CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6020 |
1.5994 |
-0.0026 |
-0.2% |
1.5923 |
| High |
1.6057 |
1.6063 |
0.0006 |
0.0% |
1.6153 |
| Low |
1.5977 |
1.5989 |
0.0012 |
0.1% |
1.5869 |
| Close |
1.6010 |
1.6038 |
0.0028 |
0.2% |
1.6010 |
| Range |
0.0080 |
0.0074 |
-0.0006 |
-7.5% |
0.0284 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
89,228 |
72,309 |
-16,919 |
-19.0% |
546,450 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6252 |
1.6219 |
1.6079 |
|
| R3 |
1.6178 |
1.6145 |
1.6058 |
|
| R2 |
1.6104 |
1.6104 |
1.6052 |
|
| R1 |
1.6071 |
1.6071 |
1.6045 |
1.6088 |
| PP |
1.6030 |
1.6030 |
1.6030 |
1.6038 |
| S1 |
1.5997 |
1.5997 |
1.6031 |
1.6014 |
| S2 |
1.5956 |
1.5956 |
1.6024 |
|
| S3 |
1.5882 |
1.5923 |
1.6018 |
|
| S4 |
1.5808 |
1.5849 |
1.5997 |
|
|
| 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 |
1.5876 |
0.0277 |
1.7% |
0.0120 |
0.7% |
58% |
False |
False |
105,538 |
| 10 |
1.6153 |
1.5674 |
0.0479 |
3.0% |
0.0103 |
0.6% |
76% |
False |
False |
91,068 |
| 20 |
1.6153 |
1.5420 |
0.0733 |
4.6% |
0.0096 |
0.6% |
84% |
False |
False |
47,856 |
| 40 |
1.6153 |
1.5094 |
0.1059 |
6.6% |
0.0099 |
0.6% |
89% |
False |
False |
24,053 |
| 60 |
1.6153 |
1.4798 |
0.1355 |
8.4% |
0.0102 |
0.6% |
92% |
False |
False |
16,056 |
| 80 |
1.6153 |
1.4798 |
0.1355 |
8.4% |
0.0094 |
0.6% |
92% |
False |
False |
12,052 |
| 100 |
1.6153 |
1.4798 |
0.1355 |
8.4% |
0.0078 |
0.5% |
92% |
False |
False |
9,643 |
| 120 |
1.6153 |
1.4798 |
0.1355 |
8.4% |
0.0071 |
0.4% |
92% |
False |
False |
8,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6378 |
|
2.618 |
1.6257 |
|
1.618 |
1.6183 |
|
1.000 |
1.6137 |
|
0.618 |
1.6109 |
|
HIGH |
1.6063 |
|
0.618 |
1.6035 |
|
0.500 |
1.6026 |
|
0.382 |
1.6017 |
|
LOW |
1.5989 |
|
0.618 |
1.5943 |
|
1.000 |
1.5915 |
|
1.618 |
1.5869 |
|
2.618 |
1.5795 |
|
4.250 |
1.5675 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6034 |
1.6057 |
| PP |
1.6030 |
1.6051 |
| S1 |
1.6026 |
1.6044 |
|