CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5450 |
1.5300 |
-0.0150 |
-1.0% |
1.5648 |
| High |
1.5450 |
1.5300 |
-0.0150 |
-1.0% |
1.5648 |
| Low |
1.5409 |
1.5230 |
-0.0179 |
-1.2% |
1.5468 |
| Close |
1.5409 |
1.5230 |
-0.0179 |
-1.2% |
1.5498 |
| Range |
0.0041 |
0.0070 |
0.0029 |
70.7% |
0.0180 |
| ATR |
0.0061 |
0.0070 |
0.0008 |
13.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
50 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5463 |
1.5417 |
1.5269 |
|
| R3 |
1.5393 |
1.5347 |
1.5249 |
|
| R2 |
1.5323 |
1.5323 |
1.5243 |
|
| R1 |
1.5277 |
1.5277 |
1.5236 |
1.5265 |
| PP |
1.5253 |
1.5253 |
1.5253 |
1.5248 |
| S1 |
1.5207 |
1.5207 |
1.5224 |
1.5195 |
| S2 |
1.5183 |
1.5183 |
1.5217 |
|
| S3 |
1.5113 |
1.5137 |
1.5211 |
|
| S4 |
1.5043 |
1.5067 |
1.5192 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6078 |
1.5968 |
1.5597 |
|
| R3 |
1.5898 |
1.5788 |
1.5548 |
|
| R2 |
1.5718 |
1.5718 |
1.5531 |
|
| R1 |
1.5608 |
1.5608 |
1.5515 |
1.5573 |
| PP |
1.5538 |
1.5538 |
1.5538 |
1.5521 |
| S1 |
1.5428 |
1.5428 |
1.5482 |
1.5393 |
| S2 |
1.5358 |
1.5358 |
1.5465 |
|
| S3 |
1.5178 |
1.5248 |
1.5449 |
|
| S4 |
1.4998 |
1.5068 |
1.5399 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5526 |
1.5230 |
0.0296 |
1.9% |
0.0022 |
0.1% |
0% |
False |
True |
|
| 10 |
1.5781 |
1.5230 |
0.0551 |
3.6% |
0.0011 |
0.1% |
0% |
False |
True |
12 |
| 20 |
1.5840 |
1.5230 |
0.0610 |
4.0% |
0.0008 |
0.1% |
0% |
False |
True |
14 |
| 40 |
1.6231 |
1.5230 |
0.1001 |
6.6% |
0.0005 |
0.0% |
0% |
False |
True |
7 |
| 60 |
1.6269 |
1.5230 |
0.1039 |
6.8% |
0.0004 |
0.0% |
0% |
False |
True |
5 |
| 80 |
1.6269 |
1.5230 |
0.1039 |
6.8% |
0.0003 |
0.0% |
0% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5598 |
|
2.618 |
1.5483 |
|
1.618 |
1.5413 |
|
1.000 |
1.5370 |
|
0.618 |
1.5343 |
|
HIGH |
1.5300 |
|
0.618 |
1.5273 |
|
0.500 |
1.5265 |
|
0.382 |
1.5257 |
|
LOW |
1.5230 |
|
0.618 |
1.5187 |
|
1.000 |
1.5160 |
|
1.618 |
1.5117 |
|
2.618 |
1.5047 |
|
4.250 |
1.4933 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5265 |
1.5364 |
| PP |
1.5253 |
1.5319 |
| S1 |
1.5242 |
1.5275 |
|