CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5428 |
1.5526 |
0.0098 |
0.6% |
1.5271 |
| High |
1.5534 |
1.5637 |
0.0103 |
0.7% |
1.5550 |
| Low |
1.5410 |
1.5503 |
0.0093 |
0.6% |
1.5198 |
| Close |
1.5492 |
1.5628 |
0.0136 |
0.9% |
1.5499 |
| Range |
0.0124 |
0.0134 |
0.0010 |
8.1% |
0.0352 |
| ATR |
0.0107 |
0.0109 |
0.0003 |
2.6% |
0.0000 |
| Volume |
117 |
398 |
281 |
240.2% |
509 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5991 |
1.5944 |
1.5702 |
|
| R3 |
1.5857 |
1.5810 |
1.5665 |
|
| R2 |
1.5723 |
1.5723 |
1.5653 |
|
| R1 |
1.5676 |
1.5676 |
1.5640 |
1.5700 |
| PP |
1.5589 |
1.5589 |
1.5589 |
1.5601 |
| S1 |
1.5542 |
1.5542 |
1.5616 |
1.5566 |
| S2 |
1.5455 |
1.5455 |
1.5603 |
|
| S3 |
1.5321 |
1.5408 |
1.5591 |
|
| S4 |
1.5187 |
1.5274 |
1.5554 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6472 |
1.6337 |
1.5693 |
|
| R3 |
1.6120 |
1.5985 |
1.5596 |
|
| R2 |
1.5768 |
1.5768 |
1.5564 |
|
| R1 |
1.5633 |
1.5633 |
1.5531 |
1.5701 |
| PP |
1.5416 |
1.5416 |
1.5416 |
1.5449 |
| S1 |
1.5281 |
1.5281 |
1.5467 |
1.5349 |
| S2 |
1.5064 |
1.5064 |
1.5434 |
|
| S3 |
1.4712 |
1.4929 |
1.5402 |
|
| S4 |
1.4360 |
1.4577 |
1.5305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5637 |
1.5410 |
0.0227 |
1.5% |
0.0081 |
0.5% |
96% |
True |
False |
187 |
| 10 |
1.5637 |
1.5094 |
0.0543 |
3.5% |
0.0114 |
0.7% |
98% |
True |
False |
133 |
| 20 |
1.5637 |
1.5094 |
0.0543 |
3.5% |
0.0100 |
0.6% |
98% |
True |
False |
100 |
| 40 |
1.5637 |
1.4798 |
0.0839 |
5.4% |
0.0107 |
0.7% |
99% |
True |
False |
87 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0088 |
0.6% |
91% |
False |
False |
64 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0071 |
0.5% |
91% |
False |
False |
49 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0062 |
0.4% |
91% |
False |
False |
40 |
| 120 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0052 |
0.3% |
91% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6207 |
|
2.618 |
1.5988 |
|
1.618 |
1.5854 |
|
1.000 |
1.5771 |
|
0.618 |
1.5720 |
|
HIGH |
1.5637 |
|
0.618 |
1.5586 |
|
0.500 |
1.5570 |
|
0.382 |
1.5554 |
|
LOW |
1.5503 |
|
0.618 |
1.5420 |
|
1.000 |
1.5369 |
|
1.618 |
1.5286 |
|
2.618 |
1.5152 |
|
4.250 |
1.4934 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5609 |
1.5593 |
| PP |
1.5589 |
1.5558 |
| S1 |
1.5570 |
1.5524 |
|