CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5694 |
1.5730 |
0.0036 |
0.2% |
1.5516 |
| High |
1.5746 |
1.5829 |
0.0083 |
0.5% |
1.5682 |
| Low |
1.5685 |
1.5719 |
0.0034 |
0.2% |
1.5493 |
| Close |
1.5731 |
1.5826 |
0.0095 |
0.6% |
1.5634 |
| Range |
0.0061 |
0.0110 |
0.0049 |
80.3% |
0.0189 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
0.5% |
0.0000 |
| Volume |
93,728 |
148,589 |
54,861 |
58.5% |
478,483 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6121 |
1.6084 |
1.5887 |
|
| R3 |
1.6011 |
1.5974 |
1.5856 |
|
| R2 |
1.5901 |
1.5901 |
1.5846 |
|
| R1 |
1.5864 |
1.5864 |
1.5836 |
1.5883 |
| PP |
1.5791 |
1.5791 |
1.5791 |
1.5801 |
| S1 |
1.5754 |
1.5754 |
1.5816 |
1.5773 |
| S2 |
1.5681 |
1.5681 |
1.5806 |
|
| S3 |
1.5571 |
1.5644 |
1.5796 |
|
| S4 |
1.5461 |
1.5534 |
1.5766 |
|
|
| 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 |
1.5829 |
1.5564 |
0.0265 |
1.7% |
0.0100 |
0.6% |
99% |
True |
False |
113,205 |
| 10 |
1.5829 |
1.5425 |
0.0404 |
2.6% |
0.0096 |
0.6% |
99% |
True |
False |
109,186 |
| 20 |
1.5829 |
1.5419 |
0.0410 |
2.6% |
0.0095 |
0.6% |
99% |
True |
False |
103,322 |
| 40 |
1.5829 |
1.5072 |
0.0757 |
4.8% |
0.0107 |
0.7% |
100% |
True |
False |
106,170 |
| 60 |
1.5829 |
1.4806 |
0.1023 |
6.5% |
0.0124 |
0.8% |
100% |
True |
False |
112,570 |
| 80 |
1.5829 |
1.4806 |
0.1023 |
6.5% |
0.0123 |
0.8% |
100% |
True |
False |
90,027 |
| 100 |
1.5829 |
1.4806 |
0.1023 |
6.5% |
0.0116 |
0.7% |
100% |
True |
False |
72,041 |
| 120 |
1.5829 |
1.4806 |
0.1023 |
6.5% |
0.0109 |
0.7% |
100% |
True |
False |
60,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6297 |
|
2.618 |
1.6117 |
|
1.618 |
1.6007 |
|
1.000 |
1.5939 |
|
0.618 |
1.5897 |
|
HIGH |
1.5829 |
|
0.618 |
1.5787 |
|
0.500 |
1.5774 |
|
0.382 |
1.5761 |
|
LOW |
1.5719 |
|
0.618 |
1.5651 |
|
1.000 |
1.5609 |
|
1.618 |
1.5541 |
|
2.618 |
1.5431 |
|
4.250 |
1.5252 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5809 |
1.5793 |
| PP |
1.5791 |
1.5760 |
| S1 |
1.5774 |
1.5728 |
|