CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5572 |
1.5533 |
-0.0039 |
-0.3% |
1.5610 |
| High |
1.5577 |
1.5538 |
-0.0039 |
-0.3% |
1.5700 |
| Low |
1.5472 |
1.5420 |
-0.0052 |
-0.3% |
1.5528 |
| Close |
1.5528 |
1.5515 |
-0.0013 |
-0.1% |
1.5562 |
| Range |
0.0105 |
0.0118 |
0.0013 |
12.4% |
0.0172 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.3% |
0.0000 |
| Volume |
242 |
588 |
346 |
143.0% |
2,296 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5845 |
1.5798 |
1.5580 |
|
| R3 |
1.5727 |
1.5680 |
1.5547 |
|
| R2 |
1.5609 |
1.5609 |
1.5537 |
|
| R1 |
1.5562 |
1.5562 |
1.5526 |
1.5527 |
| PP |
1.5491 |
1.5491 |
1.5491 |
1.5473 |
| S1 |
1.5444 |
1.5444 |
1.5504 |
1.5409 |
| S2 |
1.5373 |
1.5373 |
1.5493 |
|
| S3 |
1.5255 |
1.5326 |
1.5483 |
|
| S4 |
1.5137 |
1.5208 |
1.5450 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6113 |
1.6009 |
1.5657 |
|
| R3 |
1.5941 |
1.5837 |
1.5609 |
|
| R2 |
1.5769 |
1.5769 |
1.5594 |
|
| R1 |
1.5665 |
1.5665 |
1.5578 |
1.5631 |
| PP |
1.5597 |
1.5597 |
1.5597 |
1.5580 |
| S1 |
1.5493 |
1.5493 |
1.5546 |
1.5459 |
| S2 |
1.5425 |
1.5425 |
1.5530 |
|
| S3 |
1.5253 |
1.5321 |
1.5515 |
|
| S4 |
1.5081 |
1.5149 |
1.5467 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5647 |
1.5420 |
0.0227 |
1.5% |
0.0097 |
0.6% |
42% |
False |
True |
560 |
| 10 |
1.5700 |
1.5420 |
0.0280 |
1.8% |
0.0090 |
0.6% |
34% |
False |
True |
484 |
| 20 |
1.5700 |
1.5094 |
0.0606 |
3.9% |
0.0100 |
0.6% |
69% |
False |
False |
293 |
| 40 |
1.5700 |
1.4798 |
0.0902 |
5.8% |
0.0107 |
0.7% |
79% |
False |
False |
183 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0097 |
0.6% |
79% |
False |
False |
137 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0077 |
0.5% |
79% |
False |
False |
105 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0066 |
0.4% |
79% |
False |
False |
84 |
| 120 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0058 |
0.4% |
79% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6040 |
|
2.618 |
1.5847 |
|
1.618 |
1.5729 |
|
1.000 |
1.5656 |
|
0.618 |
1.5611 |
|
HIGH |
1.5538 |
|
0.618 |
1.5493 |
|
0.500 |
1.5479 |
|
0.382 |
1.5465 |
|
LOW |
1.5420 |
|
0.618 |
1.5347 |
|
1.000 |
1.5302 |
|
1.618 |
1.5229 |
|
2.618 |
1.5111 |
|
4.250 |
1.4919 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5503 |
1.5513 |
| PP |
1.5491 |
1.5511 |
| S1 |
1.5479 |
1.5509 |
|