CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5574 |
1.5574 |
0.0000 |
0.0% |
1.5630 |
| High |
1.5610 |
1.5590 |
-0.0020 |
-0.1% |
1.5716 |
| Low |
1.5554 |
1.5479 |
-0.0075 |
-0.5% |
1.5537 |
| Close |
1.5575 |
1.5538 |
-0.0037 |
-0.2% |
1.5572 |
| Range |
0.0056 |
0.0111 |
0.0055 |
98.2% |
0.0179 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
0.1% |
0.0000 |
| Volume |
46,327 |
105,343 |
59,016 |
127.4% |
459,739 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5869 |
1.5814 |
1.5599 |
|
| R3 |
1.5758 |
1.5703 |
1.5569 |
|
| R2 |
1.5647 |
1.5647 |
1.5558 |
|
| R1 |
1.5592 |
1.5592 |
1.5548 |
1.5564 |
| PP |
1.5536 |
1.5536 |
1.5536 |
1.5522 |
| S1 |
1.5481 |
1.5481 |
1.5528 |
1.5453 |
| S2 |
1.5425 |
1.5425 |
1.5518 |
|
| S3 |
1.5314 |
1.5370 |
1.5507 |
|
| S4 |
1.5203 |
1.5259 |
1.5477 |
|
|
| 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 |
1.5479 |
0.0237 |
1.5% |
0.0094 |
0.6% |
25% |
False |
True |
92,327 |
| 10 |
1.5716 |
1.5419 |
0.0297 |
1.9% |
0.0093 |
0.6% |
40% |
False |
False |
97,457 |
| 20 |
1.5716 |
1.5098 |
0.0618 |
4.0% |
0.0111 |
0.7% |
71% |
False |
False |
108,287 |
| 40 |
1.5716 |
1.4806 |
0.0910 |
5.9% |
0.0128 |
0.8% |
80% |
False |
False |
110,749 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0127 |
0.8% |
78% |
False |
False |
101,642 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0125 |
0.8% |
78% |
False |
False |
76,398 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0113 |
0.7% |
78% |
False |
False |
61,127 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0106 |
0.7% |
78% |
False |
False |
50,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6062 |
|
2.618 |
1.5881 |
|
1.618 |
1.5770 |
|
1.000 |
1.5701 |
|
0.618 |
1.5659 |
|
HIGH |
1.5590 |
|
0.618 |
1.5548 |
|
0.500 |
1.5535 |
|
0.382 |
1.5521 |
|
LOW |
1.5479 |
|
0.618 |
1.5410 |
|
1.000 |
1.5368 |
|
1.618 |
1.5299 |
|
2.618 |
1.5188 |
|
4.250 |
1.5007 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5537 |
1.5568 |
| PP |
1.5536 |
1.5558 |
| S1 |
1.5535 |
1.5548 |
|