CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5613 |
1.5576 |
-0.0037 |
-0.2% |
1.5509 |
| High |
1.5655 |
1.5670 |
0.0015 |
0.1% |
1.5670 |
| Low |
1.5561 |
1.5555 |
-0.0006 |
0.0% |
1.5493 |
| Close |
1.5580 |
1.5624 |
0.0044 |
0.3% |
1.5624 |
| Range |
0.0094 |
0.0115 |
0.0021 |
22.3% |
0.0177 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
1.4% |
0.0000 |
| Volume |
4,615 |
9,928 |
5,313 |
115.1% |
17,949 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5961 |
1.5908 |
1.5687 |
|
| R3 |
1.5846 |
1.5793 |
1.5656 |
|
| R2 |
1.5731 |
1.5731 |
1.5645 |
|
| R1 |
1.5678 |
1.5678 |
1.5635 |
1.5705 |
| PP |
1.5616 |
1.5616 |
1.5616 |
1.5630 |
| S1 |
1.5563 |
1.5563 |
1.5613 |
1.5590 |
| S2 |
1.5501 |
1.5501 |
1.5603 |
|
| S3 |
1.5386 |
1.5448 |
1.5592 |
|
| S4 |
1.5271 |
1.5333 |
1.5561 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6127 |
1.6052 |
1.5721 |
|
| R3 |
1.5950 |
1.5875 |
1.5673 |
|
| R2 |
1.5773 |
1.5773 |
1.5656 |
|
| R1 |
1.5698 |
1.5698 |
1.5640 |
1.5736 |
| PP |
1.5596 |
1.5596 |
1.5596 |
1.5614 |
| S1 |
1.5521 |
1.5521 |
1.5608 |
1.5559 |
| S2 |
1.5419 |
1.5419 |
1.5592 |
|
| S3 |
1.5242 |
1.5344 |
1.5575 |
|
| S4 |
1.5065 |
1.5167 |
1.5527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5670 |
1.5455 |
0.0215 |
1.4% |
0.0091 |
0.6% |
79% |
True |
False |
3,885 |
| 10 |
1.5670 |
1.5420 |
0.0250 |
1.6% |
0.0091 |
0.6% |
82% |
True |
False |
2,391 |
| 20 |
1.5700 |
1.5410 |
0.0290 |
1.9% |
0.0085 |
0.5% |
74% |
False |
False |
1,360 |
| 40 |
1.5700 |
1.5050 |
0.0650 |
4.2% |
0.0092 |
0.6% |
88% |
False |
False |
713 |
| 60 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0099 |
0.6% |
91% |
False |
False |
497 |
| 80 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0082 |
0.5% |
91% |
False |
False |
377 |
| 100 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0070 |
0.4% |
91% |
False |
False |
302 |
| 120 |
1.5710 |
1.4798 |
0.0912 |
5.8% |
0.0062 |
0.4% |
91% |
False |
False |
252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6159 |
|
2.618 |
1.5971 |
|
1.618 |
1.5856 |
|
1.000 |
1.5785 |
|
0.618 |
1.5741 |
|
HIGH |
1.5670 |
|
0.618 |
1.5626 |
|
0.500 |
1.5613 |
|
0.382 |
1.5599 |
|
LOW |
1.5555 |
|
0.618 |
1.5484 |
|
1.000 |
1.5440 |
|
1.618 |
1.5369 |
|
2.618 |
1.5254 |
|
4.250 |
1.5066 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5620 |
1.5619 |
| PP |
1.5616 |
1.5614 |
| S1 |
1.5613 |
1.5609 |
|