CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5509 |
1.5552 |
0.0043 |
0.3% |
1.5561 |
| High |
1.5589 |
1.5637 |
0.0048 |
0.3% |
1.5598 |
| Low |
1.5493 |
1.5547 |
0.0054 |
0.3% |
1.5420 |
| Close |
1.5552 |
1.5612 |
0.0060 |
0.4% |
1.5483 |
| Range |
0.0096 |
0.0090 |
-0.0006 |
-6.3% |
0.0178 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
1,289 |
2,117 |
828 |
64.2% |
5,067 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5869 |
1.5830 |
1.5662 |
|
| R3 |
1.5779 |
1.5740 |
1.5637 |
|
| R2 |
1.5689 |
1.5689 |
1.5629 |
|
| R1 |
1.5650 |
1.5650 |
1.5620 |
1.5670 |
| PP |
1.5599 |
1.5599 |
1.5599 |
1.5608 |
| S1 |
1.5560 |
1.5560 |
1.5604 |
1.5580 |
| S2 |
1.5509 |
1.5509 |
1.5596 |
|
| S3 |
1.5419 |
1.5470 |
1.5587 |
|
| S4 |
1.5329 |
1.5380 |
1.5563 |
|
|
| 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 |
1.5637 |
1.5420 |
0.0217 |
1.4% |
0.0086 |
0.5% |
88% |
True |
False |
1,575 |
| 10 |
1.5700 |
1.5420 |
0.0280 |
1.8% |
0.0086 |
0.6% |
69% |
False |
False |
1,038 |
| 20 |
1.5700 |
1.5198 |
0.0502 |
3.2% |
0.0093 |
0.6% |
82% |
False |
False |
641 |
| 40 |
1.5700 |
1.4854 |
0.0846 |
5.4% |
0.0095 |
0.6% |
90% |
False |
False |
353 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0097 |
0.6% |
89% |
False |
False |
255 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0080 |
0.5% |
89% |
False |
False |
195 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0069 |
0.4% |
89% |
False |
False |
157 |
| 120 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0060 |
0.4% |
89% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6020 |
|
2.618 |
1.5873 |
|
1.618 |
1.5783 |
|
1.000 |
1.5727 |
|
0.618 |
1.5693 |
|
HIGH |
1.5637 |
|
0.618 |
1.5603 |
|
0.500 |
1.5592 |
|
0.382 |
1.5581 |
|
LOW |
1.5547 |
|
0.618 |
1.5491 |
|
1.000 |
1.5457 |
|
1.618 |
1.5401 |
|
2.618 |
1.5311 |
|
4.250 |
1.5165 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5605 |
1.5590 |
| PP |
1.5599 |
1.5568 |
| S1 |
1.5592 |
1.5546 |
|