CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5300 |
1.5249 |
-0.0051 |
-0.3% |
1.5648 |
| High |
1.5300 |
1.5249 |
-0.0051 |
-0.3% |
1.5648 |
| Low |
1.5230 |
1.5228 |
-0.0002 |
0.0% |
1.5468 |
| Close |
1.5230 |
1.5228 |
-0.0002 |
0.0% |
1.5498 |
| Range |
0.0070 |
0.0021 |
-0.0049 |
-70.0% |
0.0180 |
| ATR |
0.0070 |
0.0066 |
-0.0003 |
-5.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
50 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5298 |
1.5284 |
1.5240 |
|
| R3 |
1.5277 |
1.5263 |
1.5234 |
|
| R2 |
1.5256 |
1.5256 |
1.5232 |
|
| R1 |
1.5242 |
1.5242 |
1.5230 |
1.5239 |
| PP |
1.5235 |
1.5235 |
1.5235 |
1.5233 |
| S1 |
1.5221 |
1.5221 |
1.5226 |
1.5218 |
| S2 |
1.5214 |
1.5214 |
1.5224 |
|
| S3 |
1.5193 |
1.5200 |
1.5222 |
|
| S4 |
1.5172 |
1.5179 |
1.5216 |
|
|
| 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 |
1.5498 |
1.5228 |
0.0270 |
1.8% |
0.0026 |
0.2% |
0% |
False |
True |
|
| 10 |
1.5781 |
1.5228 |
0.0553 |
3.6% |
0.0013 |
0.1% |
0% |
False |
True |
10 |
| 20 |
1.5840 |
1.5228 |
0.0612 |
4.0% |
0.0009 |
0.1% |
0% |
False |
True |
14 |
| 40 |
1.6231 |
1.5228 |
0.1003 |
6.6% |
0.0006 |
0.0% |
0% |
False |
True |
7 |
| 60 |
1.6269 |
1.5228 |
0.1041 |
6.8% |
0.0004 |
0.0% |
0% |
False |
True |
5 |
| 80 |
1.6269 |
1.5228 |
0.1041 |
6.8% |
0.0003 |
0.0% |
0% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5338 |
|
2.618 |
1.5304 |
|
1.618 |
1.5283 |
|
1.000 |
1.5270 |
|
0.618 |
1.5262 |
|
HIGH |
1.5249 |
|
0.618 |
1.5241 |
|
0.500 |
1.5239 |
|
0.382 |
1.5236 |
|
LOW |
1.5228 |
|
0.618 |
1.5215 |
|
1.000 |
1.5207 |
|
1.618 |
1.5194 |
|
2.618 |
1.5173 |
|
4.250 |
1.5139 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5239 |
1.5339 |
| PP |
1.5235 |
1.5302 |
| S1 |
1.5232 |
1.5265 |
|