CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5065 |
1.5002 |
-0.0063 |
-0.4% |
1.5100 |
| High |
1.5065 |
1.5101 |
0.0036 |
0.2% |
1.5224 |
| Low |
1.4995 |
1.5002 |
0.0007 |
0.0% |
1.4995 |
| Close |
1.5007 |
1.5101 |
0.0094 |
0.6% |
1.5007 |
| Range |
0.0070 |
0.0099 |
0.0029 |
41.4% |
0.0229 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.6% |
0.0000 |
| Volume |
1 |
5 |
4 |
400.0% |
6 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5365 |
1.5332 |
1.5155 |
|
| R3 |
1.5266 |
1.5233 |
1.5128 |
|
| R2 |
1.5167 |
1.5167 |
1.5119 |
|
| R1 |
1.5134 |
1.5134 |
1.5110 |
1.5151 |
| PP |
1.5068 |
1.5068 |
1.5068 |
1.5076 |
| S1 |
1.5035 |
1.5035 |
1.5092 |
1.5052 |
| S2 |
1.4969 |
1.4969 |
1.5083 |
|
| S3 |
1.4870 |
1.4936 |
1.5074 |
|
| S4 |
1.4771 |
1.4837 |
1.5047 |
|
|
| 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% |
0.0054 |
0.4% |
46% |
False |
False |
2 |
| 10 |
1.5450 |
1.4995 |
0.0455 |
3.0% |
0.0048 |
0.3% |
23% |
False |
False |
1 |
| 20 |
1.5781 |
1.4995 |
0.0786 |
5.2% |
0.0024 |
0.2% |
13% |
False |
False |
9 |
| 40 |
1.6137 |
1.4995 |
0.1142 |
7.6% |
0.0014 |
0.1% |
9% |
False |
False |
7 |
| 60 |
1.6269 |
1.4995 |
0.1274 |
8.4% |
0.0010 |
0.1% |
8% |
False |
False |
5 |
| 80 |
1.6269 |
1.4995 |
0.1274 |
8.4% |
0.0007 |
0.0% |
8% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5522 |
|
2.618 |
1.5360 |
|
1.618 |
1.5261 |
|
1.000 |
1.5200 |
|
0.618 |
1.5162 |
|
HIGH |
1.5101 |
|
0.618 |
1.5063 |
|
0.500 |
1.5052 |
|
0.382 |
1.5040 |
|
LOW |
1.5002 |
|
0.618 |
1.4941 |
|
1.000 |
1.4903 |
|
1.618 |
1.4842 |
|
2.618 |
1.4743 |
|
4.250 |
1.4581 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5085 |
1.5110 |
| PP |
1.5068 |
1.5107 |
| S1 |
1.5052 |
1.5104 |
|