CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5498 |
1.5450 |
-0.0048 |
-0.3% |
1.5648 |
| High |
1.5498 |
1.5450 |
-0.0048 |
-0.3% |
1.5648 |
| Low |
1.5498 |
1.5409 |
-0.0089 |
-0.6% |
1.5468 |
| Close |
1.5498 |
1.5409 |
-0.0089 |
-0.6% |
1.5498 |
| Range |
0.0000 |
0.0041 |
0.0041 |
|
0.0180 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.6% |
0.0000 |
| Volume |
0 |
1 |
1 |
|
50 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5546 |
1.5518 |
1.5432 |
|
| R3 |
1.5505 |
1.5477 |
1.5420 |
|
| R2 |
1.5464 |
1.5464 |
1.5417 |
|
| R1 |
1.5436 |
1.5436 |
1.5413 |
1.5430 |
| PP |
1.5423 |
1.5423 |
1.5423 |
1.5419 |
| S1 |
1.5395 |
1.5395 |
1.5405 |
1.5389 |
| S2 |
1.5382 |
1.5382 |
1.5401 |
|
| S3 |
1.5341 |
1.5354 |
1.5398 |
|
| S4 |
1.5300 |
1.5313 |
1.5386 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6078 |
1.5968 |
1.5597 |
|
| R3 |
1.5898 |
1.5788 |
1.5548 |
|
| R2 |
1.5718 |
1.5718 |
1.5531 |
|
| R1 |
1.5608 |
1.5608 |
1.5515 |
1.5573 |
| PP |
1.5538 |
1.5538 |
1.5538 |
1.5521 |
| S1 |
1.5428 |
1.5428 |
1.5482 |
1.5393 |
| S2 |
1.5358 |
1.5358 |
1.5465 |
|
| S3 |
1.5178 |
1.5248 |
1.5449 |
|
| S4 |
1.4998 |
1.5068 |
1.5399 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5639 |
1.5409 |
0.0230 |
1.5% |
0.0008 |
0.1% |
0% |
False |
True |
5 |
| 10 |
1.5781 |
1.5409 |
0.0372 |
2.4% |
0.0004 |
0.0% |
0% |
False |
True |
15 |
| 20 |
1.5840 |
1.5409 |
0.0431 |
2.8% |
0.0005 |
0.0% |
0% |
False |
True |
14 |
| 40 |
1.6269 |
1.5409 |
0.0860 |
5.6% |
0.0004 |
0.0% |
0% |
False |
True |
7 |
| 60 |
1.6269 |
1.5409 |
0.0860 |
5.6% |
0.0002 |
0.0% |
0% |
False |
True |
5 |
| 80 |
1.6269 |
1.5409 |
0.0860 |
5.6% |
0.0002 |
0.0% |
0% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5624 |
|
2.618 |
1.5557 |
|
1.618 |
1.5516 |
|
1.000 |
1.5491 |
|
0.618 |
1.5475 |
|
HIGH |
1.5450 |
|
0.618 |
1.5434 |
|
0.500 |
1.5430 |
|
0.382 |
1.5425 |
|
LOW |
1.5409 |
|
0.618 |
1.5384 |
|
1.000 |
1.5368 |
|
1.618 |
1.5343 |
|
2.618 |
1.5302 |
|
4.250 |
1.5235 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5430 |
1.5454 |
| PP |
1.5423 |
1.5439 |
| S1 |
1.5416 |
1.5424 |
|