CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5040 |
1.4966 |
-0.0074 |
-0.5% |
1.5100 |
| High |
1.5040 |
1.5054 |
0.0014 |
0.1% |
1.5224 |
| Low |
1.5014 |
1.4966 |
-0.0048 |
-0.3% |
1.4995 |
| Close |
1.5030 |
1.5004 |
-0.0026 |
-0.2% |
1.5007 |
| Range |
0.0026 |
0.0088 |
0.0062 |
238.5% |
0.0229 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.2% |
0.0000 |
| Volume |
4 |
7 |
3 |
75.0% |
6 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5272 |
1.5226 |
1.5052 |
|
| R3 |
1.5184 |
1.5138 |
1.5028 |
|
| R2 |
1.5096 |
1.5096 |
1.5020 |
|
| R1 |
1.5050 |
1.5050 |
1.5012 |
1.5073 |
| PP |
1.5008 |
1.5008 |
1.5008 |
1.5020 |
| S1 |
1.4962 |
1.4962 |
1.4996 |
1.4985 |
| S2 |
1.4920 |
1.4920 |
1.4988 |
|
| S3 |
1.4832 |
1.4874 |
1.4980 |
|
| S4 |
1.4744 |
1.4786 |
1.4956 |
|
|
| 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 |
1.5183 |
1.4966 |
0.0217 |
1.4% |
0.0073 |
0.5% |
18% |
False |
True |
4 |
| 10 |
1.5227 |
1.4966 |
0.0261 |
1.7% |
0.0054 |
0.4% |
15% |
False |
True |
2 |
| 20 |
1.5781 |
1.4966 |
0.0815 |
5.4% |
0.0034 |
0.2% |
5% |
False |
True |
6 |
| 40 |
1.6137 |
1.4966 |
0.1171 |
7.8% |
0.0019 |
0.1% |
3% |
False |
True |
7 |
| 60 |
1.6269 |
1.4966 |
0.1303 |
8.7% |
0.0013 |
0.1% |
3% |
False |
True |
5 |
| 80 |
1.6269 |
1.4966 |
0.1303 |
8.7% |
0.0010 |
0.1% |
3% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5428 |
|
2.618 |
1.5284 |
|
1.618 |
1.5196 |
|
1.000 |
1.5142 |
|
0.618 |
1.5108 |
|
HIGH |
1.5054 |
|
0.618 |
1.5020 |
|
0.500 |
1.5010 |
|
0.382 |
1.5000 |
|
LOW |
1.4966 |
|
0.618 |
1.4912 |
|
1.000 |
1.4878 |
|
1.618 |
1.4824 |
|
2.618 |
1.4736 |
|
4.250 |
1.4592 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5010 |
1.5075 |
| PP |
1.5008 |
1.5051 |
| S1 |
1.5006 |
1.5028 |
|