CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5626 |
1.5694 |
0.0068 |
0.4% |
1.5516 |
| High |
1.5732 |
1.5746 |
0.0014 |
0.1% |
1.5682 |
| Low |
1.5626 |
1.5685 |
0.0059 |
0.4% |
1.5493 |
| Close |
1.5702 |
1.5731 |
0.0029 |
0.2% |
1.5634 |
| Range |
0.0106 |
0.0061 |
-0.0045 |
-42.5% |
0.0189 |
| ATR |
0.0106 |
0.0102 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
91,530 |
93,728 |
2,198 |
2.4% |
478,483 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5904 |
1.5878 |
1.5765 |
|
| R3 |
1.5843 |
1.5817 |
1.5748 |
|
| R2 |
1.5782 |
1.5782 |
1.5742 |
|
| R1 |
1.5756 |
1.5756 |
1.5737 |
1.5769 |
| PP |
1.5721 |
1.5721 |
1.5721 |
1.5727 |
| S1 |
1.5695 |
1.5695 |
1.5725 |
1.5708 |
| S2 |
1.5660 |
1.5660 |
1.5720 |
|
| S3 |
1.5599 |
1.5634 |
1.5714 |
|
| S4 |
1.5538 |
1.5573 |
1.5697 |
|
|
| 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 |
1.5746 |
1.5555 |
0.0191 |
1.2% |
0.0096 |
0.6% |
92% |
True |
False |
103,354 |
| 10 |
1.5746 |
1.5425 |
0.0321 |
2.0% |
0.0096 |
0.6% |
95% |
True |
False |
104,862 |
| 20 |
1.5746 |
1.5419 |
0.0327 |
2.1% |
0.0094 |
0.6% |
95% |
True |
False |
100,805 |
| 40 |
1.5746 |
1.5037 |
0.0709 |
4.5% |
0.0108 |
0.7% |
98% |
True |
False |
105,261 |
| 60 |
1.5746 |
1.4806 |
0.0940 |
6.0% |
0.0123 |
0.8% |
98% |
True |
False |
111,449 |
| 80 |
1.5746 |
1.4806 |
0.0940 |
6.0% |
0.0123 |
0.8% |
98% |
True |
False |
88,173 |
| 100 |
1.5746 |
1.4806 |
0.0940 |
6.0% |
0.0116 |
0.7% |
98% |
True |
False |
70,555 |
| 120 |
1.5746 |
1.4806 |
0.0940 |
6.0% |
0.0109 |
0.7% |
98% |
True |
False |
58,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6005 |
|
2.618 |
1.5906 |
|
1.618 |
1.5845 |
|
1.000 |
1.5807 |
|
0.618 |
1.5784 |
|
HIGH |
1.5746 |
|
0.618 |
1.5723 |
|
0.500 |
1.5716 |
|
0.382 |
1.5708 |
|
LOW |
1.5685 |
|
0.618 |
1.5647 |
|
1.000 |
1.5624 |
|
1.618 |
1.5586 |
|
2.618 |
1.5525 |
|
4.250 |
1.5426 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5726 |
1.5706 |
| PP |
1.5721 |
1.5680 |
| S1 |
1.5716 |
1.5655 |
|