CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6069 |
1.6030 |
-0.0039 |
-0.2% |
1.5994 |
| High |
1.6087 |
1.6138 |
0.0051 |
0.3% |
1.6138 |
| Low |
1.5990 |
1.6021 |
0.0031 |
0.2% |
1.5943 |
| Close |
1.6033 |
1.6125 |
0.0092 |
0.6% |
1.6125 |
| Range |
0.0097 |
0.0117 |
0.0020 |
20.6% |
0.0195 |
| ATR |
0.0101 |
0.0102 |
0.0001 |
1.1% |
0.0000 |
| Volume |
82,162 |
87,743 |
5,581 |
6.8% |
411,138 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6446 |
1.6402 |
1.6189 |
|
| R3 |
1.6329 |
1.6285 |
1.6157 |
|
| R2 |
1.6212 |
1.6212 |
1.6146 |
|
| R1 |
1.6168 |
1.6168 |
1.6136 |
1.6190 |
| PP |
1.6095 |
1.6095 |
1.6095 |
1.6106 |
| S1 |
1.6051 |
1.6051 |
1.6114 |
1.6073 |
| S2 |
1.5978 |
1.5978 |
1.6104 |
|
| S3 |
1.5861 |
1.5934 |
1.6093 |
|
| S4 |
1.5744 |
1.5817 |
1.6061 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6654 |
1.6584 |
1.6232 |
|
| R3 |
1.6459 |
1.6389 |
1.6179 |
|
| R2 |
1.6264 |
1.6264 |
1.6161 |
|
| R1 |
1.6194 |
1.6194 |
1.6143 |
1.6229 |
| PP |
1.6069 |
1.6069 |
1.6069 |
1.6086 |
| S1 |
1.5999 |
1.5999 |
1.6107 |
1.6034 |
| S2 |
1.5874 |
1.5874 |
1.6089 |
|
| S3 |
1.5679 |
1.5804 |
1.6071 |
|
| S4 |
1.5484 |
1.5609 |
1.6018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6138 |
1.5943 |
0.0195 |
1.2% |
0.0098 |
0.6% |
93% |
True |
False |
82,227 |
| 10 |
1.6153 |
1.5869 |
0.0284 |
1.8% |
0.0110 |
0.7% |
90% |
False |
False |
95,758 |
| 20 |
1.6153 |
1.5455 |
0.0698 |
4.3% |
0.0100 |
0.6% |
96% |
False |
False |
64,618 |
| 40 |
1.6153 |
1.5094 |
0.1059 |
6.6% |
0.0099 |
0.6% |
97% |
False |
False |
32,513 |
| 60 |
1.6153 |
1.4798 |
0.1355 |
8.4% |
0.0103 |
0.6% |
98% |
False |
False |
21,701 |
| 80 |
1.6153 |
1.4798 |
0.1355 |
8.4% |
0.0099 |
0.6% |
98% |
False |
False |
16,287 |
| 100 |
1.6153 |
1.4798 |
0.1355 |
8.4% |
0.0082 |
0.5% |
98% |
False |
False |
13,031 |
| 120 |
1.6153 |
1.4798 |
0.1355 |
8.4% |
0.0073 |
0.4% |
98% |
False |
False |
10,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6635 |
|
2.618 |
1.6444 |
|
1.618 |
1.6327 |
|
1.000 |
1.6255 |
|
0.618 |
1.6210 |
|
HIGH |
1.6138 |
|
0.618 |
1.6093 |
|
0.500 |
1.6080 |
|
0.382 |
1.6066 |
|
LOW |
1.6021 |
|
0.618 |
1.5949 |
|
1.000 |
1.5904 |
|
1.618 |
1.5832 |
|
2.618 |
1.5715 |
|
4.250 |
1.5524 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6110 |
1.6102 |
| PP |
1.6095 |
1.6078 |
| S1 |
1.6080 |
1.6055 |
|