CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6030 |
1.6130 |
0.0100 |
0.6% |
1.5994 |
| High |
1.6138 |
1.6194 |
0.0056 |
0.3% |
1.6138 |
| Low |
1.6021 |
1.6119 |
0.0098 |
0.6% |
1.5943 |
| Close |
1.6125 |
1.6177 |
0.0052 |
0.3% |
1.6125 |
| Range |
0.0117 |
0.0075 |
-0.0042 |
-35.9% |
0.0195 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
87,743 |
96,284 |
8,541 |
9.7% |
411,138 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6388 |
1.6358 |
1.6218 |
|
| R3 |
1.6313 |
1.6283 |
1.6198 |
|
| R2 |
1.6238 |
1.6238 |
1.6191 |
|
| R1 |
1.6208 |
1.6208 |
1.6184 |
1.6223 |
| PP |
1.6163 |
1.6163 |
1.6163 |
1.6171 |
| S1 |
1.6133 |
1.6133 |
1.6170 |
1.6148 |
| S2 |
1.6088 |
1.6088 |
1.6163 |
|
| S3 |
1.6013 |
1.6058 |
1.6156 |
|
| S4 |
1.5938 |
1.5983 |
1.6136 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6654 |
1.6584 |
1.6232 |
|
| R3 |
1.6459 |
1.6389 |
1.6179 |
|
| R2 |
1.6264 |
1.6264 |
1.6161 |
|
| R1 |
1.6194 |
1.6194 |
1.6143 |
1.6229 |
| PP |
1.6069 |
1.6069 |
1.6069 |
1.6086 |
| S1 |
1.5999 |
1.5999 |
1.6107 |
1.6034 |
| S2 |
1.5874 |
1.5874 |
1.6089 |
|
| S3 |
1.5679 |
1.5804 |
1.6071 |
|
| S4 |
1.5484 |
1.5609 |
1.6018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6194 |
1.5943 |
0.0251 |
1.6% |
0.0098 |
0.6% |
93% |
True |
False |
87,022 |
| 10 |
1.6194 |
1.5876 |
0.0318 |
2.0% |
0.0109 |
0.7% |
95% |
True |
False |
96,280 |
| 20 |
1.6194 |
1.5493 |
0.0701 |
4.3% |
0.0101 |
0.6% |
98% |
True |
False |
69,358 |
| 40 |
1.6194 |
1.5198 |
0.0996 |
6.2% |
0.0096 |
0.6% |
98% |
True |
False |
34,919 |
| 60 |
1.6194 |
1.4798 |
0.1396 |
8.6% |
0.0098 |
0.6% |
99% |
True |
False |
23,303 |
| 80 |
1.6194 |
1.4798 |
0.1396 |
8.6% |
0.0097 |
0.6% |
99% |
True |
False |
17,491 |
| 100 |
1.6194 |
1.4798 |
0.1396 |
8.6% |
0.0082 |
0.5% |
99% |
True |
False |
13,994 |
| 120 |
1.6194 |
1.4798 |
0.1396 |
8.6% |
0.0073 |
0.5% |
99% |
True |
False |
11,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6513 |
|
2.618 |
1.6390 |
|
1.618 |
1.6315 |
|
1.000 |
1.6269 |
|
0.618 |
1.6240 |
|
HIGH |
1.6194 |
|
0.618 |
1.6165 |
|
0.500 |
1.6157 |
|
0.382 |
1.6148 |
|
LOW |
1.6119 |
|
0.618 |
1.6073 |
|
1.000 |
1.6044 |
|
1.618 |
1.5998 |
|
2.618 |
1.5923 |
|
4.250 |
1.5800 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6170 |
1.6149 |
| PP |
1.6163 |
1.6120 |
| S1 |
1.6157 |
1.6092 |
|