CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5160 |
1.5040 |
-0.0120 |
-0.8% |
1.5100 |
| High |
1.5183 |
1.5040 |
-0.0143 |
-0.9% |
1.5224 |
| Low |
1.5101 |
1.5014 |
-0.0087 |
-0.6% |
1.4995 |
| Close |
1.5101 |
1.5030 |
-0.0071 |
-0.5% |
1.5007 |
| Range |
0.0082 |
0.0026 |
-0.0056 |
-68.3% |
0.0229 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.2% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5106 |
1.5094 |
1.5044 |
|
| R3 |
1.5080 |
1.5068 |
1.5037 |
|
| R2 |
1.5054 |
1.5054 |
1.5035 |
|
| R1 |
1.5042 |
1.5042 |
1.5032 |
1.5035 |
| PP |
1.5028 |
1.5028 |
1.5028 |
1.5025 |
| S1 |
1.5016 |
1.5016 |
1.5028 |
1.5009 |
| S2 |
1.5002 |
1.5002 |
1.5025 |
|
| S3 |
1.4976 |
1.4990 |
1.5023 |
|
| S4 |
1.4950 |
1.4964 |
1.5016 |
|
|
| 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% |
0.0068 |
0.4% |
15% |
False |
False |
3 |
| 10 |
1.5249 |
1.4995 |
0.0254 |
1.7% |
0.0047 |
0.3% |
14% |
False |
False |
2 |
| 20 |
1.5781 |
1.4995 |
0.0786 |
5.2% |
0.0029 |
0.2% |
4% |
False |
False |
7 |
| 40 |
1.6137 |
1.4995 |
0.1142 |
7.6% |
0.0017 |
0.1% |
3% |
False |
False |
7 |
| 60 |
1.6269 |
1.4995 |
0.1274 |
8.5% |
0.0011 |
0.1% |
3% |
False |
False |
5 |
| 80 |
1.6269 |
1.4995 |
0.1274 |
8.5% |
0.0009 |
0.1% |
3% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5151 |
|
2.618 |
1.5108 |
|
1.618 |
1.5082 |
|
1.000 |
1.5066 |
|
0.618 |
1.5056 |
|
HIGH |
1.5040 |
|
0.618 |
1.5030 |
|
0.500 |
1.5027 |
|
0.382 |
1.5024 |
|
LOW |
1.5014 |
|
0.618 |
1.4998 |
|
1.000 |
1.4988 |
|
1.618 |
1.4972 |
|
2.618 |
1.4946 |
|
4.250 |
1.4904 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5029 |
1.5093 |
| PP |
1.5028 |
1.5072 |
| S1 |
1.5027 |
1.5051 |
|