CME British Pound Future December 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 |
1.5684 |
1.5719 |
0.0035 |
0.2% |
1.5509 |
| High |
1.5735 |
1.5818 |
0.0083 |
0.5% |
1.5670 |
| Low |
1.5674 |
1.5709 |
0.0035 |
0.2% |
1.5493 |
| Close |
1.5720 |
1.5815 |
0.0095 |
0.6% |
1.5624 |
| Range |
0.0061 |
0.0109 |
0.0048 |
78.7% |
0.0177 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
1.1% |
0.0000 |
| Volume |
33,571 |
68,904 |
35,333 |
105.2% |
17,949 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6108 |
1.6070 |
1.5875 |
|
| R3 |
1.5999 |
1.5961 |
1.5845 |
|
| R2 |
1.5890 |
1.5890 |
1.5835 |
|
| R1 |
1.5852 |
1.5852 |
1.5825 |
1.5871 |
| PP |
1.5781 |
1.5781 |
1.5781 |
1.5790 |
| S1 |
1.5743 |
1.5743 |
1.5805 |
1.5762 |
| S2 |
1.5672 |
1.5672 |
1.5795 |
|
| S3 |
1.5563 |
1.5634 |
1.5785 |
|
| S4 |
1.5454 |
1.5525 |
1.5755 |
|
|
| 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 |
1.5818 |
1.5555 |
0.0263 |
1.7% |
0.0097 |
0.6% |
99% |
True |
False |
28,089 |
| 10 |
1.5818 |
1.5420 |
0.0398 |
2.5% |
0.0091 |
0.6% |
99% |
True |
False |
14,832 |
| 20 |
1.5818 |
1.5410 |
0.0408 |
2.6% |
0.0091 |
0.6% |
99% |
True |
False |
7,634 |
| 40 |
1.5818 |
1.5094 |
0.0724 |
4.6% |
0.0093 |
0.6% |
100% |
True |
False |
3,856 |
| 60 |
1.5818 |
1.4798 |
0.1020 |
6.4% |
0.0102 |
0.6% |
100% |
True |
False |
2,595 |
| 80 |
1.5818 |
1.4798 |
0.1020 |
6.4% |
0.0086 |
0.5% |
100% |
True |
False |
1,950 |
| 100 |
1.5818 |
1.4798 |
0.1020 |
6.4% |
0.0073 |
0.5% |
100% |
True |
False |
1,561 |
| 120 |
1.5818 |
1.4798 |
0.1020 |
6.4% |
0.0064 |
0.4% |
100% |
True |
False |
1,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6281 |
|
2.618 |
1.6103 |
|
1.618 |
1.5994 |
|
1.000 |
1.5927 |
|
0.618 |
1.5885 |
|
HIGH |
1.5818 |
|
0.618 |
1.5776 |
|
0.500 |
1.5764 |
|
0.382 |
1.5751 |
|
LOW |
1.5709 |
|
0.618 |
1.5642 |
|
1.000 |
1.5600 |
|
1.618 |
1.5533 |
|
2.618 |
1.5424 |
|
4.250 |
1.5246 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5798 |
1.5783 |
| PP |
1.5781 |
1.5751 |
| S1 |
1.5764 |
1.5719 |
|