CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 08-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5218 |
1.5329 |
0.0111 |
0.7% |
1.5191 |
| High |
1.5350 |
1.5333 |
-0.0017 |
-0.1% |
1.5350 |
| Low |
1.5215 |
1.5230 |
0.0015 |
0.1% |
1.5060 |
| Close |
1.5326 |
1.5241 |
-0.0085 |
-0.6% |
1.5326 |
| Range |
0.0135 |
0.0103 |
-0.0032 |
-23.7% |
0.0290 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.2% |
0.0000 |
| Volume |
69 |
108 |
39 |
56.5% |
213 |
|
| Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5577 |
1.5512 |
1.5298 |
|
| R3 |
1.5474 |
1.5409 |
1.5269 |
|
| R2 |
1.5371 |
1.5371 |
1.5260 |
|
| R1 |
1.5306 |
1.5306 |
1.5250 |
1.5287 |
| PP |
1.5268 |
1.5268 |
1.5268 |
1.5259 |
| S1 |
1.5203 |
1.5203 |
1.5232 |
1.5184 |
| S2 |
1.5165 |
1.5165 |
1.5222 |
|
| S3 |
1.5062 |
1.5100 |
1.5213 |
|
| S4 |
1.4959 |
1.4997 |
1.5184 |
|
|
| 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% |
0.0124 |
0.8% |
62% |
False |
False |
60 |
| 10 |
1.5350 |
1.5060 |
0.0290 |
1.9% |
0.0091 |
0.6% |
62% |
False |
False |
38 |
| 20 |
1.5350 |
1.4830 |
0.0520 |
3.4% |
0.0070 |
0.5% |
79% |
False |
False |
32 |
| 40 |
1.5781 |
1.4830 |
0.0951 |
6.2% |
0.0055 |
0.4% |
43% |
False |
False |
18 |
| 60 |
1.6137 |
1.4830 |
0.1307 |
8.6% |
0.0038 |
0.3% |
31% |
False |
False |
16 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0029 |
0.2% |
29% |
False |
False |
12 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0023 |
0.2% |
29% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5771 |
|
2.618 |
1.5603 |
|
1.618 |
1.5500 |
|
1.000 |
1.5436 |
|
0.618 |
1.5397 |
|
HIGH |
1.5333 |
|
0.618 |
1.5294 |
|
0.500 |
1.5282 |
|
0.382 |
1.5269 |
|
LOW |
1.5230 |
|
0.618 |
1.5166 |
|
1.000 |
1.5127 |
|
1.618 |
1.5063 |
|
2.618 |
1.4960 |
|
4.250 |
1.4792 |
|
|
| Fisher Pivots for day following 08-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5282 |
1.5229 |
| PP |
1.5268 |
1.5217 |
| S1 |
1.5255 |
1.5205 |
|