CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 15-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5384 |
1.5335 |
-0.0049 |
-0.3% |
1.5329 |
| High |
1.5384 |
1.5335 |
-0.0049 |
-0.3% |
1.5388 |
| Low |
1.5332 |
1.5260 |
-0.0072 |
-0.5% |
1.5230 |
| Close |
1.5332 |
1.5267 |
-0.0065 |
-0.4% |
1.5332 |
| Range |
0.0052 |
0.0075 |
0.0023 |
44.2% |
0.0158 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
12 |
10 |
-2 |
-16.7% |
310 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5512 |
1.5465 |
1.5308 |
|
| R3 |
1.5437 |
1.5390 |
1.5288 |
|
| R2 |
1.5362 |
1.5362 |
1.5281 |
|
| R1 |
1.5315 |
1.5315 |
1.5274 |
1.5301 |
| PP |
1.5287 |
1.5287 |
1.5287 |
1.5281 |
| S1 |
1.5240 |
1.5240 |
1.5260 |
1.5226 |
| S2 |
1.5212 |
1.5212 |
1.5253 |
|
| S3 |
1.5137 |
1.5165 |
1.5246 |
|
| S4 |
1.5062 |
1.5090 |
1.5226 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5791 |
1.5719 |
1.5419 |
|
| R3 |
1.5633 |
1.5561 |
1.5375 |
|
| R2 |
1.5475 |
1.5475 |
1.5361 |
|
| R1 |
1.5403 |
1.5403 |
1.5346 |
1.5439 |
| PP |
1.5317 |
1.5317 |
1.5317 |
1.5335 |
| S1 |
1.5245 |
1.5245 |
1.5318 |
1.5281 |
| S2 |
1.5159 |
1.5159 |
1.5303 |
|
| S3 |
1.5001 |
1.5087 |
1.5289 |
|
| S4 |
1.4843 |
1.4929 |
1.5245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5388 |
1.5251 |
0.0137 |
0.9% |
0.0050 |
0.3% |
12% |
False |
False |
42 |
| 10 |
1.5388 |
1.5060 |
0.0328 |
2.1% |
0.0087 |
0.6% |
63% |
False |
False |
51 |
| 20 |
1.5388 |
1.5033 |
0.0355 |
2.3% |
0.0073 |
0.5% |
66% |
False |
False |
41 |
| 40 |
1.5498 |
1.4830 |
0.0668 |
4.4% |
0.0061 |
0.4% |
65% |
False |
False |
22 |
| 60 |
1.5992 |
1.4830 |
0.1162 |
7.6% |
0.0042 |
0.3% |
38% |
False |
False |
19 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0032 |
0.2% |
30% |
False |
False |
14 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0025 |
0.2% |
30% |
False |
False |
12 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0021 |
0.1% |
30% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5654 |
|
2.618 |
1.5531 |
|
1.618 |
1.5456 |
|
1.000 |
1.5410 |
|
0.618 |
1.5381 |
|
HIGH |
1.5335 |
|
0.618 |
1.5306 |
|
0.500 |
1.5298 |
|
0.382 |
1.5289 |
|
LOW |
1.5260 |
|
0.618 |
1.5214 |
|
1.000 |
1.5185 |
|
1.618 |
1.5139 |
|
2.618 |
1.5064 |
|
4.250 |
1.4941 |
|
|
| Fisher Pivots for day following 15-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5298 |
1.5324 |
| PP |
1.5287 |
1.5305 |
| S1 |
1.5277 |
1.5286 |
|