CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5100 |
1.5224 |
0.0124 |
0.8% |
1.5450 |
| High |
1.5138 |
1.5224 |
0.0086 |
0.6% |
1.5450 |
| Low |
1.5100 |
1.5163 |
0.0063 |
0.4% |
1.5227 |
| Close |
1.5138 |
1.5163 |
0.0025 |
0.2% |
1.5227 |
| Range |
0.0038 |
0.0061 |
0.0023 |
60.5% |
0.0223 |
| ATR |
0.0064 |
0.0065 |
0.0002 |
2.5% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
4 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5366 |
1.5326 |
1.5197 |
|
| R3 |
1.5305 |
1.5265 |
1.5180 |
|
| R2 |
1.5244 |
1.5244 |
1.5174 |
|
| R1 |
1.5204 |
1.5204 |
1.5169 |
1.5194 |
| PP |
1.5183 |
1.5183 |
1.5183 |
1.5178 |
| S1 |
1.5143 |
1.5143 |
1.5157 |
1.5133 |
| S2 |
1.5122 |
1.5122 |
1.5152 |
|
| S3 |
1.5061 |
1.5082 |
1.5146 |
|
| S4 |
1.5000 |
1.5021 |
1.5129 |
|
|
| 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 |
1.5227 |
1.5100 |
0.0127 |
0.8% |
0.0035 |
0.2% |
50% |
False |
False |
1 |
| 10 |
1.5498 |
1.5100 |
0.0398 |
2.6% |
0.0031 |
0.2% |
16% |
False |
False |
|
| 20 |
1.5840 |
1.5100 |
0.0740 |
4.9% |
0.0015 |
0.1% |
9% |
False |
False |
11 |
| 40 |
1.6231 |
1.5100 |
0.1131 |
7.5% |
0.0010 |
0.1% |
6% |
False |
False |
7 |
| 60 |
1.6269 |
1.5100 |
0.1169 |
7.7% |
0.0007 |
0.0% |
5% |
False |
False |
5 |
| 80 |
1.6269 |
1.5100 |
0.1169 |
7.7% |
0.0005 |
0.0% |
5% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5483 |
|
2.618 |
1.5384 |
|
1.618 |
1.5323 |
|
1.000 |
1.5285 |
|
0.618 |
1.5262 |
|
HIGH |
1.5224 |
|
0.618 |
1.5201 |
|
0.500 |
1.5194 |
|
0.382 |
1.5186 |
|
LOW |
1.5163 |
|
0.618 |
1.5125 |
|
1.000 |
1.5102 |
|
1.618 |
1.5064 |
|
2.618 |
1.5003 |
|
4.250 |
1.4904 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5194 |
1.5163 |
| PP |
1.5183 |
1.5162 |
| S1 |
1.5173 |
1.5162 |
|