CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5923 |
1.5886 |
-0.0037 |
-0.2% |
1.5623 |
| High |
1.5953 |
1.5928 |
-0.0025 |
-0.2% |
1.5874 |
| Low |
1.5869 |
1.5876 |
0.0007 |
0.0% |
1.5619 |
| Close |
1.5887 |
1.5900 |
0.0013 |
0.1% |
1.5869 |
| Range |
0.0084 |
0.0052 |
-0.0032 |
-38.1% |
0.0255 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
91,068 |
78,622 |
-12,446 |
-13.7% |
315,353 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6057 |
1.6031 |
1.5929 |
|
| R3 |
1.6005 |
1.5979 |
1.5914 |
|
| R2 |
1.5953 |
1.5953 |
1.5910 |
|
| R1 |
1.5927 |
1.5927 |
1.5905 |
1.5940 |
| PP |
1.5901 |
1.5901 |
1.5901 |
1.5908 |
| S1 |
1.5875 |
1.5875 |
1.5895 |
1.5888 |
| S2 |
1.5849 |
1.5849 |
1.5890 |
|
| S3 |
1.5797 |
1.5823 |
1.5886 |
|
| S4 |
1.5745 |
1.5771 |
1.5871 |
|
|
| 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 |
1.5709 |
0.0244 |
1.5% |
0.0083 |
0.5% |
78% |
False |
False |
85,608 |
| 10 |
1.5953 |
1.5547 |
0.0406 |
2.6% |
0.0088 |
0.6% |
87% |
False |
False |
50,170 |
| 20 |
1.5953 |
1.5420 |
0.0533 |
3.4% |
0.0086 |
0.5% |
90% |
False |
False |
25,504 |
| 40 |
1.5953 |
1.5094 |
0.0859 |
5.4% |
0.0093 |
0.6% |
94% |
False |
False |
12,832 |
| 60 |
1.5953 |
1.4798 |
0.1155 |
7.3% |
0.0099 |
0.6% |
95% |
False |
False |
8,577 |
| 80 |
1.5953 |
1.4798 |
0.1155 |
7.3% |
0.0088 |
0.6% |
95% |
False |
False |
6,439 |
| 100 |
1.5953 |
1.4798 |
0.1155 |
7.3% |
0.0073 |
0.5% |
95% |
False |
False |
5,152 |
| 120 |
1.5953 |
1.4798 |
0.1155 |
7.3% |
0.0067 |
0.4% |
95% |
False |
False |
4,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6149 |
|
2.618 |
1.6064 |
|
1.618 |
1.6012 |
|
1.000 |
1.5980 |
|
0.618 |
1.5960 |
|
HIGH |
1.5928 |
|
0.618 |
1.5908 |
|
0.500 |
1.5902 |
|
0.382 |
1.5896 |
|
LOW |
1.5876 |
|
0.618 |
1.5844 |
|
1.000 |
1.5824 |
|
1.618 |
1.5792 |
|
2.618 |
1.5740 |
|
4.250 |
1.5655 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5902 |
1.5887 |
| PP |
1.5901 |
1.5873 |
| S1 |
1.5901 |
1.5860 |
|