CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5795 |
1.5923 |
0.0128 |
0.8% |
1.5623 |
| High |
1.5874 |
1.5953 |
0.0079 |
0.5% |
1.5874 |
| Low |
1.5766 |
1.5869 |
0.0103 |
0.7% |
1.5619 |
| Close |
1.5869 |
1.5887 |
0.0018 |
0.1% |
1.5869 |
| Range |
0.0108 |
0.0084 |
-0.0024 |
-22.2% |
0.0255 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
106,192 |
91,068 |
-15,124 |
-14.2% |
315,353 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6155 |
1.6105 |
1.5933 |
|
| R3 |
1.6071 |
1.6021 |
1.5910 |
|
| R2 |
1.5987 |
1.5987 |
1.5902 |
|
| R1 |
1.5937 |
1.5937 |
1.5895 |
1.5920 |
| PP |
1.5903 |
1.5903 |
1.5903 |
1.5895 |
| S1 |
1.5853 |
1.5853 |
1.5879 |
1.5836 |
| S2 |
1.5819 |
1.5819 |
1.5872 |
|
| S3 |
1.5735 |
1.5769 |
1.5864 |
|
| S4 |
1.5651 |
1.5685 |
1.5841 |
|
|
| 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 |
1.5953 |
1.5674 |
0.0279 |
1.8% |
0.0085 |
0.5% |
76% |
True |
False |
76,598 |
| 10 |
1.5953 |
1.5493 |
0.0460 |
2.9% |
0.0092 |
0.6% |
86% |
True |
False |
42,437 |
| 20 |
1.5953 |
1.5420 |
0.0533 |
3.4% |
0.0086 |
0.5% |
88% |
True |
False |
21,586 |
| 40 |
1.5953 |
1.5094 |
0.0859 |
5.4% |
0.0094 |
0.6% |
92% |
True |
False |
10,867 |
| 60 |
1.5953 |
1.4798 |
0.1155 |
7.3% |
0.0101 |
0.6% |
94% |
True |
False |
7,269 |
| 80 |
1.5953 |
1.4798 |
0.1155 |
7.3% |
0.0088 |
0.6% |
94% |
True |
False |
5,457 |
| 100 |
1.5953 |
1.4798 |
0.1155 |
7.3% |
0.0074 |
0.5% |
94% |
True |
False |
4,366 |
| 120 |
1.5953 |
1.4798 |
0.1155 |
7.3% |
0.0066 |
0.4% |
94% |
True |
False |
3,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6310 |
|
2.618 |
1.6173 |
|
1.618 |
1.6089 |
|
1.000 |
1.6037 |
|
0.618 |
1.6005 |
|
HIGH |
1.5953 |
|
0.618 |
1.5921 |
|
0.500 |
1.5911 |
|
0.382 |
1.5901 |
|
LOW |
1.5869 |
|
0.618 |
1.5817 |
|
1.000 |
1.5785 |
|
1.618 |
1.5733 |
|
2.618 |
1.5649 |
|
4.250 |
1.5512 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5911 |
1.5878 |
| PP |
1.5903 |
1.5869 |
| S1 |
1.5895 |
1.5860 |
|