CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5719 |
1.5815 |
0.0096 |
0.6% |
1.5509 |
| High |
1.5818 |
1.5831 |
0.0013 |
0.1% |
1.5670 |
| Low |
1.5709 |
1.5768 |
0.0059 |
0.4% |
1.5493 |
| Close |
1.5815 |
1.5802 |
-0.0013 |
-0.1% |
1.5624 |
| Range |
0.0109 |
0.0063 |
-0.0046 |
-42.2% |
0.0177 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
68,904 |
83,258 |
14,354 |
20.8% |
17,949 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5989 |
1.5959 |
1.5837 |
|
| R3 |
1.5926 |
1.5896 |
1.5819 |
|
| R2 |
1.5863 |
1.5863 |
1.5814 |
|
| R1 |
1.5833 |
1.5833 |
1.5808 |
1.5817 |
| PP |
1.5800 |
1.5800 |
1.5800 |
1.5792 |
| S1 |
1.5770 |
1.5770 |
1.5796 |
1.5754 |
| S2 |
1.5737 |
1.5737 |
1.5790 |
|
| S3 |
1.5674 |
1.5707 |
1.5785 |
|
| S4 |
1.5611 |
1.5644 |
1.5767 |
|
|
| 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 |
1.5831 |
1.5555 |
0.0276 |
1.7% |
0.0090 |
0.6% |
89% |
True |
False |
43,817 |
| 10 |
1.5831 |
1.5455 |
0.0376 |
2.4% |
0.0086 |
0.5% |
92% |
True |
False |
23,099 |
| 20 |
1.5831 |
1.5420 |
0.0411 |
2.6% |
0.0088 |
0.6% |
93% |
True |
False |
11,791 |
| 40 |
1.5831 |
1.5094 |
0.0737 |
4.7% |
0.0092 |
0.6% |
96% |
True |
False |
5,936 |
| 60 |
1.5831 |
1.4798 |
0.1033 |
6.5% |
0.0102 |
0.6% |
97% |
True |
False |
3,982 |
| 80 |
1.5831 |
1.4798 |
0.1033 |
6.5% |
0.0086 |
0.5% |
97% |
True |
False |
2,991 |
| 100 |
1.5831 |
1.4798 |
0.1033 |
6.5% |
0.0073 |
0.5% |
97% |
True |
False |
2,394 |
| 120 |
1.5831 |
1.4798 |
0.1033 |
6.5% |
0.0065 |
0.4% |
97% |
True |
False |
1,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6099 |
|
2.618 |
1.5996 |
|
1.618 |
1.5933 |
|
1.000 |
1.5894 |
|
0.618 |
1.5870 |
|
HIGH |
1.5831 |
|
0.618 |
1.5807 |
|
0.500 |
1.5800 |
|
0.382 |
1.5792 |
|
LOW |
1.5768 |
|
0.618 |
1.5729 |
|
1.000 |
1.5705 |
|
1.618 |
1.5666 |
|
2.618 |
1.5603 |
|
4.250 |
1.5500 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5801 |
1.5786 |
| PP |
1.5800 |
1.5769 |
| S1 |
1.5800 |
1.5753 |
|