CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5895 |
1.6125 |
0.0230 |
1.4% |
1.5623 |
| High |
1.6153 |
1.6137 |
-0.0016 |
-0.1% |
1.5874 |
| Low |
1.5882 |
1.6013 |
0.0131 |
0.8% |
1.5619 |
| Close |
1.6098 |
1.6024 |
-0.0074 |
-0.5% |
1.5869 |
| Range |
0.0271 |
0.0124 |
-0.0147 |
-54.2% |
0.0255 |
| ATR |
0.0104 |
0.0105 |
0.0001 |
1.4% |
0.0000 |
| Volume |
149,489 |
138,043 |
-11,446 |
-7.7% |
315,353 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6430 |
1.6351 |
1.6092 |
|
| R3 |
1.6306 |
1.6227 |
1.6058 |
|
| R2 |
1.6182 |
1.6182 |
1.6047 |
|
| R1 |
1.6103 |
1.6103 |
1.6035 |
1.6081 |
| PP |
1.6058 |
1.6058 |
1.6058 |
1.6047 |
| S1 |
1.5979 |
1.5979 |
1.6013 |
1.5957 |
| S2 |
1.5934 |
1.5934 |
1.6001 |
|
| S3 |
1.5810 |
1.5855 |
1.5990 |
|
| S4 |
1.5686 |
1.5731 |
1.5956 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6552 |
1.6466 |
1.6009 |
|
| R3 |
1.6297 |
1.6211 |
1.5939 |
|
| R2 |
1.6042 |
1.6042 |
1.5916 |
|
| R1 |
1.5956 |
1.5956 |
1.5892 |
1.5999 |
| PP |
1.5787 |
1.5787 |
1.5787 |
1.5809 |
| S1 |
1.5701 |
1.5701 |
1.5846 |
1.5744 |
| S2 |
1.5532 |
1.5532 |
1.5822 |
|
| S3 |
1.5277 |
1.5446 |
1.5799 |
|
| S4 |
1.5022 |
1.5191 |
1.5729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6153 |
1.5766 |
0.0387 |
2.4% |
0.0128 |
0.8% |
67% |
False |
False |
112,682 |
| 10 |
1.6153 |
1.5555 |
0.0598 |
3.7% |
0.0109 |
0.7% |
78% |
False |
False |
78,250 |
| 20 |
1.6153 |
1.5420 |
0.0733 |
4.6% |
0.0099 |
0.6% |
82% |
False |
False |
39,860 |
| 40 |
1.6153 |
1.5094 |
0.1059 |
6.6% |
0.0099 |
0.6% |
88% |
False |
False |
20,017 |
| 60 |
1.6153 |
1.4798 |
0.1355 |
8.5% |
0.0104 |
0.6% |
90% |
False |
False |
13,367 |
| 80 |
1.6153 |
1.4798 |
0.1355 |
8.5% |
0.0093 |
0.6% |
90% |
False |
False |
10,033 |
| 100 |
1.6153 |
1.4798 |
0.1355 |
8.5% |
0.0077 |
0.5% |
90% |
False |
False |
8,028 |
| 120 |
1.6153 |
1.4798 |
0.1355 |
8.5% |
0.0070 |
0.4% |
90% |
False |
False |
6,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6664 |
|
2.618 |
1.6462 |
|
1.618 |
1.6338 |
|
1.000 |
1.6261 |
|
0.618 |
1.6214 |
|
HIGH |
1.6137 |
|
0.618 |
1.6090 |
|
0.500 |
1.6075 |
|
0.382 |
1.6060 |
|
LOW |
1.6013 |
|
0.618 |
1.5936 |
|
1.000 |
1.5889 |
|
1.618 |
1.5812 |
|
2.618 |
1.5688 |
|
4.250 |
1.5486 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6075 |
1.6021 |
| PP |
1.6058 |
1.6018 |
| S1 |
1.6041 |
1.6015 |
|