CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5070 |
1.5110 |
0.0040 |
0.3% |
1.4919 |
| High |
1.5090 |
1.5112 |
0.0022 |
0.1% |
1.5098 |
| Low |
1.5068 |
1.5089 |
0.0021 |
0.1% |
1.4830 |
| Close |
1.5068 |
1.5089 |
0.0021 |
0.1% |
1.5068 |
| Range |
0.0022 |
0.0023 |
0.0001 |
4.5% |
0.0268 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
23 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5166 |
1.5150 |
1.5102 |
|
| R3 |
1.5143 |
1.5127 |
1.5095 |
|
| R2 |
1.5120 |
1.5120 |
1.5093 |
|
| R1 |
1.5104 |
1.5104 |
1.5091 |
1.5101 |
| PP |
1.5097 |
1.5097 |
1.5097 |
1.5095 |
| S1 |
1.5081 |
1.5081 |
1.5087 |
1.5078 |
| S2 |
1.5074 |
1.5074 |
1.5085 |
|
| S3 |
1.5051 |
1.5058 |
1.5083 |
|
| S4 |
1.5028 |
1.5035 |
1.5076 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5803 |
1.5703 |
1.5215 |
|
| R3 |
1.5535 |
1.5435 |
1.5142 |
|
| R2 |
1.5267 |
1.5267 |
1.5117 |
|
| R1 |
1.5167 |
1.5167 |
1.5093 |
1.5217 |
| PP |
1.4999 |
1.4999 |
1.4999 |
1.5024 |
| S1 |
1.4899 |
1.4899 |
1.5043 |
1.4949 |
| S2 |
1.4731 |
1.4731 |
1.5019 |
|
| S3 |
1.4463 |
1.4631 |
1.4994 |
|
| S4 |
1.4195 |
1.4363 |
1.4921 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5112 |
1.4830 |
0.0282 |
1.9% |
0.0043 |
0.3% |
92% |
True |
False |
4 |
| 10 |
1.5183 |
1.4830 |
0.0353 |
2.3% |
0.0053 |
0.4% |
73% |
False |
False |
4 |
| 20 |
1.5450 |
1.4830 |
0.0620 |
4.1% |
0.0050 |
0.3% |
42% |
False |
False |
3 |
| 40 |
1.5847 |
1.4830 |
0.1017 |
6.7% |
0.0027 |
0.2% |
25% |
False |
False |
8 |
| 60 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0019 |
0.1% |
18% |
False |
False |
6 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0014 |
0.1% |
18% |
False |
False |
4 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0011 |
0.1% |
18% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5210 |
|
2.618 |
1.5172 |
|
1.618 |
1.5149 |
|
1.000 |
1.5135 |
|
0.618 |
1.5126 |
|
HIGH |
1.5112 |
|
0.618 |
1.5103 |
|
0.500 |
1.5101 |
|
0.382 |
1.5098 |
|
LOW |
1.5089 |
|
0.618 |
1.5075 |
|
1.000 |
1.5066 |
|
1.618 |
1.5052 |
|
2.618 |
1.5029 |
|
4.250 |
1.4991 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5101 |
1.5090 |
| PP |
1.5097 |
1.5089 |
| S1 |
1.5093 |
1.5089 |
|