CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5498 |
1.5637 |
0.0139 |
0.9% |
1.5505 |
| High |
1.5650 |
1.5655 |
0.0005 |
0.0% |
1.5655 |
| Low |
1.5498 |
1.5604 |
0.0106 |
0.7% |
1.5419 |
| Close |
1.5638 |
1.5638 |
0.0000 |
0.0% |
1.5638 |
| Range |
0.0152 |
0.0051 |
-0.0101 |
-66.4% |
0.0236 |
| ATR |
0.0128 |
0.0122 |
-0.0005 |
-4.3% |
0.0000 |
| Volume |
155,672 |
87,155 |
-68,517 |
-44.0% |
520,983 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5785 |
1.5763 |
1.5666 |
|
| R3 |
1.5734 |
1.5712 |
1.5652 |
|
| R2 |
1.5683 |
1.5683 |
1.5647 |
|
| R1 |
1.5661 |
1.5661 |
1.5643 |
1.5672 |
| PP |
1.5632 |
1.5632 |
1.5632 |
1.5638 |
| S1 |
1.5610 |
1.5610 |
1.5633 |
1.5621 |
| S2 |
1.5581 |
1.5581 |
1.5629 |
|
| S3 |
1.5530 |
1.5559 |
1.5624 |
|
| S4 |
1.5479 |
1.5508 |
1.5610 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6279 |
1.6194 |
1.5768 |
|
| R3 |
1.6043 |
1.5958 |
1.5703 |
|
| R2 |
1.5807 |
1.5807 |
1.5681 |
|
| R1 |
1.5722 |
1.5722 |
1.5660 |
1.5765 |
| PP |
1.5571 |
1.5571 |
1.5571 |
1.5592 |
| S1 |
1.5486 |
1.5486 |
1.5616 |
1.5529 |
| S2 |
1.5335 |
1.5335 |
1.5595 |
|
| S3 |
1.5099 |
1.5250 |
1.5573 |
|
| S4 |
1.4863 |
1.5014 |
1.5508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5655 |
1.5419 |
0.0236 |
1.5% |
0.0096 |
0.6% |
93% |
True |
False |
104,196 |
| 10 |
1.5655 |
1.5200 |
0.0455 |
2.9% |
0.0115 |
0.7% |
96% |
True |
False |
109,641 |
| 20 |
1.5655 |
1.5098 |
0.0557 |
3.6% |
0.0118 |
0.8% |
97% |
True |
False |
110,385 |
| 40 |
1.5655 |
1.4806 |
0.0849 |
5.4% |
0.0134 |
0.9% |
98% |
True |
False |
116,137 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0131 |
0.8% |
89% |
False |
False |
91,633 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0124 |
0.8% |
89% |
False |
False |
68,760 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0113 |
0.7% |
89% |
False |
False |
55,015 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0105 |
0.7% |
89% |
False |
False |
45,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5872 |
|
2.618 |
1.5789 |
|
1.618 |
1.5738 |
|
1.000 |
1.5706 |
|
0.618 |
1.5687 |
|
HIGH |
1.5655 |
|
0.618 |
1.5636 |
|
0.500 |
1.5630 |
|
0.382 |
1.5623 |
|
LOW |
1.5604 |
|
0.618 |
1.5572 |
|
1.000 |
1.5553 |
|
1.618 |
1.5521 |
|
2.618 |
1.5470 |
|
4.250 |
1.5387 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5635 |
1.5604 |
| PP |
1.5632 |
1.5571 |
| S1 |
1.5630 |
1.5537 |
|