CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5002 |
1.5160 |
0.0158 |
1.1% |
1.5100 |
| High |
1.5101 |
1.5183 |
0.0082 |
0.5% |
1.5224 |
| Low |
1.5002 |
1.5101 |
0.0099 |
0.7% |
1.4995 |
| Close |
1.5101 |
1.5101 |
0.0000 |
0.0% |
1.5007 |
| Range |
0.0099 |
0.0082 |
-0.0017 |
-17.2% |
0.0229 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
0.7% |
0.0000 |
| Volume |
5 |
4 |
-1 |
-20.0% |
6 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5374 |
1.5320 |
1.5146 |
|
| R3 |
1.5292 |
1.5238 |
1.5124 |
|
| R2 |
1.5210 |
1.5210 |
1.5116 |
|
| R1 |
1.5156 |
1.5156 |
1.5109 |
1.5142 |
| PP |
1.5128 |
1.5128 |
1.5128 |
1.5122 |
| S1 |
1.5074 |
1.5074 |
1.5093 |
1.5060 |
| S2 |
1.5046 |
1.5046 |
1.5086 |
|
| S3 |
1.4964 |
1.4992 |
1.5078 |
|
| S4 |
1.4882 |
1.4910 |
1.5056 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5762 |
1.5614 |
1.5133 |
|
| R3 |
1.5533 |
1.5385 |
1.5070 |
|
| R2 |
1.5304 |
1.5304 |
1.5049 |
|
| R1 |
1.5156 |
1.5156 |
1.5028 |
1.5116 |
| PP |
1.5075 |
1.5075 |
1.5075 |
1.5055 |
| S1 |
1.4927 |
1.4927 |
1.4986 |
1.4887 |
| S2 |
1.4846 |
1.4846 |
1.4965 |
|
| S3 |
1.4617 |
1.4698 |
1.4944 |
|
| S4 |
1.4388 |
1.4469 |
1.4881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5224 |
1.4995 |
0.0229 |
1.5% |
0.0070 |
0.5% |
46% |
False |
False |
2 |
| 10 |
1.5300 |
1.4995 |
0.0305 |
2.0% |
0.0052 |
0.3% |
35% |
False |
False |
1 |
| 20 |
1.5781 |
1.4995 |
0.0786 |
5.2% |
0.0028 |
0.2% |
13% |
False |
False |
8 |
| 40 |
1.6137 |
1.4995 |
0.1142 |
7.6% |
0.0017 |
0.1% |
9% |
False |
False |
7 |
| 60 |
1.6269 |
1.4995 |
0.1274 |
8.4% |
0.0011 |
0.1% |
8% |
False |
False |
5 |
| 80 |
1.6269 |
1.4995 |
0.1274 |
8.4% |
0.0008 |
0.1% |
8% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5532 |
|
2.618 |
1.5398 |
|
1.618 |
1.5316 |
|
1.000 |
1.5265 |
|
0.618 |
1.5234 |
|
HIGH |
1.5183 |
|
0.618 |
1.5152 |
|
0.500 |
1.5142 |
|
0.382 |
1.5132 |
|
LOW |
1.5101 |
|
0.618 |
1.5050 |
|
1.000 |
1.5019 |
|
1.618 |
1.4968 |
|
2.618 |
1.4886 |
|
4.250 |
1.4753 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5142 |
1.5097 |
| PP |
1.5128 |
1.5093 |
| S1 |
1.5115 |
1.5089 |
|