CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5639 |
1.5648 |
0.0009 |
0.1% |
1.5472 |
| High |
1.5682 |
1.5700 |
0.0018 |
0.1% |
1.5687 |
| Low |
1.5619 |
1.5629 |
0.0010 |
0.1% |
1.5410 |
| Close |
1.5663 |
1.5686 |
0.0023 |
0.1% |
1.5628 |
| Range |
0.0063 |
0.0071 |
0.0008 |
12.7% |
0.0277 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
116 |
292 |
176 |
151.7% |
1,738 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5885 |
1.5856 |
1.5725 |
|
| R3 |
1.5814 |
1.5785 |
1.5706 |
|
| R2 |
1.5743 |
1.5743 |
1.5699 |
|
| R1 |
1.5714 |
1.5714 |
1.5693 |
1.5729 |
| PP |
1.5672 |
1.5672 |
1.5672 |
1.5679 |
| S1 |
1.5643 |
1.5643 |
1.5679 |
1.5658 |
| S2 |
1.5601 |
1.5601 |
1.5673 |
|
| S3 |
1.5530 |
1.5572 |
1.5666 |
|
| S4 |
1.5459 |
1.5501 |
1.5647 |
|
|
| 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 |
1.5700 |
1.5503 |
0.0197 |
1.3% |
0.0084 |
0.5% |
93% |
True |
False |
407 |
| 10 |
1.5700 |
1.5410 |
0.0290 |
1.8% |
0.0076 |
0.5% |
95% |
True |
False |
269 |
| 20 |
1.5700 |
1.5094 |
0.0606 |
3.9% |
0.0100 |
0.6% |
98% |
True |
False |
174 |
| 40 |
1.5700 |
1.4798 |
0.0902 |
5.8% |
0.0106 |
0.7% |
98% |
True |
False |
120 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0091 |
0.6% |
97% |
False |
False |
91 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0071 |
0.5% |
97% |
False |
False |
70 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0064 |
0.4% |
97% |
False |
False |
56 |
| 120 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0055 |
0.3% |
97% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6002 |
|
2.618 |
1.5886 |
|
1.618 |
1.5815 |
|
1.000 |
1.5771 |
|
0.618 |
1.5744 |
|
HIGH |
1.5700 |
|
0.618 |
1.5673 |
|
0.500 |
1.5665 |
|
0.382 |
1.5656 |
|
LOW |
1.5629 |
|
0.618 |
1.5585 |
|
1.000 |
1.5558 |
|
1.618 |
1.5514 |
|
2.618 |
1.5443 |
|
4.250 |
1.5327 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5679 |
1.5674 |
| PP |
1.5672 |
1.5661 |
| S1 |
1.5665 |
1.5649 |
|