CME British Pound Future December 2013
Trading Metrics calculated at close of trading on 22-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1.5648 |
1.5647 |
-0.0001 |
0.0% |
1.5472 |
High |
1.5700 |
1.5647 |
-0.0053 |
-0.3% |
1.5687 |
Low |
1.5629 |
1.5550 |
-0.0079 |
-0.5% |
1.5410 |
Close |
1.5686 |
1.5571 |
-0.0115 |
-0.7% |
1.5628 |
Range |
0.0071 |
0.0097 |
0.0026 |
36.6% |
0.0277 |
ATR |
0.0100 |
0.0102 |
0.0003 |
2.6% |
0.0000 |
Volume |
292 |
721 |
429 |
146.9% |
1,738 |
|
Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5880 |
1.5823 |
1.5624 |
|
R3 |
1.5783 |
1.5726 |
1.5598 |
|
R2 |
1.5686 |
1.5686 |
1.5589 |
|
R1 |
1.5629 |
1.5629 |
1.5580 |
1.5609 |
PP |
1.5589 |
1.5589 |
1.5589 |
1.5580 |
S1 |
1.5532 |
1.5532 |
1.5562 |
1.5512 |
S2 |
1.5492 |
1.5492 |
1.5553 |
|
S3 |
1.5395 |
1.5435 |
1.5544 |
|
S4 |
1.5298 |
1.5338 |
1.5518 |
|
|
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 |
1.5550 |
0.0150 |
1.0% |
0.0076 |
0.5% |
14% |
False |
True |
471 |
10 |
1.5700 |
1.5410 |
0.0290 |
1.9% |
0.0079 |
0.5% |
56% |
False |
False |
329 |
20 |
1.5700 |
1.5094 |
0.0606 |
3.9% |
0.0097 |
0.6% |
79% |
False |
False |
206 |
40 |
1.5700 |
1.4798 |
0.0902 |
5.8% |
0.0105 |
0.7% |
86% |
False |
False |
137 |
60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0092 |
0.6% |
85% |
False |
False |
103 |
80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0073 |
0.5% |
85% |
False |
False |
79 |
100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0065 |
0.4% |
85% |
False |
False |
63 |
120 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0056 |
0.4% |
85% |
False |
False |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6059 |
2.618 |
1.5901 |
1.618 |
1.5804 |
1.000 |
1.5744 |
0.618 |
1.5707 |
HIGH |
1.5647 |
0.618 |
1.5610 |
0.500 |
1.5599 |
0.382 |
1.5587 |
LOW |
1.5550 |
0.618 |
1.5490 |
1.000 |
1.5453 |
1.618 |
1.5393 |
2.618 |
1.5296 |
4.250 |
1.5138 |
|
|
Fisher Pivots for day following 22-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5599 |
1.5625 |
PP |
1.5589 |
1.5607 |
S1 |
1.5580 |
1.5589 |
|