CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.5624 |
1.5610 |
-0.0014 |
-0.1% |
1.5472 |
High |
1.5687 |
1.5658 |
-0.0029 |
-0.2% |
1.5687 |
Low |
1.5597 |
1.5597 |
0.0000 |
0.0% |
1.5410 |
Close |
1.5628 |
1.5644 |
0.0016 |
0.1% |
1.5628 |
Range |
0.0090 |
0.0061 |
-0.0029 |
-32.2% |
0.0277 |
ATR |
0.0108 |
0.0105 |
-0.0003 |
-3.1% |
0.0000 |
Volume |
962 |
268 |
-694 |
-72.1% |
1,738 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5816 |
1.5791 |
1.5678 |
|
R3 |
1.5755 |
1.5730 |
1.5661 |
|
R2 |
1.5694 |
1.5694 |
1.5655 |
|
R1 |
1.5669 |
1.5669 |
1.5650 |
1.5682 |
PP |
1.5633 |
1.5633 |
1.5633 |
1.5639 |
S1 |
1.5608 |
1.5608 |
1.5638 |
1.5621 |
S2 |
1.5572 |
1.5572 |
1.5633 |
|
S3 |
1.5511 |
1.5547 |
1.5627 |
|
S4 |
1.5450 |
1.5486 |
1.5610 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6406 |
1.6294 |
1.5780 |
|
R3 |
1.6129 |
1.6017 |
1.5704 |
|
R2 |
1.5852 |
1.5852 |
1.5679 |
|
R1 |
1.5740 |
1.5740 |
1.5653 |
1.5796 |
PP |
1.5575 |
1.5575 |
1.5575 |
1.5603 |
S1 |
1.5463 |
1.5463 |
1.5603 |
1.5519 |
S2 |
1.5298 |
1.5298 |
1.5577 |
|
S3 |
1.5021 |
1.5186 |
1.5552 |
|
S4 |
1.4744 |
1.4909 |
1.5476 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5687 |
1.5410 |
0.0277 |
1.8% |
0.0095 |
0.6% |
84% |
False |
False |
375 |
10 |
1.5687 |
1.5198 |
0.0489 |
3.1% |
0.0100 |
0.6% |
91% |
False |
False |
237 |
20 |
1.5687 |
1.5094 |
0.0593 |
3.8% |
0.0100 |
0.6% |
93% |
False |
False |
161 |
40 |
1.5687 |
1.4798 |
0.0889 |
5.7% |
0.0106 |
0.7% |
95% |
False |
False |
114 |
60 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0089 |
0.6% |
93% |
False |
False |
84 |
80 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0070 |
0.4% |
93% |
False |
False |
65 |
100 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0063 |
0.4% |
93% |
False |
False |
52 |
120 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0054 |
0.3% |
93% |
False |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5917 |
2.618 |
1.5818 |
1.618 |
1.5757 |
1.000 |
1.5719 |
0.618 |
1.5696 |
HIGH |
1.5658 |
0.618 |
1.5635 |
0.500 |
1.5628 |
0.382 |
1.5620 |
LOW |
1.5597 |
0.618 |
1.5559 |
1.000 |
1.5536 |
1.618 |
1.5498 |
2.618 |
1.5437 |
4.250 |
1.5338 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5639 |
1.5628 |
PP |
1.5633 |
1.5611 |
S1 |
1.5628 |
1.5595 |
|