CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5516 |
1.5557 |
0.0041 |
0.3% |
1.5574 |
| High |
1.5604 |
1.5648 |
0.0044 |
0.3% |
1.5610 |
| Low |
1.5493 |
1.5555 |
0.0062 |
0.4% |
1.5425 |
| Close |
1.5562 |
1.5622 |
0.0060 |
0.4% |
1.5493 |
| Range |
0.0111 |
0.0093 |
-0.0018 |
-16.2% |
0.0185 |
| ATR |
0.0105 |
0.0105 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
146,968 |
99,334 |
-47,634 |
-32.4% |
431,207 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5887 |
1.5848 |
1.5673 |
|
| R3 |
1.5794 |
1.5755 |
1.5648 |
|
| R2 |
1.5701 |
1.5701 |
1.5639 |
|
| R1 |
1.5662 |
1.5662 |
1.5631 |
1.5682 |
| PP |
1.5608 |
1.5608 |
1.5608 |
1.5618 |
| S1 |
1.5569 |
1.5569 |
1.5613 |
1.5589 |
| S2 |
1.5515 |
1.5515 |
1.5605 |
|
| S3 |
1.5422 |
1.5476 |
1.5596 |
|
| S4 |
1.5329 |
1.5383 |
1.5571 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6064 |
1.5964 |
1.5595 |
|
| R3 |
1.5879 |
1.5779 |
1.5544 |
|
| R2 |
1.5694 |
1.5694 |
1.5527 |
|
| R1 |
1.5594 |
1.5594 |
1.5510 |
1.5552 |
| PP |
1.5509 |
1.5509 |
1.5509 |
1.5488 |
| S1 |
1.5409 |
1.5409 |
1.5476 |
1.5367 |
| S2 |
1.5324 |
1.5324 |
1.5459 |
|
| S3 |
1.5139 |
1.5224 |
1.5442 |
|
| S4 |
1.4954 |
1.5039 |
1.5391 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5648 |
1.5425 |
0.0223 |
1.4% |
0.0093 |
0.6% |
88% |
True |
False |
105,167 |
| 10 |
1.5716 |
1.5425 |
0.0291 |
1.9% |
0.0093 |
0.6% |
68% |
False |
False |
98,747 |
| 20 |
1.5716 |
1.5200 |
0.0516 |
3.3% |
0.0101 |
0.6% |
82% |
False |
False |
102,740 |
| 40 |
1.5716 |
1.4838 |
0.0878 |
5.6% |
0.0115 |
0.7% |
89% |
False |
False |
106,793 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0123 |
0.8% |
87% |
False |
False |
109,773 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0124 |
0.8% |
87% |
False |
False |
82,966 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0114 |
0.7% |
87% |
False |
False |
66,382 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0107 |
0.7% |
87% |
False |
False |
55,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6043 |
|
2.618 |
1.5891 |
|
1.618 |
1.5798 |
|
1.000 |
1.5741 |
|
0.618 |
1.5705 |
|
HIGH |
1.5648 |
|
0.618 |
1.5612 |
|
0.500 |
1.5602 |
|
0.382 |
1.5591 |
|
LOW |
1.5555 |
|
0.618 |
1.5498 |
|
1.000 |
1.5462 |
|
1.618 |
1.5405 |
|
2.618 |
1.5312 |
|
4.250 |
1.5160 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5615 |
1.5600 |
| PP |
1.5608 |
1.5577 |
| S1 |
1.5602 |
1.5555 |
|