CME British Pound Future September 2013
Trading Metrics calculated at close of trading on 27-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.5117 |
1.5100 |
-0.0017 |
-0.1% |
1.5450 |
High |
1.5117 |
1.5138 |
0.0021 |
0.1% |
1.5450 |
Low |
1.5117 |
1.5100 |
-0.0017 |
-0.1% |
1.5227 |
Close |
1.5117 |
1.5138 |
0.0021 |
0.1% |
1.5227 |
Range |
0.0000 |
0.0038 |
0.0038 |
|
0.0223 |
ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5239 |
1.5227 |
1.5159 |
|
R3 |
1.5201 |
1.5189 |
1.5148 |
|
R2 |
1.5163 |
1.5163 |
1.5145 |
|
R1 |
1.5151 |
1.5151 |
1.5141 |
1.5157 |
PP |
1.5125 |
1.5125 |
1.5125 |
1.5129 |
S1 |
1.5113 |
1.5113 |
1.5135 |
1.5119 |
S2 |
1.5087 |
1.5087 |
1.5131 |
|
S3 |
1.5049 |
1.5075 |
1.5128 |
|
S4 |
1.5011 |
1.5037 |
1.5117 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5970 |
1.5822 |
1.5350 |
|
R3 |
1.5747 |
1.5599 |
1.5288 |
|
R2 |
1.5524 |
1.5524 |
1.5268 |
|
R1 |
1.5376 |
1.5376 |
1.5247 |
1.5339 |
PP |
1.5301 |
1.5301 |
1.5301 |
1.5283 |
S1 |
1.5153 |
1.5153 |
1.5207 |
1.5116 |
S2 |
1.5078 |
1.5078 |
1.5186 |
|
S3 |
1.4855 |
1.4930 |
1.5166 |
|
S4 |
1.4632 |
1.4707 |
1.5104 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5249 |
1.5100 |
0.0149 |
1.0% |
0.0027 |
0.2% |
26% |
False |
True |
1 |
10 |
1.5526 |
1.5100 |
0.0426 |
2.8% |
0.0025 |
0.2% |
9% |
False |
True |
|
20 |
1.5840 |
1.5100 |
0.0740 |
4.9% |
0.0012 |
0.1% |
5% |
False |
True |
12 |
40 |
1.6231 |
1.5100 |
0.1131 |
7.5% |
0.0009 |
0.1% |
3% |
False |
True |
7 |
60 |
1.6269 |
1.5100 |
0.1169 |
7.7% |
0.0006 |
0.0% |
3% |
False |
True |
5 |
80 |
1.6269 |
1.5100 |
0.1169 |
7.7% |
0.0004 |
0.0% |
3% |
False |
True |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5300 |
2.618 |
1.5237 |
1.618 |
1.5199 |
1.000 |
1.5176 |
0.618 |
1.5161 |
HIGH |
1.5138 |
0.618 |
1.5123 |
0.500 |
1.5119 |
0.382 |
1.5115 |
LOW |
1.5100 |
0.618 |
1.5077 |
1.000 |
1.5062 |
1.618 |
1.5039 |
2.618 |
1.5001 |
4.250 |
1.4939 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5132 |
1.5138 |
PP |
1.5125 |
1.5138 |
S1 |
1.5119 |
1.5138 |
|