CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5815 |
1.5795 |
-0.0020 |
-0.1% |
1.5623 |
| High |
1.5831 |
1.5874 |
0.0043 |
0.3% |
1.5874 |
| Low |
1.5768 |
1.5766 |
-0.0002 |
0.0% |
1.5619 |
| Close |
1.5802 |
1.5869 |
0.0067 |
0.4% |
1.5869 |
| Range |
0.0063 |
0.0108 |
0.0045 |
71.4% |
0.0255 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.1% |
0.0000 |
| Volume |
83,258 |
106,192 |
22,934 |
27.5% |
315,353 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6160 |
1.6123 |
1.5928 |
|
| R3 |
1.6052 |
1.6015 |
1.5899 |
|
| R2 |
1.5944 |
1.5944 |
1.5889 |
|
| R1 |
1.5907 |
1.5907 |
1.5879 |
1.5926 |
| PP |
1.5836 |
1.5836 |
1.5836 |
1.5846 |
| S1 |
1.5799 |
1.5799 |
1.5859 |
1.5818 |
| S2 |
1.5728 |
1.5728 |
1.5849 |
|
| S3 |
1.5620 |
1.5691 |
1.5839 |
|
| S4 |
1.5512 |
1.5583 |
1.5810 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6552 |
1.6466 |
1.6009 |
|
| R3 |
1.6297 |
1.6211 |
1.5939 |
|
| R2 |
1.6042 |
1.6042 |
1.5916 |
|
| R1 |
1.5956 |
1.5956 |
1.5892 |
1.5999 |
| PP |
1.5787 |
1.5787 |
1.5787 |
1.5809 |
| S1 |
1.5701 |
1.5701 |
1.5846 |
1.5744 |
| S2 |
1.5532 |
1.5532 |
1.5822 |
|
| S3 |
1.5277 |
1.5446 |
1.5799 |
|
| S4 |
1.5022 |
1.5191 |
1.5729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5874 |
1.5619 |
0.0255 |
1.6% |
0.0089 |
0.6% |
98% |
True |
False |
63,070 |
| 10 |
1.5874 |
1.5455 |
0.0419 |
2.6% |
0.0090 |
0.6% |
99% |
True |
False |
33,478 |
| 20 |
1.5874 |
1.5420 |
0.0454 |
2.9% |
0.0087 |
0.5% |
99% |
True |
False |
17,081 |
| 40 |
1.5874 |
1.5094 |
0.0780 |
4.9% |
0.0093 |
0.6% |
99% |
True |
False |
8,590 |
| 60 |
1.5874 |
1.4798 |
0.1076 |
6.8% |
0.0100 |
0.6% |
100% |
True |
False |
5,752 |
| 80 |
1.5874 |
1.4798 |
0.1076 |
6.8% |
0.0088 |
0.6% |
100% |
True |
False |
4,318 |
| 100 |
1.5874 |
1.4798 |
0.1076 |
6.8% |
0.0074 |
0.5% |
100% |
True |
False |
3,456 |
| 120 |
1.5874 |
1.4798 |
0.1076 |
6.8% |
0.0066 |
0.4% |
100% |
True |
False |
2,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6333 |
|
2.618 |
1.6157 |
|
1.618 |
1.6049 |
|
1.000 |
1.5982 |
|
0.618 |
1.5941 |
|
HIGH |
1.5874 |
|
0.618 |
1.5833 |
|
0.500 |
1.5820 |
|
0.382 |
1.5807 |
|
LOW |
1.5766 |
|
0.618 |
1.5699 |
|
1.000 |
1.5658 |
|
1.618 |
1.5591 |
|
2.618 |
1.5483 |
|
4.250 |
1.5307 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5853 |
1.5843 |
| PP |
1.5836 |
1.5817 |
| S1 |
1.5820 |
1.5792 |
|