CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5574 |
1.5545 |
-0.0029 |
-0.2% |
1.5630 |
| High |
1.5590 |
1.5552 |
-0.0038 |
-0.2% |
1.5716 |
| Low |
1.5479 |
1.5425 |
-0.0054 |
-0.3% |
1.5537 |
| Close |
1.5538 |
1.5525 |
-0.0013 |
-0.1% |
1.5572 |
| Range |
0.0111 |
0.0127 |
0.0016 |
14.4% |
0.0179 |
| ATR |
0.0110 |
0.0111 |
0.0001 |
1.1% |
0.0000 |
| Volume |
105,343 |
128,563 |
23,220 |
22.0% |
459,739 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5882 |
1.5830 |
1.5595 |
|
| R3 |
1.5755 |
1.5703 |
1.5560 |
|
| R2 |
1.5628 |
1.5628 |
1.5548 |
|
| R1 |
1.5576 |
1.5576 |
1.5537 |
1.5539 |
| PP |
1.5501 |
1.5501 |
1.5501 |
1.5482 |
| S1 |
1.5449 |
1.5449 |
1.5513 |
1.5412 |
| S2 |
1.5374 |
1.5374 |
1.5502 |
|
| S3 |
1.5247 |
1.5322 |
1.5490 |
|
| S4 |
1.5120 |
1.5195 |
1.5455 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6145 |
1.6038 |
1.5670 |
|
| R3 |
1.5966 |
1.5859 |
1.5621 |
|
| R2 |
1.5787 |
1.5787 |
1.5605 |
|
| R1 |
1.5680 |
1.5680 |
1.5588 |
1.5644 |
| PP |
1.5608 |
1.5608 |
1.5608 |
1.5591 |
| S1 |
1.5501 |
1.5501 |
1.5556 |
1.5465 |
| S2 |
1.5429 |
1.5429 |
1.5539 |
|
| S3 |
1.5250 |
1.5322 |
1.5523 |
|
| S4 |
1.5071 |
1.5143 |
1.5474 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5661 |
1.5425 |
0.0236 |
1.5% |
0.0103 |
0.7% |
42% |
False |
True |
97,177 |
| 10 |
1.5716 |
1.5425 |
0.0291 |
1.9% |
0.0093 |
0.6% |
34% |
False |
True |
98,279 |
| 20 |
1.5716 |
1.5098 |
0.0618 |
4.0% |
0.0111 |
0.7% |
69% |
False |
False |
106,782 |
| 40 |
1.5716 |
1.4806 |
0.0910 |
5.9% |
0.0129 |
0.8% |
79% |
False |
False |
111,722 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0128 |
0.8% |
77% |
False |
False |
103,754 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0125 |
0.8% |
77% |
False |
False |
78,005 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0113 |
0.7% |
77% |
False |
False |
62,411 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0106 |
0.7% |
77% |
False |
False |
52,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6092 |
|
2.618 |
1.5884 |
|
1.618 |
1.5757 |
|
1.000 |
1.5679 |
|
0.618 |
1.5630 |
|
HIGH |
1.5552 |
|
0.618 |
1.5503 |
|
0.500 |
1.5489 |
|
0.382 |
1.5474 |
|
LOW |
1.5425 |
|
0.618 |
1.5347 |
|
1.000 |
1.5298 |
|
1.618 |
1.5220 |
|
2.618 |
1.5093 |
|
4.250 |
1.4885 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5513 |
1.5523 |
| PP |
1.5501 |
1.5520 |
| S1 |
1.5489 |
1.5518 |
|