CME British Pound Future September 2013


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 1.5516 1.5557 0.0041 0.3% 1.5574
High 1.5604 1.5648 0.0044 0.3% 1.5610
Low 1.5493 1.5555 0.0062 0.4% 1.5425
Close 1.5562 1.5622 0.0060 0.4% 1.5493
Range 0.0111 0.0093 -0.0018 -16.2% 0.0185
ATR 0.0105 0.0105 -0.0001 -0.8% 0.0000
Volume 146,968 99,334 -47,634 -32.4% 431,207
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.5887 1.5848 1.5673
R3 1.5794 1.5755 1.5648
R2 1.5701 1.5701 1.5639
R1 1.5662 1.5662 1.5631 1.5682
PP 1.5608 1.5608 1.5608 1.5618
S1 1.5569 1.5569 1.5613 1.5589
S2 1.5515 1.5515 1.5605
S3 1.5422 1.5476 1.5596
S4 1.5329 1.5383 1.5571
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 1.5648 1.5425 0.0223 1.4% 0.0093 0.6% 88% True False 105,167
10 1.5716 1.5425 0.0291 1.9% 0.0093 0.6% 68% False False 98,747
20 1.5716 1.5200 0.0516 3.3% 0.0101 0.6% 82% False False 102,740
40 1.5716 1.4838 0.0878 5.6% 0.0115 0.7% 89% False False 106,793
60 1.5743 1.4806 0.0937 6.0% 0.0123 0.8% 87% False False 109,773
80 1.5743 1.4806 0.0937 6.0% 0.0124 0.8% 87% False False 82,966
100 1.5743 1.4806 0.0937 6.0% 0.0114 0.7% 87% False False 66,382
120 1.5743 1.4806 0.0937 6.0% 0.0107 0.7% 87% False False 55,325
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.6043
2.618 1.5891
1.618 1.5798
1.000 1.5741
0.618 1.5705
HIGH 1.5648
0.618 1.5612
0.500 1.5602
0.382 1.5591
LOW 1.5555
0.618 1.5498
1.000 1.5462
1.618 1.5405
2.618 1.5312
4.250 1.5160
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 1.5615 1.5600
PP 1.5608 1.5577
S1 1.5602 1.5555

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These figures are updated between 7pm and 10pm EST after a trading day.

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