CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5552 |
1.5613 |
0.0061 |
0.4% |
1.5561 |
| High |
1.5637 |
1.5655 |
0.0018 |
0.1% |
1.5598 |
| Low |
1.5547 |
1.5561 |
0.0014 |
0.1% |
1.5420 |
| Close |
1.5612 |
1.5580 |
-0.0032 |
-0.2% |
1.5483 |
| Range |
0.0090 |
0.0094 |
0.0004 |
4.4% |
0.0178 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
2,117 |
4,615 |
2,498 |
118.0% |
5,067 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5881 |
1.5824 |
1.5632 |
|
| R3 |
1.5787 |
1.5730 |
1.5606 |
|
| R2 |
1.5693 |
1.5693 |
1.5597 |
|
| R1 |
1.5636 |
1.5636 |
1.5589 |
1.5618 |
| PP |
1.5599 |
1.5599 |
1.5599 |
1.5589 |
| S1 |
1.5542 |
1.5542 |
1.5571 |
1.5524 |
| S2 |
1.5505 |
1.5505 |
1.5563 |
|
| S3 |
1.5411 |
1.5448 |
1.5554 |
|
| S4 |
1.5317 |
1.5354 |
1.5528 |
|
|
| 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 |
1.5655 |
1.5455 |
0.0200 |
1.3% |
0.0081 |
0.5% |
63% |
True |
False |
2,380 |
| 10 |
1.5655 |
1.5420 |
0.0235 |
1.5% |
0.0089 |
0.6% |
68% |
True |
False |
1,470 |
| 20 |
1.5700 |
1.5410 |
0.0290 |
1.9% |
0.0083 |
0.5% |
59% |
False |
False |
869 |
| 40 |
1.5700 |
1.5025 |
0.0675 |
4.3% |
0.0093 |
0.6% |
82% |
False |
False |
468 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0098 |
0.6% |
86% |
False |
False |
332 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0081 |
0.5% |
86% |
False |
False |
253 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0070 |
0.4% |
86% |
False |
False |
203 |
| 120 |
1.5710 |
1.4798 |
0.0912 |
5.9% |
0.0061 |
0.4% |
86% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6055 |
|
2.618 |
1.5901 |
|
1.618 |
1.5807 |
|
1.000 |
1.5749 |
|
0.618 |
1.5713 |
|
HIGH |
1.5655 |
|
0.618 |
1.5619 |
|
0.500 |
1.5608 |
|
0.382 |
1.5597 |
|
LOW |
1.5561 |
|
0.618 |
1.5503 |
|
1.000 |
1.5467 |
|
1.618 |
1.5409 |
|
2.618 |
1.5315 |
|
4.250 |
1.5162 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5608 |
1.5578 |
| PP |
1.5599 |
1.5576 |
| S1 |
1.5589 |
1.5574 |
|