CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5204 |
1.5104 |
-0.0100 |
-0.7% |
1.5380 |
| High |
1.5204 |
1.5286 |
0.0082 |
0.5% |
1.5385 |
| Low |
1.5107 |
1.5094 |
-0.0013 |
-0.1% |
1.5094 |
| Close |
1.5107 |
1.5271 |
0.0164 |
1.1% |
1.5271 |
| Range |
0.0097 |
0.0192 |
0.0095 |
97.9% |
0.0291 |
| ATR |
0.0105 |
0.0111 |
0.0006 |
5.9% |
0.0000 |
| Volume |
107 |
45 |
-62 |
-57.9% |
457 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5793 |
1.5724 |
1.5377 |
|
| R3 |
1.5601 |
1.5532 |
1.5324 |
|
| R2 |
1.5409 |
1.5409 |
1.5306 |
|
| R1 |
1.5340 |
1.5340 |
1.5289 |
1.5375 |
| PP |
1.5217 |
1.5217 |
1.5217 |
1.5234 |
| S1 |
1.5148 |
1.5148 |
1.5253 |
1.5183 |
| S2 |
1.5025 |
1.5025 |
1.5236 |
|
| S3 |
1.4833 |
1.4956 |
1.5218 |
|
| S4 |
1.4641 |
1.4764 |
1.5165 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6123 |
1.5988 |
1.5431 |
|
| R3 |
1.5832 |
1.5697 |
1.5351 |
|
| R2 |
1.5541 |
1.5541 |
1.5324 |
|
| R1 |
1.5406 |
1.5406 |
1.5298 |
1.5328 |
| PP |
1.5250 |
1.5250 |
1.5250 |
1.5211 |
| S1 |
1.5115 |
1.5115 |
1.5244 |
1.5037 |
| S2 |
1.4959 |
1.4959 |
1.5218 |
|
| S3 |
1.4668 |
1.4824 |
1.5191 |
|
| S4 |
1.4377 |
1.4533 |
1.5111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5385 |
1.5094 |
0.0291 |
1.9% |
0.0118 |
0.8% |
61% |
False |
True |
91 |
| 10 |
1.5419 |
1.5094 |
0.0325 |
2.1% |
0.0099 |
0.7% |
54% |
False |
True |
71 |
| 20 |
1.5419 |
1.4798 |
0.0621 |
4.1% |
0.0100 |
0.7% |
76% |
False |
False |
72 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0098 |
0.6% |
52% |
False |
False |
62 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0073 |
0.5% |
52% |
False |
False |
44 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0062 |
0.4% |
52% |
False |
False |
34 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
6.0% |
0.0053 |
0.3% |
52% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6102 |
|
2.618 |
1.5789 |
|
1.618 |
1.5597 |
|
1.000 |
1.5478 |
|
0.618 |
1.5405 |
|
HIGH |
1.5286 |
|
0.618 |
1.5213 |
|
0.500 |
1.5190 |
|
0.382 |
1.5167 |
|
LOW |
1.5094 |
|
0.618 |
1.4975 |
|
1.000 |
1.4902 |
|
1.618 |
1.4783 |
|
2.618 |
1.4591 |
|
4.250 |
1.4278 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5244 |
1.5244 |
| PP |
1.5217 |
1.5217 |
| S1 |
1.5190 |
1.5190 |
|