CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.4926 |
1.5097 |
0.0171 |
1.1% |
1.5002 |
| High |
1.4960 |
1.5098 |
0.0138 |
0.9% |
1.5183 |
| Low |
1.4912 |
1.5067 |
0.0155 |
1.0% |
1.4896 |
| Close |
1.4912 |
1.5067 |
0.0155 |
1.0% |
1.4922 |
| Range |
0.0048 |
0.0031 |
-0.0017 |
-35.4% |
0.0287 |
| ATR |
0.0075 |
0.0083 |
0.0008 |
10.7% |
0.0000 |
| Volume |
5 |
8 |
3 |
60.0% |
27 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5170 |
1.5150 |
1.5084 |
|
| R3 |
1.5139 |
1.5119 |
1.5076 |
|
| R2 |
1.5108 |
1.5108 |
1.5073 |
|
| R1 |
1.5088 |
1.5088 |
1.5070 |
1.5083 |
| PP |
1.5077 |
1.5077 |
1.5077 |
1.5075 |
| S1 |
1.5057 |
1.5057 |
1.5064 |
1.5052 |
| S2 |
1.5046 |
1.5046 |
1.5061 |
|
| S3 |
1.5015 |
1.5026 |
1.5058 |
|
| S4 |
1.4984 |
1.4995 |
1.5050 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5861 |
1.5679 |
1.5080 |
|
| R3 |
1.5574 |
1.5392 |
1.5001 |
|
| R2 |
1.5287 |
1.5287 |
1.4975 |
|
| R1 |
1.5105 |
1.5105 |
1.4948 |
1.5053 |
| PP |
1.5000 |
1.5000 |
1.5000 |
1.4974 |
| S1 |
1.4818 |
1.4818 |
1.4896 |
1.4766 |
| S2 |
1.4713 |
1.4713 |
1.4869 |
|
| S3 |
1.4426 |
1.4531 |
1.4843 |
|
| S4 |
1.4139 |
1.4244 |
1.4764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5098 |
1.4830 |
0.0268 |
1.8% |
0.0058 |
0.4% |
88% |
True |
False |
5 |
| 10 |
1.5183 |
1.4830 |
0.0353 |
2.3% |
0.0066 |
0.4% |
67% |
False |
False |
4 |
| 20 |
1.5498 |
1.4830 |
0.0668 |
4.4% |
0.0048 |
0.3% |
35% |
False |
False |
2 |
| 40 |
1.5992 |
1.4830 |
0.1162 |
7.7% |
0.0025 |
0.2% |
20% |
False |
False |
8 |
| 60 |
1.6269 |
1.4830 |
0.1439 |
9.6% |
0.0018 |
0.1% |
16% |
False |
False |
6 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.6% |
0.0013 |
0.1% |
16% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5230 |
|
2.618 |
1.5179 |
|
1.618 |
1.5148 |
|
1.000 |
1.5129 |
|
0.618 |
1.5117 |
|
HIGH |
1.5098 |
|
0.618 |
1.5086 |
|
0.500 |
1.5083 |
|
0.382 |
1.5079 |
|
LOW |
1.5067 |
|
0.618 |
1.5048 |
|
1.000 |
1.5036 |
|
1.618 |
1.5017 |
|
2.618 |
1.4986 |
|
4.250 |
1.4935 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5083 |
1.5033 |
| PP |
1.5077 |
1.4998 |
| S1 |
1.5072 |
1.4964 |
|