CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5271 |
1.5350 |
0.0079 |
0.5% |
1.5380 |
| High |
1.5353 |
1.5383 |
0.0030 |
0.2% |
1.5385 |
| Low |
1.5257 |
1.5322 |
0.0065 |
0.4% |
1.5094 |
| Close |
1.5335 |
1.5342 |
0.0007 |
0.0% |
1.5271 |
| Range |
0.0096 |
0.0061 |
-0.0035 |
-36.5% |
0.0291 |
| ATR |
0.0110 |
0.0107 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
141 |
39 |
-102 |
-72.3% |
457 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5532 |
1.5498 |
1.5376 |
|
| R3 |
1.5471 |
1.5437 |
1.5359 |
|
| R2 |
1.5410 |
1.5410 |
1.5353 |
|
| R1 |
1.5376 |
1.5376 |
1.5348 |
1.5363 |
| PP |
1.5349 |
1.5349 |
1.5349 |
1.5342 |
| S1 |
1.5315 |
1.5315 |
1.5336 |
1.5302 |
| S2 |
1.5288 |
1.5288 |
1.5331 |
|
| S3 |
1.5227 |
1.5254 |
1.5325 |
|
| S4 |
1.5166 |
1.5193 |
1.5308 |
|
|
| 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 |
1.5383 |
1.5094 |
0.0289 |
1.9% |
0.0115 |
0.8% |
86% |
True |
False |
84 |
| 10 |
1.5419 |
1.5094 |
0.0325 |
2.1% |
0.0100 |
0.7% |
76% |
False |
False |
85 |
| 20 |
1.5419 |
1.4854 |
0.0565 |
3.7% |
0.0096 |
0.6% |
86% |
False |
False |
65 |
| 40 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0099 |
0.6% |
60% |
False |
False |
62 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0075 |
0.5% |
60% |
False |
False |
46 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0063 |
0.4% |
60% |
False |
False |
36 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0054 |
0.4% |
60% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5642 |
|
2.618 |
1.5543 |
|
1.618 |
1.5482 |
|
1.000 |
1.5444 |
|
0.618 |
1.5421 |
|
HIGH |
1.5383 |
|
0.618 |
1.5360 |
|
0.500 |
1.5353 |
|
0.382 |
1.5345 |
|
LOW |
1.5322 |
|
0.618 |
1.5284 |
|
1.000 |
1.5261 |
|
1.618 |
1.5223 |
|
2.618 |
1.5162 |
|
4.250 |
1.5063 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5353 |
1.5308 |
| PP |
1.5349 |
1.5273 |
| S1 |
1.5346 |
1.5239 |
|