CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5503 |
1.5516 |
0.0013 |
0.1% |
1.5574 |
| High |
1.5527 |
1.5604 |
0.0077 |
0.5% |
1.5610 |
| Low |
1.5461 |
1.5493 |
0.0032 |
0.2% |
1.5425 |
| Close |
1.5493 |
1.5562 |
0.0069 |
0.4% |
1.5493 |
| Range |
0.0066 |
0.0111 |
0.0045 |
68.2% |
0.0185 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
0.4% |
0.0000 |
| Volume |
69,971 |
146,968 |
76,997 |
110.0% |
431,207 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5886 |
1.5835 |
1.5623 |
|
| R3 |
1.5775 |
1.5724 |
1.5593 |
|
| R2 |
1.5664 |
1.5664 |
1.5582 |
|
| R1 |
1.5613 |
1.5613 |
1.5572 |
1.5639 |
| PP |
1.5553 |
1.5553 |
1.5553 |
1.5566 |
| S1 |
1.5502 |
1.5502 |
1.5552 |
1.5528 |
| S2 |
1.5442 |
1.5442 |
1.5542 |
|
| S3 |
1.5331 |
1.5391 |
1.5531 |
|
| S4 |
1.5220 |
1.5280 |
1.5501 |
|
|
| 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 |
1.5604 |
1.5425 |
0.0179 |
1.2% |
0.0096 |
0.6% |
77% |
True |
False |
106,369 |
| 10 |
1.5716 |
1.5425 |
0.0291 |
1.9% |
0.0091 |
0.6% |
47% |
False |
False |
96,741 |
| 20 |
1.5716 |
1.5200 |
0.0516 |
3.3% |
0.0100 |
0.6% |
70% |
False |
False |
101,767 |
| 40 |
1.5716 |
1.4806 |
0.0910 |
5.8% |
0.0117 |
0.8% |
83% |
False |
False |
107,548 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0123 |
0.8% |
81% |
False |
False |
108,361 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0124 |
0.8% |
81% |
False |
False |
81,726 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0114 |
0.7% |
81% |
False |
False |
65,389 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0107 |
0.7% |
81% |
False |
False |
54,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6076 |
|
2.618 |
1.5895 |
|
1.618 |
1.5784 |
|
1.000 |
1.5715 |
|
0.618 |
1.5673 |
|
HIGH |
1.5604 |
|
0.618 |
1.5562 |
|
0.500 |
1.5549 |
|
0.382 |
1.5535 |
|
LOW |
1.5493 |
|
0.618 |
1.5424 |
|
1.000 |
1.5382 |
|
1.618 |
1.5313 |
|
2.618 |
1.5202 |
|
4.250 |
1.5021 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5558 |
1.5552 |
| PP |
1.5553 |
1.5542 |
| S1 |
1.5549 |
1.5533 |
|