CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 04-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5087 |
1.5060 |
-0.0027 |
-0.2% |
1.5239 |
| High |
1.5137 |
1.5233 |
0.0096 |
0.6% |
1.5245 |
| Low |
1.5070 |
1.5060 |
-0.0010 |
-0.1% |
1.5092 |
| Close |
1.5132 |
1.5225 |
0.0093 |
0.6% |
1.5160 |
| Range |
0.0067 |
0.0173 |
0.0106 |
158.2% |
0.0153 |
| ATR |
0.0078 |
0.0084 |
0.0007 |
8.8% |
0.0000 |
| Volume |
102 |
14 |
-88 |
-86.3% |
62 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5692 |
1.5631 |
1.5320 |
|
| R3 |
1.5519 |
1.5458 |
1.5273 |
|
| R2 |
1.5346 |
1.5346 |
1.5257 |
|
| R1 |
1.5285 |
1.5285 |
1.5241 |
1.5316 |
| PP |
1.5173 |
1.5173 |
1.5173 |
1.5188 |
| S1 |
1.5112 |
1.5112 |
1.5209 |
1.5143 |
| S2 |
1.5000 |
1.5000 |
1.5193 |
|
| S3 |
1.4827 |
1.4939 |
1.5177 |
|
| S4 |
1.4654 |
1.4766 |
1.5130 |
|
|
| 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 |
1.5060 |
0.0180 |
1.2% |
0.0100 |
0.7% |
92% |
False |
True |
30 |
| 10 |
1.5245 |
1.5060 |
0.0185 |
1.2% |
0.0080 |
0.5% |
89% |
False |
True |
43 |
| 20 |
1.5245 |
1.4830 |
0.0415 |
2.7% |
0.0069 |
0.5% |
95% |
False |
False |
24 |
| 40 |
1.5781 |
1.4830 |
0.0951 |
6.2% |
0.0049 |
0.3% |
42% |
False |
False |
15 |
| 60 |
1.6137 |
1.4830 |
0.1307 |
8.6% |
0.0034 |
0.2% |
30% |
False |
False |
13 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0026 |
0.2% |
27% |
False |
False |
10 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0021 |
0.1% |
27% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5968 |
|
2.618 |
1.5686 |
|
1.618 |
1.5513 |
|
1.000 |
1.5406 |
|
0.618 |
1.5340 |
|
HIGH |
1.5233 |
|
0.618 |
1.5167 |
|
0.500 |
1.5147 |
|
0.382 |
1.5126 |
|
LOW |
1.5060 |
|
0.618 |
1.4953 |
|
1.000 |
1.4887 |
|
1.618 |
1.4780 |
|
2.618 |
1.4607 |
|
4.250 |
1.4325 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5199 |
1.5200 |
| PP |
1.5173 |
1.5175 |
| S1 |
1.5147 |
1.5150 |
|