CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5994 |
1.6069 |
0.0075 |
0.5% |
1.5923 |
| High |
1.6079 |
1.6087 |
0.0008 |
0.0% |
1.6153 |
| Low |
1.5971 |
1.5990 |
0.0019 |
0.1% |
1.5869 |
| Close |
1.6067 |
1.6033 |
-0.0034 |
-0.2% |
1.6010 |
| Range |
0.0108 |
0.0097 |
-0.0011 |
-10.2% |
0.0284 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
86,723 |
82,162 |
-4,561 |
-5.3% |
546,450 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6328 |
1.6277 |
1.6086 |
|
| R3 |
1.6231 |
1.6180 |
1.6060 |
|
| R2 |
1.6134 |
1.6134 |
1.6051 |
|
| R1 |
1.6083 |
1.6083 |
1.6042 |
1.6060 |
| PP |
1.6037 |
1.6037 |
1.6037 |
1.6025 |
| S1 |
1.5986 |
1.5986 |
1.6024 |
1.5963 |
| S2 |
1.5940 |
1.5940 |
1.6015 |
|
| S3 |
1.5843 |
1.5889 |
1.6006 |
|
| S4 |
1.5746 |
1.5792 |
1.5980 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6863 |
1.6720 |
1.6166 |
|
| R3 |
1.6579 |
1.6436 |
1.6088 |
|
| R2 |
1.6295 |
1.6295 |
1.6062 |
|
| R1 |
1.6152 |
1.6152 |
1.6036 |
1.6224 |
| PP |
1.6011 |
1.6011 |
1.6011 |
1.6046 |
| S1 |
1.5868 |
1.5868 |
1.5984 |
1.5940 |
| S2 |
1.5727 |
1.5727 |
1.5958 |
|
| S3 |
1.5443 |
1.5584 |
1.5932 |
|
| S4 |
1.5159 |
1.5300 |
1.5854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6087 |
1.5943 |
0.0144 |
0.9% |
0.0091 |
0.6% |
63% |
True |
False |
82,524 |
| 10 |
1.6153 |
1.5766 |
0.0387 |
2.4% |
0.0109 |
0.7% |
69% |
False |
False |
97,603 |
| 20 |
1.6153 |
1.5455 |
0.0698 |
4.4% |
0.0097 |
0.6% |
83% |
False |
False |
60,351 |
| 40 |
1.6153 |
1.5094 |
0.1059 |
6.6% |
0.0099 |
0.6% |
89% |
False |
False |
30,322 |
| 60 |
1.6153 |
1.4798 |
0.1355 |
8.5% |
0.0104 |
0.6% |
91% |
False |
False |
20,239 |
| 80 |
1.6153 |
1.4798 |
0.1355 |
8.5% |
0.0097 |
0.6% |
91% |
False |
False |
15,191 |
| 100 |
1.6153 |
1.4798 |
0.1355 |
8.5% |
0.0081 |
0.5% |
91% |
False |
False |
12,154 |
| 120 |
1.6153 |
1.4798 |
0.1355 |
8.5% |
0.0072 |
0.4% |
91% |
False |
False |
10,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6499 |
|
2.618 |
1.6341 |
|
1.618 |
1.6244 |
|
1.000 |
1.6184 |
|
0.618 |
1.6147 |
|
HIGH |
1.6087 |
|
0.618 |
1.6050 |
|
0.500 |
1.6039 |
|
0.382 |
1.6027 |
|
LOW |
1.5990 |
|
0.618 |
1.5930 |
|
1.000 |
1.5893 |
|
1.618 |
1.5833 |
|
2.618 |
1.5736 |
|
4.250 |
1.5578 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6039 |
1.6027 |
| PP |
1.6037 |
1.6021 |
| S1 |
1.6035 |
1.6015 |
|