP |
1.5353 |
1.5353 |
1.5353 |
1.5369 |
| S1 |
1.5286 |
1.5286 |
1.5356 |
1.5320 |
| S2 |
1.5203 |
1.5203 |
1.5343 |
|
| S3 |
1.5053 |
1.5136 |
1.5329 |
|
| S4 |
1.4903 |
1.4986 |
1.5288 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5419 |
1.5104 |
0.0315 |
2.1% |
0.0096 |
0.6% |
41% |
False |
True |
83 |
| 10 |
1.5419 |
1.5104 |
0.0315 |
2.1% |
0.0083 |
0.5% |
41% |
False |
True |
59 |
| 20 |
1.5419 |
1.4798 |
0.0621 |
4.1% |
0.0113 |
0.7% |
70% |
False |
False |
72 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0096 |
0.6% |
48% |
False |
False |
59 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0069 |
0.5% |
48% |
False |
False |
42 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0058 |
0.4% |
48% |
False |
False |
32 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0050 |
0.3% |
48% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5792 |
|
2.618 |
1.5578 |
|
1.618 |
1.5447 |
|
1.000 |
1.5366 |
|
0.618 |
1.5316 |
|
HIGH |
1.5235 |
|
0.618 |
1.5185 |
|
0.500 |
1.5170 |
|
0.382 |
1.5154 |
|
LOW |
1.5104 |
|
0.618 |
1.5023 |
|
1.000 |
1.4973 |
|
1.618 |
1.4892 |
|
2.618 |
1.4761 |
|
4.250 |
1.4547 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5213 |
1.5245 |
| PP |
1.5191 |
1.5241 |
| S1 |
1.5170 |
1.5238 |
|