CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5807 |
1.5941 |
0.0134 |
0.8% |
1.5626 |
| High |
1.5885 |
1.5962 |
0.0077 |
0.5% |
1.5885 |
| Low |
1.5777 |
1.5879 |
0.0102 |
0.6% |
1.5626 |
| Close |
1.5879 |
1.5943 |
0.0064 |
0.4% |
1.5879 |
| Range |
0.0108 |
0.0083 |
-0.0025 |
-23.1% |
0.0259 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
27,254 |
1,985 |
-25,269 |
-92.7% |
474,434 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6177 |
1.6143 |
1.5989 |
|
| R3 |
1.6094 |
1.6060 |
1.5966 |
|
| R2 |
1.6011 |
1.6011 |
1.5958 |
|
| R1 |
1.5977 |
1.5977 |
1.5951 |
1.5994 |
| PP |
1.5928 |
1.5928 |
1.5928 |
1.5937 |
| S1 |
1.5894 |
1.5894 |
1.5935 |
1.5911 |
| S2 |
1.5845 |
1.5845 |
1.5928 |
|
| S3 |
1.5762 |
1.5811 |
1.5920 |
|
| S4 |
1.5679 |
1.5728 |
1.5897 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6574 |
1.6485 |
1.6021 |
|
| R3 |
1.6315 |
1.6226 |
1.5950 |
|
| R2 |
1.6056 |
1.6056 |
1.5926 |
|
| R1 |
1.5967 |
1.5967 |
1.5903 |
1.6012 |
| PP |
1.5797 |
1.5797 |
1.5797 |
1.5819 |
| S1 |
1.5708 |
1.5708 |
1.5855 |
1.5753 |
| S2 |
1.5538 |
1.5538 |
1.5832 |
|
| S3 |
1.5279 |
1.5449 |
1.5808 |
|
| S4 |
1.5020 |
1.5190 |
1.5737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5962 |
1.5685 |
0.0277 |
1.7% |
0.0087 |
0.5% |
93% |
True |
False |
76,977 |
| 10 |
1.5962 |
1.5493 |
0.0469 |
2.9% |
0.0097 |
0.6% |
96% |
True |
False |
95,490 |
| 20 |
1.5962 |
1.5425 |
0.0537 |
3.4% |
0.0091 |
0.6% |
96% |
True |
False |
92,292 |
| 40 |
1.5962 |
1.5098 |
0.0864 |
5.4% |
0.0105 |
0.7% |
98% |
True |
False |
101,338 |
| 60 |
1.5962 |
1.4806 |
0.1156 |
7.3% |
0.0120 |
0.8% |
98% |
True |
False |
108,189 |
| 80 |
1.5962 |
1.4806 |
0.1156 |
7.3% |
0.0121 |
0.8% |
98% |
True |
False |
91,797 |
| 100 |
1.5962 |
1.4806 |
0.1156 |
7.3% |
0.0117 |
0.7% |
98% |
True |
False |
73,466 |
| 120 |
1.5962 |
1.4806 |
0.1156 |
7.3% |
0.0110 |
0.7% |
98% |
True |
False |
61,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6315 |
|
2.618 |
1.6179 |
|
1.618 |
1.6096 |
|
1.000 |
1.6045 |
|
0.618 |
1.6013 |
|
HIGH |
1.5962 |
|
0.618 |
1.5930 |
|
0.500 |
1.5921 |
|
0.382 |
1.5911 |
|
LOW |
1.5879 |
|
0.618 |
1.5828 |
|
1.000 |
1.5796 |
|
1.618 |
1.5745 |
|
2.618 |
1.5662 |
|
4.250 |
1.5526 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5936 |
1.5917 |
| PP |
1.5928 |
1.5891 |
| S1 |
1.5921 |
1.5865 |
|