CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5587 |
1.5626 |
0.0039 |
0.3% |
1.5516 |
| High |
1.5682 |
1.5732 |
0.0050 |
0.3% |
1.5682 |
| Low |
1.5564 |
1.5626 |
0.0062 |
0.4% |
1.5493 |
| Close |
1.5634 |
1.5702 |
0.0068 |
0.4% |
1.5634 |
| Range |
0.0118 |
0.0106 |
-0.0012 |
-10.2% |
0.0189 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
0.0% |
0.0000 |
| Volume |
109,217 |
91,530 |
-17,687 |
-16.2% |
478,483 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6005 |
1.5959 |
1.5760 |
|
| R3 |
1.5899 |
1.5853 |
1.5731 |
|
| R2 |
1.5793 |
1.5793 |
1.5721 |
|
| R1 |
1.5747 |
1.5747 |
1.5712 |
1.5770 |
| PP |
1.5687 |
1.5687 |
1.5687 |
1.5698 |
| S1 |
1.5641 |
1.5641 |
1.5692 |
1.5664 |
| S2 |
1.5581 |
1.5581 |
1.5683 |
|
| S3 |
1.5475 |
1.5535 |
1.5673 |
|
| S4 |
1.5369 |
1.5429 |
1.5644 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6170 |
1.6091 |
1.5738 |
|
| R3 |
1.5981 |
1.5902 |
1.5686 |
|
| R2 |
1.5792 |
1.5792 |
1.5669 |
|
| R1 |
1.5713 |
1.5713 |
1.5651 |
1.5753 |
| PP |
1.5603 |
1.5603 |
1.5603 |
1.5623 |
| S1 |
1.5524 |
1.5524 |
1.5617 |
1.5564 |
| S2 |
1.5414 |
1.5414 |
1.5599 |
|
| S3 |
1.5225 |
1.5335 |
1.5582 |
|
| S4 |
1.5036 |
1.5146 |
1.5530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5732 |
1.5493 |
0.0239 |
1.5% |
0.0106 |
0.7% |
87% |
True |
False |
114,002 |
| 10 |
1.5732 |
1.5425 |
0.0307 |
2.0% |
0.0096 |
0.6% |
90% |
True |
False |
100,122 |
| 20 |
1.5732 |
1.5419 |
0.0313 |
2.0% |
0.0094 |
0.6% |
90% |
True |
False |
99,097 |
| 40 |
1.5732 |
1.5021 |
0.0711 |
4.5% |
0.0109 |
0.7% |
96% |
True |
False |
105,137 |
| 60 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0124 |
0.8% |
96% |
False |
False |
111,766 |
| 80 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0124 |
0.8% |
96% |
False |
False |
87,005 |
| 100 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0116 |
0.7% |
96% |
False |
False |
69,619 |
| 120 |
1.5743 |
1.4806 |
0.0937 |
6.0% |
0.0109 |
0.7% |
96% |
False |
False |
58,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6183 |
|
2.618 |
1.6010 |
|
1.618 |
1.5904 |
|
1.000 |
1.5838 |
|
0.618 |
1.5798 |
|
HIGH |
1.5732 |
|
0.618 |
1.5692 |
|
0.500 |
1.5679 |
|
0.382 |
1.5666 |
|
LOW |
1.5626 |
|
0.618 |
1.5560 |
|
1.000 |
1.5520 |
|
1.618 |
1.5454 |
|
2.618 |
1.5348 |
|
4.250 |
1.5176 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5694 |
1.5684 |
| PP |
1.5687 |
1.5666 |
| S1 |
1.5679 |
1.5648 |
|