CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 07-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.5350 |
1.5306 |
-0.0044 |
-0.3% |
1.5380 |
High |
1.5383 |
1.5505 |
0.0122 |
0.8% |
1.5385 |
Low |
1.5322 |
1.5198 |
-0.0124 |
-0.8% |
1.5094 |
Close |
1.5342 |
1.5482 |
0.0140 |
0.9% |
1.5271 |
Range |
0.0061 |
0.0307 |
0.0246 |
403.3% |
0.0291 |
ATR |
0.0107 |
0.0121 |
0.0014 |
13.4% |
0.0000 |
Volume |
39 |
52 |
13 |
33.3% |
457 |
|
Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6316 |
1.6206 |
1.5651 |
|
R3 |
1.6009 |
1.5899 |
1.5566 |
|
R2 |
1.5702 |
1.5702 |
1.5538 |
|
R1 |
1.5592 |
1.5592 |
1.5510 |
1.5647 |
PP |
1.5395 |
1.5395 |
1.5395 |
1.5423 |
S1 |
1.5285 |
1.5285 |
1.5454 |
1.5340 |
S2 |
1.5088 |
1.5088 |
1.5426 |
|
S3 |
1.4781 |
1.4978 |
1.5398 |
|
S4 |
1.4474 |
1.4671 |
1.5313 |
|
|
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 |
1.5505 |
1.5094 |
0.0411 |
2.7% |
0.0151 |
1.0% |
94% |
True |
False |
76 |
10 |
1.5505 |
1.5094 |
0.0411 |
2.7% |
0.0123 |
0.8% |
94% |
True |
False |
80 |
20 |
1.5505 |
1.5025 |
0.0480 |
3.1% |
0.0104 |
0.7% |
95% |
True |
False |
66 |
40 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0105 |
0.7% |
75% |
False |
False |
63 |
60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0080 |
0.5% |
75% |
False |
False |
47 |
80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0067 |
0.4% |
75% |
False |
False |
36 |
100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0057 |
0.4% |
75% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6810 |
2.618 |
1.6309 |
1.618 |
1.6002 |
1.000 |
1.5812 |
0.618 |
1.5695 |
HIGH |
1.5505 |
0.618 |
1.5388 |
0.500 |
1.5352 |
0.382 |
1.5315 |
LOW |
1.5198 |
0.618 |
1.5008 |
1.000 |
1.4891 |
1.618 |
1.4701 |
2.618 |
1.4394 |
4.250 |
1.3893 |
|
|
Fisher Pivots for day following 07-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5439 |
1.5439 |
PP |
1.5395 |
1.5395 |
S1 |
1.5352 |
1.5352 |
|