CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5240 |
1.5087 |
-0.0153 |
-1.0% |
1.5239 |
| High |
1.5240 |
1.5137 |
-0.0103 |
-0.7% |
1.5245 |
| Low |
1.5096 |
1.5070 |
-0.0026 |
-0.2% |
1.5092 |
| Close |
1.5096 |
1.5132 |
0.0036 |
0.2% |
1.5160 |
| Range |
0.0144 |
0.0067 |
-0.0077 |
-53.5% |
0.0153 |
| ATR |
0.0078 |
0.0078 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
8 |
102 |
94 |
1,175.0% |
62 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5314 |
1.5290 |
1.5169 |
|
| R3 |
1.5247 |
1.5223 |
1.5150 |
|
| R2 |
1.5180 |
1.5180 |
1.5144 |
|
| R1 |
1.5156 |
1.5156 |
1.5138 |
1.5168 |
| PP |
1.5113 |
1.5113 |
1.5113 |
1.5119 |
| S1 |
1.5089 |
1.5089 |
1.5126 |
1.5101 |
| S2 |
1.5046 |
1.5046 |
1.5120 |
|
| S3 |
1.4979 |
1.5022 |
1.5114 |
|
| S4 |
1.4912 |
1.4955 |
1.5095 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5625 |
1.5545 |
1.5244 |
|
| R3 |
1.5472 |
1.5392 |
1.5202 |
|
| R2 |
1.5319 |
1.5319 |
1.5188 |
|
| R1 |
1.5239 |
1.5239 |
1.5174 |
1.5203 |
| PP |
1.5166 |
1.5166 |
1.5166 |
1.5147 |
| S1 |
1.5086 |
1.5086 |
1.5146 |
1.5050 |
| S2 |
1.5013 |
1.5013 |
1.5132 |
|
| S3 |
1.4860 |
1.4933 |
1.5118 |
|
| S4 |
1.4707 |
1.4780 |
1.5076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5240 |
1.5070 |
0.0170 |
1.1% |
0.0071 |
0.5% |
36% |
False |
True |
28 |
| 10 |
1.5245 |
1.5033 |
0.0212 |
1.4% |
0.0077 |
0.5% |
47% |
False |
False |
42 |
| 20 |
1.5245 |
1.4830 |
0.0415 |
2.7% |
0.0061 |
0.4% |
73% |
False |
False |
23 |
| 40 |
1.5781 |
1.4830 |
0.0951 |
6.3% |
0.0045 |
0.3% |
32% |
False |
False |
16 |
| 60 |
1.6137 |
1.4830 |
0.1307 |
8.6% |
0.0031 |
0.2% |
23% |
False |
False |
13 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0024 |
0.2% |
21% |
False |
False |
10 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0019 |
0.1% |
21% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5422 |
|
2.618 |
1.5312 |
|
1.618 |
1.5245 |
|
1.000 |
1.5204 |
|
0.618 |
1.5178 |
|
HIGH |
1.5137 |
|
0.618 |
1.5111 |
|
0.500 |
1.5104 |
|
0.382 |
1.5096 |
|
LOW |
1.5070 |
|
0.618 |
1.5029 |
|
1.000 |
1.5003 |
|
1.618 |
1.4962 |
|
2.618 |
1.4895 |
|
4.250 |
1.4785 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5123 |
1.5155 |
| PP |
1.5113 |
1.5147 |
| S1 |
1.5104 |
1.5140 |
|