CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5886 |
1.5895 |
0.0009 |
0.1% |
1.5623 |
| High |
1.5928 |
1.6153 |
0.0225 |
1.4% |
1.5874 |
| Low |
1.5876 |
1.5882 |
0.0006 |
0.0% |
1.5619 |
| Close |
1.5900 |
1.6098 |
0.0198 |
1.2% |
1.5869 |
| Range |
0.0052 |
0.0271 |
0.0219 |
421.2% |
0.0255 |
| ATR |
0.0091 |
0.0104 |
0.0013 |
14.2% |
0.0000 |
| Volume |
78,622 |
149,489 |
70,867 |
90.1% |
315,353 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6857 |
1.6749 |
1.6247 |
|
| R3 |
1.6586 |
1.6478 |
1.6173 |
|
| R2 |
1.6315 |
1.6315 |
1.6148 |
|
| R1 |
1.6207 |
1.6207 |
1.6123 |
1.6261 |
| PP |
1.6044 |
1.6044 |
1.6044 |
1.6072 |
| S1 |
1.5936 |
1.5936 |
1.6073 |
1.5990 |
| S2 |
1.5773 |
1.5773 |
1.6048 |
|
| S3 |
1.5502 |
1.5665 |
1.6023 |
|
| S4 |
1.5231 |
1.5394 |
1.5949 |
|
|
| 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 |
1.6153 |
1.5766 |
0.0387 |
2.4% |
0.0116 |
0.7% |
86% |
True |
False |
101,725 |
| 10 |
1.6153 |
1.5555 |
0.0598 |
3.7% |
0.0106 |
0.7% |
91% |
True |
False |
64,907 |
| 20 |
1.6153 |
1.5420 |
0.0733 |
4.6% |
0.0096 |
0.6% |
92% |
True |
False |
32,973 |
| 40 |
1.6153 |
1.5094 |
0.1059 |
6.6% |
0.0098 |
0.6% |
95% |
True |
False |
16,569 |
| 60 |
1.6153 |
1.4798 |
0.1355 |
8.4% |
0.0102 |
0.6% |
96% |
True |
False |
11,067 |
| 80 |
1.6153 |
1.4798 |
0.1355 |
8.4% |
0.0091 |
0.6% |
96% |
True |
False |
8,308 |
| 100 |
1.6153 |
1.4798 |
0.1355 |
8.4% |
0.0076 |
0.5% |
96% |
True |
False |
6,647 |
| 120 |
1.6153 |
1.4798 |
0.1355 |
8.4% |
0.0069 |
0.4% |
96% |
True |
False |
5,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7305 |
|
2.618 |
1.6862 |
|
1.618 |
1.6591 |
|
1.000 |
1.6424 |
|
0.618 |
1.6320 |
|
HIGH |
1.6153 |
|
0.618 |
1.6049 |
|
0.500 |
1.6018 |
|
0.382 |
1.5986 |
|
LOW |
1.5882 |
|
0.618 |
1.5715 |
|
1.000 |
1.5611 |
|
1.618 |
1.5444 |
|
2.618 |
1.5173 |
|
4.250 |
1.4730 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6071 |
1.6069 |
| PP |
1.6044 |
1.6040 |
| S1 |
1.6018 |
1.6011 |
|