CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5492 |
1.5509 |
0.0017 |
0.1% |
1.5561 |
| High |
1.5513 |
1.5589 |
0.0076 |
0.5% |
1.5598 |
| Low |
1.5455 |
1.5493 |
0.0038 |
0.2% |
1.5420 |
| Close |
1.5483 |
1.5552 |
0.0069 |
0.4% |
1.5483 |
| Range |
0.0058 |
0.0096 |
0.0038 |
65.5% |
0.0178 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
0.8% |
0.0000 |
| Volume |
1,478 |
1,289 |
-189 |
-12.8% |
5,067 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5833 |
1.5788 |
1.5605 |
|
| R3 |
1.5737 |
1.5692 |
1.5578 |
|
| R2 |
1.5641 |
1.5641 |
1.5570 |
|
| R1 |
1.5596 |
1.5596 |
1.5561 |
1.5619 |
| PP |
1.5545 |
1.5545 |
1.5545 |
1.5556 |
| S1 |
1.5500 |
1.5500 |
1.5543 |
1.5523 |
| S2 |
1.5449 |
1.5449 |
1.5534 |
|
| S3 |
1.5353 |
1.5404 |
1.5526 |
|
| S4 |
1.5257 |
1.5308 |
1.5499 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6034 |
1.5937 |
1.5581 |
|
| R3 |
1.5856 |
1.5759 |
1.5532 |
|
| R2 |
1.5678 |
1.5678 |
1.5516 |
|
| R1 |
1.5581 |
1.5581 |
1.5499 |
1.5541 |
| PP |
1.5500 |
1.5500 |
1.5500 |
1.5480 |
| S1 |
1.5403 |
1.5403 |
1.5467 |
1.5363 |
| S2 |
1.5322 |
1.5322 |
1.5450 |
|
| S3 |
1.5144 |
1.5225 |
1.5434 |
|
| S4 |
1.4966 |
1.5047 |
1.5385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5589 |
1.5420 |
0.0169 |
1.1% |
0.0089 |
0.6% |
78% |
True |
False |
1,200 |
| 10 |
1.5700 |
1.5420 |
0.0280 |
1.8% |
0.0084 |
0.5% |
47% |
False |
False |
838 |
| 20 |
1.5700 |
1.5198 |
0.0502 |
3.2% |
0.0092 |
0.6% |
71% |
False |
False |
537 |
| 40 |
1.5700 |
1.4798 |
0.0902 |
5.8% |
0.0096 |
0.6% |
84% |
False |
False |
302 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0097 |
0.6% |
83% |
False |
False |
221 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0079 |
0.5% |
83% |
False |
False |
169 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0068 |
0.4% |
83% |
False |
False |
136 |
| 120 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0060 |
0.4% |
83% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5997 |
|
2.618 |
1.5840 |
|
1.618 |
1.5744 |
|
1.000 |
1.5685 |
|
0.618 |
1.5648 |
|
HIGH |
1.5589 |
|
0.618 |
1.5552 |
|
0.500 |
1.5541 |
|
0.382 |
1.5530 |
|
LOW |
1.5493 |
|
0.618 |
1.5434 |
|
1.000 |
1.5397 |
|
1.618 |
1.5338 |
|
2.618 |
1.5242 |
|
4.250 |
1.5085 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5548 |
1.5542 |
| PP |
1.5545 |
1.5532 |
| S1 |
1.5541 |
1.5522 |
|