CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5104 |
1.5271 |
0.0167 |
1.1% |
1.5380 |
| High |
1.5286 |
1.5353 |
0.0067 |
0.4% |
1.5385 |
| Low |
1.5094 |
1.5257 |
0.0163 |
1.1% |
1.5094 |
| Close |
1.5271 |
1.5335 |
0.0064 |
0.4% |
1.5271 |
| Range |
0.0192 |
0.0096 |
-0.0096 |
-50.0% |
0.0291 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
45 |
141 |
96 |
213.3% |
457 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5603 |
1.5565 |
1.5388 |
|
| R3 |
1.5507 |
1.5469 |
1.5361 |
|
| R2 |
1.5411 |
1.5411 |
1.5353 |
|
| R1 |
1.5373 |
1.5373 |
1.5344 |
1.5392 |
| PP |
1.5315 |
1.5315 |
1.5315 |
1.5325 |
| S1 |
1.5277 |
1.5277 |
1.5326 |
1.5296 |
| S2 |
1.5219 |
1.5219 |
1.5317 |
|
| S3 |
1.5123 |
1.5181 |
1.5309 |
|
| S4 |
1.5027 |
1.5085 |
1.5282 |
|
|
| 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 |
1.5353 |
1.5094 |
0.0259 |
1.7% |
0.0124 |
0.8% |
93% |
True |
False |
117 |
| 10 |
1.5419 |
1.5094 |
0.0325 |
2.1% |
0.0099 |
0.6% |
74% |
False |
False |
85 |
| 20 |
1.5419 |
1.4798 |
0.0621 |
4.0% |
0.0101 |
0.7% |
86% |
False |
False |
66 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0099 |
0.6% |
59% |
False |
False |
62 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0075 |
0.5% |
59% |
False |
False |
46 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0062 |
0.4% |
59% |
False |
False |
35 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0054 |
0.4% |
59% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5761 |
|
2.618 |
1.5604 |
|
1.618 |
1.5508 |
|
1.000 |
1.5449 |
|
0.618 |
1.5412 |
|
HIGH |
1.5353 |
|
0.618 |
1.5316 |
|
0.500 |
1.5305 |
|
0.382 |
1.5294 |
|
LOW |
1.5257 |
|
0.618 |
1.5198 |
|
1.000 |
1.5161 |
|
1.618 |
1.5102 |
|
2.618 |
1.5006 |
|
4.250 |
1.4849 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5325 |
1.5298 |
| PP |
1.5315 |
1.5261 |
| S1 |
1.5305 |
1.5224 |
|