CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 10-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5255 |
1.5330 |
0.0075 |
0.5% |
1.5191 |
| High |
1.5324 |
1.5330 |
0.0006 |
0.0% |
1.5350 |
| Low |
1.5251 |
1.5290 |
0.0039 |
0.3% |
1.5060 |
| Close |
1.5324 |
1.5304 |
-0.0020 |
-0.1% |
1.5326 |
| Range |
0.0073 |
0.0040 |
-0.0033 |
-45.2% |
0.0290 |
| ATR |
0.0089 |
0.0085 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
151 |
25 |
-126 |
-83.4% |
213 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5428 |
1.5406 |
1.5326 |
|
| R3 |
1.5388 |
1.5366 |
1.5315 |
|
| R2 |
1.5348 |
1.5348 |
1.5311 |
|
| R1 |
1.5326 |
1.5326 |
1.5308 |
1.5317 |
| PP |
1.5308 |
1.5308 |
1.5308 |
1.5304 |
| S1 |
1.5286 |
1.5286 |
1.5300 |
1.5277 |
| S2 |
1.5268 |
1.5268 |
1.5297 |
|
| S3 |
1.5228 |
1.5246 |
1.5293 |
|
| S4 |
1.5188 |
1.5206 |
1.5282 |
|
|
| 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% |
0.0105 |
0.7% |
84% |
False |
False |
73 |
| 10 |
1.5350 |
1.5060 |
0.0290 |
1.9% |
0.0088 |
0.6% |
84% |
False |
False |
50 |
| 20 |
1.5350 |
1.4912 |
0.0438 |
2.9% |
0.0071 |
0.5% |
89% |
False |
False |
40 |
| 40 |
1.5639 |
1.4830 |
0.0809 |
5.3% |
0.0058 |
0.4% |
59% |
False |
False |
22 |
| 60 |
1.6070 |
1.4830 |
0.1240 |
8.1% |
0.0039 |
0.3% |
38% |
False |
False |
19 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0030 |
0.2% |
33% |
False |
False |
14 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0024 |
0.2% |
33% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5500 |
|
2.618 |
1.5435 |
|
1.618 |
1.5395 |
|
1.000 |
1.5370 |
|
0.618 |
1.5355 |
|
HIGH |
1.5330 |
|
0.618 |
1.5315 |
|
0.500 |
1.5310 |
|
0.382 |
1.5305 |
|
LOW |
1.5290 |
|
0.618 |
1.5265 |
|
1.000 |
1.5250 |
|
1.618 |
1.5225 |
|
2.618 |
1.5185 |
|
4.250 |
1.5120 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5310 |
1.5297 |
| PP |
1.5308 |
1.5289 |
| S1 |
1.5306 |
1.5282 |
|