CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5060 |
1.5218 |
0.0158 |
1.0% |
1.5191 |
| High |
1.5233 |
1.5350 |
0.0117 |
0.8% |
1.5350 |
| Low |
1.5060 |
1.5215 |
0.0155 |
1.0% |
1.5060 |
| Close |
1.5225 |
1.5326 |
0.0101 |
0.7% |
1.5326 |
| Range |
0.0173 |
0.0135 |
-0.0038 |
-22.0% |
0.0290 |
| ATR |
0.0084 |
0.0088 |
0.0004 |
4.3% |
0.0000 |
| Volume |
14 |
69 |
55 |
392.9% |
213 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5702 |
1.5649 |
1.5400 |
|
| R3 |
1.5567 |
1.5514 |
1.5363 |
|
| R2 |
1.5432 |
1.5432 |
1.5351 |
|
| R1 |
1.5379 |
1.5379 |
1.5338 |
1.5406 |
| PP |
1.5297 |
1.5297 |
1.5297 |
1.5310 |
| S1 |
1.5244 |
1.5244 |
1.5314 |
1.5271 |
| S2 |
1.5162 |
1.5162 |
1.5301 |
|
| S3 |
1.5027 |
1.5109 |
1.5289 |
|
| S4 |
1.4892 |
1.4974 |
1.5252 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6115 |
1.6011 |
1.5486 |
|
| R3 |
1.5825 |
1.5721 |
1.5406 |
|
| R2 |
1.5535 |
1.5535 |
1.5379 |
|
| R1 |
1.5431 |
1.5431 |
1.5353 |
1.5483 |
| PP |
1.5245 |
1.5245 |
1.5245 |
1.5272 |
| S1 |
1.5141 |
1.5141 |
1.5299 |
1.5193 |
| S2 |
1.4955 |
1.4955 |
1.5273 |
|
| S3 |
1.4665 |
1.4851 |
1.5246 |
|
| S4 |
1.4375 |
1.4561 |
1.5167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5350 |
1.5060 |
0.0290 |
1.9% |
0.0112 |
0.7% |
92% |
True |
False |
42 |
| 10 |
1.5350 |
1.5060 |
0.0290 |
1.9% |
0.0086 |
0.6% |
92% |
True |
False |
31 |
| 20 |
1.5350 |
1.4830 |
0.0520 |
3.4% |
0.0071 |
0.5% |
95% |
True |
False |
27 |
| 40 |
1.5781 |
1.4830 |
0.0951 |
6.2% |
0.0052 |
0.3% |
52% |
False |
False |
16 |
| 60 |
1.6137 |
1.4830 |
0.1307 |
8.5% |
0.0037 |
0.2% |
38% |
False |
False |
14 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0027 |
0.2% |
34% |
False |
False |
11 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0022 |
0.1% |
34% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5924 |
|
2.618 |
1.5703 |
|
1.618 |
1.5568 |
|
1.000 |
1.5485 |
|
0.618 |
1.5433 |
|
HIGH |
1.5350 |
|
0.618 |
1.5298 |
|
0.500 |
1.5283 |
|
0.382 |
1.5267 |
|
LOW |
1.5215 |
|
0.618 |
1.5132 |
|
1.000 |
1.5080 |
|
1.618 |
1.4997 |
|
2.618 |
1.4862 |
|
4.250 |
1.4641 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5312 |
1.5286 |
| PP |
1.5297 |
1.5245 |
| S1 |
1.5283 |
1.5205 |
|