CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5730 |
1.5823 |
0.0093 |
0.6% |
1.5516 |
| High |
1.5829 |
1.5841 |
0.0012 |
0.1% |
1.5682 |
| Low |
1.5719 |
1.5768 |
0.0049 |
0.3% |
1.5493 |
| Close |
1.5826 |
1.5812 |
-0.0014 |
-0.1% |
1.5634 |
| Range |
0.0110 |
0.0073 |
-0.0037 |
-33.6% |
0.0189 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
148,589 |
113,333 |
-35,256 |
-23.7% |
478,483 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6026 |
1.5992 |
1.5852 |
|
| R3 |
1.5953 |
1.5919 |
1.5832 |
|
| R2 |
1.5880 |
1.5880 |
1.5825 |
|
| R1 |
1.5846 |
1.5846 |
1.5819 |
1.5827 |
| PP |
1.5807 |
1.5807 |
1.5807 |
1.5797 |
| S1 |
1.5773 |
1.5773 |
1.5805 |
1.5754 |
| S2 |
1.5734 |
1.5734 |
1.5799 |
|
| S3 |
1.5661 |
1.5700 |
1.5792 |
|
| S4 |
1.5588 |
1.5627 |
1.5772 |
|
|
| 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 |
1.5841 |
1.5564 |
0.0277 |
1.8% |
0.0094 |
0.6% |
90% |
True |
False |
111,279 |
| 10 |
1.5841 |
1.5461 |
0.0380 |
2.4% |
0.0091 |
0.6% |
92% |
True |
False |
107,663 |
| 20 |
1.5841 |
1.5425 |
0.0416 |
2.6% |
0.0092 |
0.6% |
93% |
True |
False |
102,971 |
| 40 |
1.5841 |
1.5098 |
0.0743 |
4.7% |
0.0104 |
0.7% |
96% |
True |
False |
104,878 |
| 60 |
1.5841 |
1.4806 |
0.1035 |
6.5% |
0.0122 |
0.8% |
97% |
True |
False |
112,689 |
| 80 |
1.5841 |
1.4806 |
0.1035 |
6.5% |
0.0122 |
0.8% |
97% |
True |
False |
91,441 |
| 100 |
1.5841 |
1.4806 |
0.1035 |
6.5% |
0.0116 |
0.7% |
97% |
True |
False |
73,174 |
| 120 |
1.5841 |
1.4806 |
0.1035 |
6.5% |
0.0109 |
0.7% |
97% |
True |
False |
60,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6151 |
|
2.618 |
1.6032 |
|
1.618 |
1.5959 |
|
1.000 |
1.5914 |
|
0.618 |
1.5886 |
|
HIGH |
1.5841 |
|
0.618 |
1.5813 |
|
0.500 |
1.5805 |
|
0.382 |
1.5796 |
|
LOW |
1.5768 |
|
0.618 |
1.5723 |
|
1.000 |
1.5695 |
|
1.618 |
1.5650 |
|
2.618 |
1.5577 |
|
4.250 |
1.5458 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5810 |
1.5796 |
| PP |
1.5807 |
1.5779 |
| S1 |
1.5805 |
1.5763 |
|