CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6125 |
1.6020 |
-0.0105 |
-0.7% |
1.5923 |
| High |
1.6137 |
1.6057 |
-0.0080 |
-0.5% |
1.6153 |
| Low |
1.6013 |
1.5977 |
-0.0036 |
-0.2% |
1.5869 |
| Close |
1.6024 |
1.6010 |
-0.0014 |
-0.1% |
1.6010 |
| Range |
0.0124 |
0.0080 |
-0.0044 |
-35.5% |
0.0284 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
138,043 |
89,228 |
-48,815 |
-35.4% |
546,450 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6255 |
1.6212 |
1.6054 |
|
| R3 |
1.6175 |
1.6132 |
1.6032 |
|
| R2 |
1.6095 |
1.6095 |
1.6025 |
|
| R1 |
1.6052 |
1.6052 |
1.6017 |
1.6034 |
| PP |
1.6015 |
1.6015 |
1.6015 |
1.6005 |
| S1 |
1.5972 |
1.5972 |
1.6003 |
1.5954 |
| S2 |
1.5935 |
1.5935 |
1.5995 |
|
| S3 |
1.5855 |
1.5892 |
1.5988 |
|
| S4 |
1.5775 |
1.5812 |
1.5966 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6863 |
1.6720 |
1.6166 |
|
| R3 |
1.6579 |
1.6436 |
1.6088 |
|
| R2 |
1.6295 |
1.6295 |
1.6062 |
|
| R1 |
1.6152 |
1.6152 |
1.6036 |
1.6224 |
| PP |
1.6011 |
1.6011 |
1.6011 |
1.6046 |
| S1 |
1.5868 |
1.5868 |
1.5984 |
1.5940 |
| S2 |
1.5727 |
1.5727 |
1.5958 |
|
| S3 |
1.5443 |
1.5584 |
1.5932 |
|
| S4 |
1.5159 |
1.5300 |
1.5854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6153 |
1.5869 |
0.0284 |
1.8% |
0.0122 |
0.8% |
50% |
False |
False |
109,290 |
| 10 |
1.6153 |
1.5619 |
0.0534 |
3.3% |
0.0106 |
0.7% |
73% |
False |
False |
86,180 |
| 20 |
1.6153 |
1.5420 |
0.0733 |
4.6% |
0.0098 |
0.6% |
80% |
False |
False |
44,285 |
| 40 |
1.6153 |
1.5094 |
0.1059 |
6.6% |
0.0098 |
0.6% |
86% |
False |
False |
22,246 |
| 60 |
1.6153 |
1.4798 |
0.1355 |
8.5% |
0.0103 |
0.6% |
89% |
False |
False |
14,853 |
| 80 |
1.6153 |
1.4798 |
0.1355 |
8.5% |
0.0094 |
0.6% |
89% |
False |
False |
11,148 |
| 100 |
1.6153 |
1.4798 |
0.1355 |
8.5% |
0.0078 |
0.5% |
89% |
False |
False |
8,920 |
| 120 |
1.6153 |
1.4798 |
0.1355 |
8.5% |
0.0070 |
0.4% |
89% |
False |
False |
7,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6397 |
|
2.618 |
1.6266 |
|
1.618 |
1.6186 |
|
1.000 |
1.6137 |
|
0.618 |
1.6106 |
|
HIGH |
1.6057 |
|
0.618 |
1.6026 |
|
0.500 |
1.6017 |
|
0.382 |
1.6008 |
|
LOW |
1.5977 |
|
0.618 |
1.5928 |
|
1.000 |
1.5897 |
|
1.618 |
1.5848 |
|
2.618 |
1.5768 |
|
4.250 |
1.5637 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6017 |
1.6018 |
| PP |
1.6015 |
1.6015 |
| S1 |
1.6012 |
1.6013 |
|