CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5526 |
1.5503 |
-0.0023 |
-0.1% |
1.5574 |
| High |
1.5546 |
1.5527 |
-0.0019 |
-0.1% |
1.5610 |
| Low |
1.5480 |
1.5461 |
-0.0019 |
-0.1% |
1.5425 |
| Close |
1.5496 |
1.5493 |
-0.0003 |
0.0% |
1.5493 |
| Range |
0.0066 |
0.0066 |
0.0000 |
0.0% |
0.0185 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
81,003 |
69,971 |
-11,032 |
-13.6% |
431,207 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5692 |
1.5658 |
1.5529 |
|
| R3 |
1.5626 |
1.5592 |
1.5511 |
|
| R2 |
1.5560 |
1.5560 |
1.5505 |
|
| R1 |
1.5526 |
1.5526 |
1.5499 |
1.5510 |
| PP |
1.5494 |
1.5494 |
1.5494 |
1.5486 |
| S1 |
1.5460 |
1.5460 |
1.5487 |
1.5444 |
| S2 |
1.5428 |
1.5428 |
1.5481 |
|
| S3 |
1.5362 |
1.5394 |
1.5475 |
|
| S4 |
1.5296 |
1.5328 |
1.5457 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6064 |
1.5964 |
1.5595 |
|
| R3 |
1.5879 |
1.5779 |
1.5544 |
|
| R2 |
1.5694 |
1.5694 |
1.5527 |
|
| R1 |
1.5594 |
1.5594 |
1.5510 |
1.5552 |
| PP |
1.5509 |
1.5509 |
1.5509 |
1.5488 |
| S1 |
1.5409 |
1.5409 |
1.5476 |
1.5367 |
| S2 |
1.5324 |
1.5324 |
1.5459 |
|
| S3 |
1.5139 |
1.5224 |
1.5442 |
|
| S4 |
1.4954 |
1.5039 |
1.5391 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5610 |
1.5425 |
0.0185 |
1.2% |
0.0085 |
0.5% |
37% |
False |
False |
86,241 |
| 10 |
1.5716 |
1.5425 |
0.0291 |
1.9% |
0.0086 |
0.6% |
23% |
False |
False |
89,094 |
| 20 |
1.5716 |
1.5200 |
0.0516 |
3.3% |
0.0100 |
0.6% |
57% |
False |
False |
99,368 |
| 40 |
1.5716 |
1.4806 |
0.0910 |
5.9% |
0.0117 |
0.8% |
75% |
False |
False |
106,232 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0123 |
0.8% |
73% |
False |
False |
106,056 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0124 |
0.8% |
73% |
False |
False |
79,890 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0113 |
0.7% |
73% |
False |
False |
63,919 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0106 |
0.7% |
73% |
False |
False |
53,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5808 |
|
2.618 |
1.5700 |
|
1.618 |
1.5634 |
|
1.000 |
1.5593 |
|
0.618 |
1.5568 |
|
HIGH |
1.5527 |
|
0.618 |
1.5502 |
|
0.500 |
1.5494 |
|
0.382 |
1.5486 |
|
LOW |
1.5461 |
|
0.618 |
1.5420 |
|
1.000 |
1.5395 |
|
1.618 |
1.5354 |
|
2.618 |
1.5288 |
|
4.250 |
1.5181 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5494 |
1.5492 |
| PP |
1.5494 |
1.5490 |
| S1 |
1.5493 |
1.5489 |
|