CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5622 |
1.5587 |
-0.0035 |
-0.2% |
1.5516 |
| High |
1.5675 |
1.5682 |
0.0007 |
0.0% |
1.5682 |
| Low |
1.5571 |
1.5564 |
-0.0007 |
0.0% |
1.5493 |
| Close |
1.5590 |
1.5634 |
0.0044 |
0.3% |
1.5634 |
| Range |
0.0104 |
0.0118 |
0.0014 |
13.5% |
0.0189 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
0.9% |
0.0000 |
| Volume |
122,964 |
109,217 |
-13,747 |
-11.2% |
478,483 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5981 |
1.5925 |
1.5699 |
|
| R3 |
1.5863 |
1.5807 |
1.5666 |
|
| R2 |
1.5745 |
1.5745 |
1.5656 |
|
| R1 |
1.5689 |
1.5689 |
1.5645 |
1.5717 |
| PP |
1.5627 |
1.5627 |
1.5627 |
1.5641 |
| S1 |
1.5571 |
1.5571 |
1.5623 |
1.5599 |
| S2 |
1.5509 |
1.5509 |
1.5612 |
|
| S3 |
1.5391 |
1.5453 |
1.5602 |
|
| S4 |
1.5273 |
1.5335 |
1.5569 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6170 |
1.6091 |
1.5738 |
|
| R3 |
1.5981 |
1.5902 |
1.5686 |
|
| R2 |
1.5792 |
1.5792 |
1.5669 |
|
| R1 |
1.5713 |
1.5713 |
1.5651 |
1.5753 |
| PP |
1.5603 |
1.5603 |
1.5603 |
1.5623 |
| S1 |
1.5524 |
1.5524 |
1.5617 |
1.5564 |
| S2 |
1.5414 |
1.5414 |
1.5599 |
|
| S3 |
1.5225 |
1.5335 |
1.5582 |
|
| S4 |
1.5036 |
1.5146 |
1.5530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5682 |
1.5461 |
0.0221 |
1.4% |
0.0098 |
0.6% |
78% |
True |
False |
109,690 |
| 10 |
1.5682 |
1.5425 |
0.0257 |
1.6% |
0.0097 |
0.6% |
81% |
True |
False |
101,168 |
| 20 |
1.5716 |
1.5419 |
0.0297 |
1.9% |
0.0091 |
0.6% |
72% |
False |
False |
98,245 |
| 40 |
1.5716 |
1.5021 |
0.0695 |
4.4% |
0.0109 |
0.7% |
88% |
False |
False |
105,179 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0123 |
0.8% |
88% |
False |
False |
111,717 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0124 |
0.8% |
88% |
False |
False |
85,865 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0116 |
0.7% |
88% |
False |
False |
68,703 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0109 |
0.7% |
88% |
False |
False |
57,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6184 |
|
2.618 |
1.5991 |
|
1.618 |
1.5873 |
|
1.000 |
1.5800 |
|
0.618 |
1.5755 |
|
HIGH |
1.5682 |
|
0.618 |
1.5637 |
|
0.500 |
1.5623 |
|
0.382 |
1.5609 |
|
LOW |
1.5564 |
|
0.618 |
1.5491 |
|
1.000 |
1.5446 |
|
1.618 |
1.5373 |
|
2.618 |
1.5255 |
|
4.250 |
1.5063 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5630 |
1.5629 |
| PP |
1.5627 |
1.5624 |
| S1 |
1.5623 |
1.5619 |
|