CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5545 |
1.5526 |
-0.0019 |
-0.1% |
1.5630 |
| High |
1.5552 |
1.5546 |
-0.0006 |
0.0% |
1.5716 |
| Low |
1.5425 |
1.5480 |
0.0055 |
0.4% |
1.5537 |
| Close |
1.5525 |
1.5496 |
-0.0029 |
-0.2% |
1.5572 |
| Range |
0.0127 |
0.0066 |
-0.0061 |
-48.0% |
0.0179 |
| ATR |
0.0111 |
0.0108 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
128,563 |
81,003 |
-47,560 |
-37.0% |
459,739 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5705 |
1.5667 |
1.5532 |
|
| R3 |
1.5639 |
1.5601 |
1.5514 |
|
| R2 |
1.5573 |
1.5573 |
1.5508 |
|
| R1 |
1.5535 |
1.5535 |
1.5502 |
1.5521 |
| PP |
1.5507 |
1.5507 |
1.5507 |
1.5501 |
| S1 |
1.5469 |
1.5469 |
1.5490 |
1.5455 |
| S2 |
1.5441 |
1.5441 |
1.5484 |
|
| S3 |
1.5375 |
1.5403 |
1.5478 |
|
| S4 |
1.5309 |
1.5337 |
1.5460 |
|
|
| 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 |
1.5656 |
1.5425 |
0.0231 |
1.5% |
0.0096 |
0.6% |
31% |
False |
False |
92,646 |
| 10 |
1.5716 |
1.5425 |
0.0291 |
1.9% |
0.0085 |
0.5% |
24% |
False |
False |
90,813 |
| 20 |
1.5716 |
1.5098 |
0.0618 |
4.0% |
0.0107 |
0.7% |
64% |
False |
False |
102,660 |
| 40 |
1.5716 |
1.4806 |
0.0910 |
5.9% |
0.0126 |
0.8% |
76% |
False |
False |
110,973 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0127 |
0.8% |
74% |
False |
False |
105,054 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0125 |
0.8% |
74% |
False |
False |
79,017 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0113 |
0.7% |
74% |
False |
False |
63,220 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0106 |
0.7% |
74% |
False |
False |
52,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5827 |
|
2.618 |
1.5719 |
|
1.618 |
1.5653 |
|
1.000 |
1.5612 |
|
0.618 |
1.5587 |
|
HIGH |
1.5546 |
|
0.618 |
1.5521 |
|
0.500 |
1.5513 |
|
0.382 |
1.5505 |
|
LOW |
1.5480 |
|
0.618 |
1.5439 |
|
1.000 |
1.5414 |
|
1.618 |
1.5373 |
|
2.618 |
1.5307 |
|
4.250 |
1.5200 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5513 |
1.5508 |
| PP |
1.5507 |
1.5504 |
| S1 |
1.5502 |
1.5500 |
|