CME British Pound Future September 2013
Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.5016 |
1.4919 |
-0.0097 |
-0.6% |
1.5002 |
High |
1.5016 |
1.4919 |
-0.0097 |
-0.6% |
1.5183 |
Low |
1.4896 |
1.4919 |
0.0023 |
0.2% |
1.4896 |
Close |
1.4922 |
1.4919 |
-0.0003 |
0.0% |
1.4922 |
Range |
0.0120 |
0.0000 |
-0.0120 |
-100.0% |
0.0287 |
ATR |
0.0080 |
0.0074 |
-0.0005 |
-6.9% |
0.0000 |
Volume |
7 |
4 |
-3 |
-42.9% |
27 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4919 |
1.4919 |
1.4919 |
|
R3 |
1.4919 |
1.4919 |
1.4919 |
|
R2 |
1.4919 |
1.4919 |
1.4919 |
|
R1 |
1.4919 |
1.4919 |
1.4919 |
1.4919 |
PP |
1.4919 |
1.4919 |
1.4919 |
1.4919 |
S1 |
1.4919 |
1.4919 |
1.4919 |
1.4919 |
S2 |
1.4919 |
1.4919 |
1.4919 |
|
S3 |
1.4919 |
1.4919 |
1.4919 |
|
S4 |
1.4919 |
1.4919 |
1.4919 |
|
|
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% |
0.0063 |
0.4% |
8% |
False |
False |
5 |
10 |
1.5224 |
1.4896 |
0.0328 |
2.2% |
0.0058 |
0.4% |
7% |
False |
False |
3 |
20 |
1.5648 |
1.4896 |
0.0752 |
5.0% |
0.0040 |
0.3% |
3% |
False |
False |
4 |
40 |
1.6106 |
1.4896 |
0.1210 |
8.1% |
0.0021 |
0.1% |
2% |
False |
False |
8 |
60 |
1.6269 |
1.4896 |
0.1373 |
9.2% |
0.0015 |
0.1% |
2% |
False |
False |
5 |
80 |
1.6269 |
1.4896 |
0.1373 |
9.2% |
0.0011 |
0.1% |
2% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4919 |
2.618 |
1.4919 |
1.618 |
1.4919 |
1.000 |
1.4919 |
0.618 |
1.4919 |
HIGH |
1.4919 |
0.618 |
1.4919 |
0.500 |
1.4919 |
0.382 |
1.4919 |
LOW |
1.4919 |
0.618 |
1.4919 |
1.000 |
1.4919 |
1.618 |
1.4919 |
2.618 |
1.4919 |
4.250 |
1.4919 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.4919 |
1.4975 |
PP |
1.4919 |
1.4956 |
S1 |
1.4919 |
1.4938 |
|