CME British Pound Future September 2013
Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.4966 |
1.5016 |
0.0050 |
0.3% |
1.5002 |
High |
1.5054 |
1.5016 |
-0.0038 |
-0.3% |
1.5183 |
Low |
1.4966 |
1.4896 |
-0.0070 |
-0.5% |
1.4896 |
Close |
1.5004 |
1.4922 |
-0.0082 |
-0.5% |
1.4922 |
Range |
0.0088 |
0.0120 |
0.0032 |
36.4% |
0.0287 |
ATR |
0.0077 |
0.0080 |
0.0003 |
4.0% |
0.0000 |
Volume |
7 |
7 |
0 |
0.0% |
27 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5305 |
1.5233 |
1.4988 |
|
R3 |
1.5185 |
1.5113 |
1.4955 |
|
R2 |
1.5065 |
1.5065 |
1.4944 |
|
R1 |
1.4993 |
1.4993 |
1.4933 |
1.4969 |
PP |
1.4945 |
1.4945 |
1.4945 |
1.4933 |
S1 |
1.4873 |
1.4873 |
1.4911 |
1.4849 |
S2 |
1.4825 |
1.4825 |
1.4900 |
|
S3 |
1.4705 |
1.4753 |
1.4889 |
|
S4 |
1.4585 |
1.4633 |
1.4856 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5861 |
1.5679 |
1.5080 |
|
R3 |
1.5574 |
1.5392 |
1.5001 |
|
R2 |
1.5287 |
1.5287 |
1.4975 |
|
R1 |
1.5105 |
1.5105 |
1.4948 |
1.5053 |
PP |
1.5000 |
1.5000 |
1.5000 |
1.4974 |
S1 |
1.4818 |
1.4818 |
1.4896 |
1.4766 |
S2 |
1.4713 |
1.4713 |
1.4869 |
|
S3 |
1.4426 |
1.4531 |
1.4843 |
|
S4 |
1.4139 |
1.4244 |
1.4764 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5183 |
1.4896 |
0.0287 |
1.9% |
0.0083 |
0.6% |
9% |
False |
True |
5 |
10 |
1.5224 |
1.4896 |
0.0328 |
2.2% |
0.0066 |
0.4% |
8% |
False |
True |
3 |
20 |
1.5781 |
1.4896 |
0.0885 |
5.9% |
0.0040 |
0.3% |
3% |
False |
True |
5 |
40 |
1.6137 |
1.4896 |
0.1241 |
8.3% |
0.0022 |
0.1% |
2% |
False |
True |
8 |
60 |
1.6269 |
1.4896 |
0.1373 |
9.2% |
0.0015 |
0.1% |
2% |
False |
True |
5 |
80 |
1.6269 |
1.4896 |
0.1373 |
9.2% |
0.0011 |
0.1% |
2% |
False |
True |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5526 |
2.618 |
1.5330 |
1.618 |
1.5210 |
1.000 |
1.5136 |
0.618 |
1.5090 |
HIGH |
1.5016 |
0.618 |
1.4970 |
0.500 |
1.4956 |
0.382 |
1.4942 |
LOW |
1.4896 |
0.618 |
1.4822 |
1.000 |
1.4776 |
1.618 |
1.4702 |
2.618 |
1.4582 |
4.250 |
1.4386 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.4956 |
1.4975 |
PP |
1.4945 |
1.4957 |
S1 |
1.4933 |
1.4940 |
|