CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5224 |
1.5065 |
-0.0159 |
-1.0% |
1.5100 |
| High |
1.5224 |
1.5065 |
-0.0159 |
-1.0% |
1.5224 |
| Low |
1.5163 |
1.4995 |
-0.0168 |
-1.1% |
1.4995 |
| Close |
1.5163 |
1.5007 |
-0.0156 |
-1.0% |
1.5007 |
| Range |
0.0061 |
0.0070 |
0.0009 |
14.8% |
0.0229 |
| ATR |
0.0065 |
0.0072 |
0.0007 |
11.3% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
6 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5232 |
1.5190 |
1.5046 |
|
| R3 |
1.5162 |
1.5120 |
1.5026 |
|
| R2 |
1.5092 |
1.5092 |
1.5020 |
|
| R1 |
1.5050 |
1.5050 |
1.5013 |
1.5036 |
| PP |
1.5022 |
1.5022 |
1.5022 |
1.5016 |
| S1 |
1.4980 |
1.4980 |
1.5001 |
1.4966 |
| S2 |
1.4952 |
1.4952 |
1.4994 |
|
| S3 |
1.4882 |
1.4910 |
1.4988 |
|
| S4 |
1.4812 |
1.4840 |
1.4969 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5762 |
1.5614 |
1.5133 |
|
| R3 |
1.5533 |
1.5385 |
1.5070 |
|
| R2 |
1.5304 |
1.5304 |
1.5049 |
|
| R1 |
1.5156 |
1.5156 |
1.5028 |
1.5116 |
| PP |
1.5075 |
1.5075 |
1.5075 |
1.5055 |
| S1 |
1.4927 |
1.4927 |
1.4986 |
1.4887 |
| S2 |
1.4846 |
1.4846 |
1.4965 |
|
| S3 |
1.4617 |
1.4698 |
1.4944 |
|
| S4 |
1.4388 |
1.4469 |
1.4881 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5224 |
1.4995 |
0.0229 |
1.5% |
0.0049 |
0.3% |
5% |
False |
True |
1 |
| 10 |
1.5498 |
1.4995 |
0.0503 |
3.4% |
0.0038 |
0.3% |
2% |
False |
True |
1 |
| 20 |
1.5781 |
1.4995 |
0.0786 |
5.2% |
0.0019 |
0.1% |
2% |
False |
True |
10 |
| 40 |
1.6137 |
1.4995 |
0.1142 |
7.6% |
0.0012 |
0.1% |
1% |
False |
True |
7 |
| 60 |
1.6269 |
1.4995 |
0.1274 |
8.5% |
0.0008 |
0.1% |
1% |
False |
True |
5 |
| 80 |
1.6269 |
1.4995 |
0.1274 |
8.5% |
0.0006 |
0.0% |
1% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5363 |
|
2.618 |
1.5248 |
|
1.618 |
1.5178 |
|
1.000 |
1.5135 |
|
0.618 |
1.5108 |
|
HIGH |
1.5065 |
|
0.618 |
1.5038 |
|
0.500 |
1.5030 |
|
0.382 |
1.5022 |
|
LOW |
1.4995 |
|
0.618 |
1.4952 |
|
1.000 |
1.4925 |
|
1.618 |
1.4882 |
|
2.618 |
1.4812 |
|
4.250 |
1.4698 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5030 |
1.5110 |
| PP |
1.5022 |
1.5075 |
| S1 |
1.5015 |
1.5041 |
|