CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5557 |
1.5622 |
0.0065 |
0.4% |
1.5574 |
| High |
1.5648 |
1.5675 |
0.0027 |
0.2% |
1.5610 |
| Low |
1.5555 |
1.5571 |
0.0016 |
0.1% |
1.5425 |
| Close |
1.5622 |
1.5590 |
-0.0032 |
-0.2% |
1.5493 |
| Range |
0.0093 |
0.0104 |
0.0011 |
11.8% |
0.0185 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
0.0% |
0.0000 |
| Volume |
99,334 |
122,964 |
23,630 |
23.8% |
431,207 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5924 |
1.5861 |
1.5647 |
|
| R3 |
1.5820 |
1.5757 |
1.5619 |
|
| R2 |
1.5716 |
1.5716 |
1.5609 |
|
| R1 |
1.5653 |
1.5653 |
1.5600 |
1.5633 |
| PP |
1.5612 |
1.5612 |
1.5612 |
1.5602 |
| S1 |
1.5549 |
1.5549 |
1.5580 |
1.5529 |
| S2 |
1.5508 |
1.5508 |
1.5571 |
|
| S3 |
1.5404 |
1.5445 |
1.5561 |
|
| S4 |
1.5300 |
1.5341 |
1.5533 |
|
|
| 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 |
1.5675 |
1.5461 |
0.0214 |
1.4% |
0.0088 |
0.6% |
60% |
True |
False |
104,048 |
| 10 |
1.5675 |
1.5425 |
0.0250 |
1.6% |
0.0095 |
0.6% |
66% |
True |
False |
100,612 |
| 20 |
1.5716 |
1.5419 |
0.0297 |
1.9% |
0.0090 |
0.6% |
58% |
False |
False |
97,520 |
| 40 |
1.5716 |
1.4917 |
0.0799 |
5.1% |
0.0113 |
0.7% |
84% |
False |
False |
106,605 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0123 |
0.8% |
84% |
False |
False |
110,948 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0124 |
0.8% |
84% |
False |
False |
84,500 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0115 |
0.7% |
84% |
False |
False |
67,611 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0108 |
0.7% |
84% |
False |
False |
56,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6117 |
|
2.618 |
1.5947 |
|
1.618 |
1.5843 |
|
1.000 |
1.5779 |
|
0.618 |
1.5739 |
|
HIGH |
1.5675 |
|
0.618 |
1.5635 |
|
0.500 |
1.5623 |
|
0.382 |
1.5611 |
|
LOW |
1.5571 |
|
0.618 |
1.5507 |
|
1.000 |
1.5467 |
|
1.618 |
1.5403 |
|
2.618 |
1.5299 |
|
4.250 |
1.5129 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5623 |
1.5588 |
| PP |
1.5612 |
1.5586 |
| S1 |
1.5601 |
1.5584 |
|