CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5623 |
1.5684 |
0.0061 |
0.4% |
1.5509 |
| High |
1.5723 |
1.5735 |
0.0012 |
0.1% |
1.5670 |
| Low |
1.5619 |
1.5674 |
0.0055 |
0.4% |
1.5493 |
| Close |
1.5692 |
1.5720 |
0.0028 |
0.2% |
1.5624 |
| Range |
0.0104 |
0.0061 |
-0.0043 |
-41.3% |
0.0177 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
23,428 |
33,571 |
10,143 |
43.3% |
17,949 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5893 |
1.5867 |
1.5754 |
|
| R3 |
1.5832 |
1.5806 |
1.5737 |
|
| R2 |
1.5771 |
1.5771 |
1.5731 |
|
| R1 |
1.5745 |
1.5745 |
1.5726 |
1.5758 |
| PP |
1.5710 |
1.5710 |
1.5710 |
1.5716 |
| S1 |
1.5684 |
1.5684 |
1.5714 |
1.5697 |
| S2 |
1.5649 |
1.5649 |
1.5709 |
|
| S3 |
1.5588 |
1.5623 |
1.5703 |
|
| S4 |
1.5527 |
1.5562 |
1.5686 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6127 |
1.6052 |
1.5721 |
|
| R3 |
1.5950 |
1.5875 |
1.5673 |
|
| R2 |
1.5773 |
1.5773 |
1.5656 |
|
| R1 |
1.5698 |
1.5698 |
1.5640 |
1.5736 |
| PP |
1.5596 |
1.5596 |
1.5596 |
1.5614 |
| S1 |
1.5521 |
1.5521 |
1.5608 |
1.5559 |
| S2 |
1.5419 |
1.5419 |
1.5592 |
|
| S3 |
1.5242 |
1.5344 |
1.5575 |
|
| S4 |
1.5065 |
1.5167 |
1.5527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5735 |
1.5547 |
0.0188 |
1.2% |
0.0093 |
0.6% |
92% |
True |
False |
14,731 |
| 10 |
1.5735 |
1.5420 |
0.0315 |
2.0% |
0.0091 |
0.6% |
95% |
True |
False |
7,966 |
| 20 |
1.5735 |
1.5410 |
0.0325 |
2.1% |
0.0089 |
0.6% |
95% |
True |
False |
4,195 |
| 40 |
1.5735 |
1.5062 |
0.0673 |
4.3% |
0.0093 |
0.6% |
98% |
True |
False |
2,133 |
| 60 |
1.5735 |
1.4798 |
0.0937 |
6.0% |
0.0101 |
0.6% |
98% |
True |
False |
1,446 |
| 80 |
1.5735 |
1.4798 |
0.0937 |
6.0% |
0.0084 |
0.5% |
98% |
True |
False |
1,089 |
| 100 |
1.5735 |
1.4798 |
0.0937 |
6.0% |
0.0072 |
0.5% |
98% |
True |
False |
872 |
| 120 |
1.5735 |
1.4798 |
0.0937 |
6.0% |
0.0063 |
0.4% |
98% |
True |
False |
727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5994 |
|
2.618 |
1.5895 |
|
1.618 |
1.5834 |
|
1.000 |
1.5796 |
|
0.618 |
1.5773 |
|
HIGH |
1.5735 |
|
0.618 |
1.5712 |
|
0.500 |
1.5705 |
|
0.382 |
1.5697 |
|
LOW |
1.5674 |
|
0.618 |
1.5636 |
|
1.000 |
1.5613 |
|
1.618 |
1.5575 |
|
2.618 |
1.5514 |
|
4.250 |
1.5415 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5715 |
1.5695 |
| PP |
1.5710 |
1.5670 |
| S1 |
1.5705 |
1.5645 |
|