CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5090 |
1.5046 |
-0.0044 |
-0.3% |
1.4919 |
| High |
1.5095 |
1.5173 |
0.0078 |
0.5% |
1.5098 |
| Low |
1.5086 |
1.5033 |
-0.0053 |
-0.4% |
1.4830 |
| Close |
1.5090 |
1.5104 |
0.0014 |
0.1% |
1.5068 |
| Range |
0.0009 |
0.0140 |
0.0131 |
1,455.6% |
0.0268 |
| ATR |
0.0071 |
0.0076 |
0.0005 |
6.9% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
23 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5523 |
1.5454 |
1.5181 |
|
| R3 |
1.5383 |
1.5314 |
1.5143 |
|
| R2 |
1.5243 |
1.5243 |
1.5130 |
|
| R1 |
1.5174 |
1.5174 |
1.5117 |
1.5209 |
| PP |
1.5103 |
1.5103 |
1.5103 |
1.5121 |
| S1 |
1.5034 |
1.5034 |
1.5091 |
1.5069 |
| S2 |
1.4963 |
1.4963 |
1.5078 |
|
| S3 |
1.4823 |
1.4894 |
1.5066 |
|
| S4 |
1.4683 |
1.4754 |
1.5027 |
|
|
| 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 |
1.5173 |
1.5033 |
0.0140 |
0.9% |
0.0045 |
0.3% |
51% |
True |
True |
5 |
| 10 |
1.5173 |
1.4830 |
0.0343 |
2.3% |
0.0057 |
0.4% |
80% |
True |
False |
5 |
| 20 |
1.5249 |
1.4830 |
0.0419 |
2.8% |
0.0052 |
0.3% |
65% |
False |
False |
3 |
| 40 |
1.5840 |
1.4830 |
0.1010 |
6.7% |
0.0030 |
0.2% |
27% |
False |
False |
8 |
| 60 |
1.6231 |
1.4830 |
0.1401 |
9.3% |
0.0021 |
0.1% |
20% |
False |
False |
6 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0016 |
0.1% |
19% |
False |
False |
4 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0013 |
0.1% |
19% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5768 |
|
2.618 |
1.5540 |
|
1.618 |
1.5400 |
|
1.000 |
1.5313 |
|
0.618 |
1.5260 |
|
HIGH |
1.5173 |
|
0.618 |
1.5120 |
|
0.500 |
1.5103 |
|
0.382 |
1.5086 |
|
LOW |
1.5033 |
|
0.618 |
1.4946 |
|
1.000 |
1.4893 |
|
1.618 |
1.4806 |
|
2.618 |
1.4666 |
|
4.250 |
1.4438 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5104 |
1.5104 |
| PP |
1.5103 |
1.5103 |
| S1 |
1.5103 |
1.5103 |
|