CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5823 |
1.5807 |
-0.0016 |
-0.1% |
1.5626 |
| High |
1.5841 |
1.5885 |
0.0044 |
0.3% |
1.5885 |
| Low |
1.5768 |
1.5777 |
0.0009 |
0.1% |
1.5626 |
| Close |
1.5812 |
1.5879 |
0.0067 |
0.4% |
1.5879 |
| Range |
0.0073 |
0.0108 |
0.0035 |
47.9% |
0.0259 |
| ATR |
0.0101 |
0.0101 |
0.0001 |
0.5% |
0.0000 |
| Volume |
113,333 |
27,254 |
-86,079 |
-76.0% |
474,434 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6171 |
1.6133 |
1.5938 |
|
| R3 |
1.6063 |
1.6025 |
1.5909 |
|
| R2 |
1.5955 |
1.5955 |
1.5899 |
|
| R1 |
1.5917 |
1.5917 |
1.5889 |
1.5936 |
| PP |
1.5847 |
1.5847 |
1.5847 |
1.5857 |
| S1 |
1.5809 |
1.5809 |
1.5869 |
1.5828 |
| S2 |
1.5739 |
1.5739 |
1.5859 |
|
| S3 |
1.5631 |
1.5701 |
1.5849 |
|
| S4 |
1.5523 |
1.5593 |
1.5820 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6574 |
1.6485 |
1.6021 |
|
| R3 |
1.6315 |
1.6226 |
1.5950 |
|
| R2 |
1.6056 |
1.6056 |
1.5926 |
|
| R1 |
1.5967 |
1.5967 |
1.5903 |
1.6012 |
| PP |
1.5797 |
1.5797 |
1.5797 |
1.5819 |
| S1 |
1.5708 |
1.5708 |
1.5855 |
1.5753 |
| S2 |
1.5538 |
1.5538 |
1.5832 |
|
| S3 |
1.5279 |
1.5449 |
1.5808 |
|
| S4 |
1.5020 |
1.5190 |
1.5737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5885 |
1.5626 |
0.0259 |
1.6% |
0.0092 |
0.6% |
98% |
True |
False |
94,886 |
| 10 |
1.5885 |
1.5461 |
0.0424 |
2.7% |
0.0095 |
0.6% |
99% |
True |
False |
102,288 |
| 20 |
1.5885 |
1.5425 |
0.0460 |
2.9% |
0.0090 |
0.6% |
99% |
True |
False |
96,550 |
| 40 |
1.5885 |
1.5098 |
0.0787 |
5.0% |
0.0105 |
0.7% |
99% |
True |
False |
102,991 |
| 60 |
1.5885 |
1.4806 |
0.1079 |
6.8% |
0.0120 |
0.8% |
99% |
True |
False |
111,155 |
| 80 |
1.5885 |
1.4806 |
0.1079 |
6.8% |
0.0122 |
0.8% |
99% |
True |
False |
91,776 |
| 100 |
1.5885 |
1.4806 |
0.1079 |
6.8% |
0.0116 |
0.7% |
99% |
True |
False |
73,447 |
| 120 |
1.5885 |
1.4806 |
0.1079 |
6.8% |
0.0109 |
0.7% |
99% |
True |
False |
61,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6344 |
|
2.618 |
1.6168 |
|
1.618 |
1.6060 |
|
1.000 |
1.5993 |
|
0.618 |
1.5952 |
|
HIGH |
1.5885 |
|
0.618 |
1.5844 |
|
0.500 |
1.5831 |
|
0.382 |
1.5818 |
|
LOW |
1.5777 |
|
0.618 |
1.5710 |
|
1.000 |
1.5669 |
|
1.618 |
1.5602 |
|
2.618 |
1.5494 |
|
4.250 |
1.5318 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5863 |
1.5853 |
| PP |
1.5847 |
1.5828 |
| S1 |
1.5831 |
1.5802 |
|