CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5586 |
1.5574 |
-0.0012 |
-0.1% |
1.5630 |
| High |
1.5656 |
1.5610 |
-0.0046 |
-0.3% |
1.5716 |
| Low |
1.5537 |
1.5554 |
0.0017 |
0.1% |
1.5537 |
| Close |
1.5572 |
1.5575 |
0.0003 |
0.0% |
1.5572 |
| Range |
0.0119 |
0.0056 |
-0.0063 |
-52.9% |
0.0179 |
| ATR |
0.0114 |
0.0110 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
101,998 |
46,327 |
-55,671 |
-54.6% |
459,739 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5748 |
1.5717 |
1.5606 |
|
| R3 |
1.5692 |
1.5661 |
1.5590 |
|
| R2 |
1.5636 |
1.5636 |
1.5585 |
|
| R1 |
1.5605 |
1.5605 |
1.5580 |
1.5621 |
| PP |
1.5580 |
1.5580 |
1.5580 |
1.5587 |
| S1 |
1.5549 |
1.5549 |
1.5570 |
1.5565 |
| S2 |
1.5524 |
1.5524 |
1.5565 |
|
| S3 |
1.5468 |
1.5493 |
1.5560 |
|
| S4 |
1.5412 |
1.5437 |
1.5544 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6145 |
1.6038 |
1.5670 |
|
| R3 |
1.5966 |
1.5859 |
1.5621 |
|
| R2 |
1.5787 |
1.5787 |
1.5605 |
|
| R1 |
1.5680 |
1.5680 |
1.5588 |
1.5644 |
| PP |
1.5608 |
1.5608 |
1.5608 |
1.5591 |
| S1 |
1.5501 |
1.5501 |
1.5556 |
1.5465 |
| S2 |
1.5429 |
1.5429 |
1.5539 |
|
| S3 |
1.5250 |
1.5322 |
1.5523 |
|
| S4 |
1.5071 |
1.5143 |
1.5474 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5716 |
1.5537 |
0.0179 |
1.1% |
0.0085 |
0.5% |
21% |
False |
False |
87,114 |
| 10 |
1.5716 |
1.5419 |
0.0297 |
1.9% |
0.0091 |
0.6% |
53% |
False |
False |
96,749 |
| 20 |
1.5716 |
1.5098 |
0.0618 |
4.0% |
0.0112 |
0.7% |
77% |
False |
False |
107,798 |
| 40 |
1.5716 |
1.4806 |
0.0910 |
5.8% |
0.0127 |
0.8% |
85% |
False |
False |
110,120 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0128 |
0.8% |
82% |
False |
False |
99,949 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0124 |
0.8% |
82% |
False |
False |
75,082 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0113 |
0.7% |
82% |
False |
False |
60,074 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0106 |
0.7% |
82% |
False |
False |
50,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5848 |
|
2.618 |
1.5757 |
|
1.618 |
1.5701 |
|
1.000 |
1.5666 |
|
0.618 |
1.5645 |
|
HIGH |
1.5610 |
|
0.618 |
1.5589 |
|
0.500 |
1.5582 |
|
0.382 |
1.5575 |
|
LOW |
1.5554 |
|
0.618 |
1.5519 |
|
1.000 |
1.5498 |
|
1.618 |
1.5463 |
|
2.618 |
1.5407 |
|
4.250 |
1.5316 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5582 |
1.5599 |
| PP |
1.5580 |
1.5591 |
| S1 |
1.5577 |
1.5583 |
|