CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5994 |
1.6032 |
0.0038 |
0.2% |
1.5923 |
| High |
1.6063 |
1.6038 |
-0.0025 |
-0.2% |
1.6153 |
| Low |
1.5989 |
1.5943 |
-0.0046 |
-0.3% |
1.5869 |
| Close |
1.6038 |
1.5997 |
-0.0041 |
-0.3% |
1.6010 |
| Range |
0.0074 |
0.0095 |
0.0021 |
28.4% |
0.0284 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
72,309 |
82,201 |
9,892 |
13.7% |
546,450 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6278 |
1.6232 |
1.6049 |
|
| R3 |
1.6183 |
1.6137 |
1.6023 |
|
| R2 |
1.6088 |
1.6088 |
1.6014 |
|
| R1 |
1.6042 |
1.6042 |
1.6006 |
1.6018 |
| PP |
1.5993 |
1.5993 |
1.5993 |
1.5980 |
| S1 |
1.5947 |
1.5947 |
1.5988 |
1.5923 |
| S2 |
1.5898 |
1.5898 |
1.5980 |
|
| S3 |
1.5803 |
1.5852 |
1.5971 |
|
| S4 |
1.5708 |
1.5757 |
1.5945 |
|
|
| 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 |
1.5882 |
0.0271 |
1.7% |
0.0129 |
0.8% |
42% |
False |
False |
106,254 |
| 10 |
1.6153 |
1.5709 |
0.0444 |
2.8% |
0.0106 |
0.7% |
65% |
False |
False |
95,931 |
| 20 |
1.6153 |
1.5420 |
0.0733 |
4.6% |
0.0098 |
0.6% |
79% |
False |
False |
51,948 |
| 40 |
1.6153 |
1.5094 |
0.1059 |
6.6% |
0.0100 |
0.6% |
85% |
False |
False |
26,107 |
| 60 |
1.6153 |
1.4798 |
0.1355 |
8.5% |
0.0102 |
0.6% |
88% |
False |
False |
17,426 |
| 80 |
1.6153 |
1.4798 |
0.1355 |
8.5% |
0.0095 |
0.6% |
88% |
False |
False |
13,080 |
| 100 |
1.6153 |
1.4798 |
0.1355 |
8.5% |
0.0079 |
0.5% |
88% |
False |
False |
10,465 |
| 120 |
1.6153 |
1.4798 |
0.1355 |
8.5% |
0.0071 |
0.4% |
88% |
False |
False |
8,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6442 |
|
2.618 |
1.6287 |
|
1.618 |
1.6192 |
|
1.000 |
1.6133 |
|
0.618 |
1.6097 |
|
HIGH |
1.6038 |
|
0.618 |
1.6002 |
|
0.500 |
1.5991 |
|
0.382 |
1.5979 |
|
LOW |
1.5943 |
|
0.618 |
1.5884 |
|
1.000 |
1.5848 |
|
1.618 |
1.5789 |
|
2.618 |
1.5694 |
|
4.250 |
1.5539 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5995 |
1.6003 |
| PP |
1.5993 |
1.6001 |
| S1 |
1.5991 |
1.5999 |
|