CME British Pound Future September 2013
Trading Metrics calculated at close of trading on 13-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.4900 |
1.4926 |
0.0026 |
0.2% |
1.5002 |
High |
1.4922 |
1.4960 |
0.0038 |
0.3% |
1.5183 |
Low |
1.4830 |
1.4912 |
0.0082 |
0.6% |
1.4896 |
Close |
1.4898 |
1.4912 |
0.0014 |
0.1% |
1.4922 |
Range |
0.0092 |
0.0048 |
-0.0044 |
-47.8% |
0.0287 |
ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
4 |
5 |
1 |
25.0% |
27 |
|
Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5072 |
1.5040 |
1.4938 |
|
R3 |
1.5024 |
1.4992 |
1.4925 |
|
R2 |
1.4976 |
1.4976 |
1.4921 |
|
R1 |
1.4944 |
1.4944 |
1.4916 |
1.4936 |
PP |
1.4928 |
1.4928 |
1.4928 |
1.4924 |
S1 |
1.4896 |
1.4896 |
1.4908 |
1.4888 |
S2 |
1.4880 |
1.4880 |
1.4903 |
|
S3 |
1.4832 |
1.4848 |
1.4899 |
|
S4 |
1.4784 |
1.4800 |
1.4886 |
|
|
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 |
1.5054 |
1.4830 |
0.0224 |
1.5% |
0.0070 |
0.5% |
37% |
False |
False |
5 |
10 |
1.5224 |
1.4830 |
0.0394 |
2.6% |
0.0069 |
0.5% |
21% |
False |
False |
4 |
20 |
1.5526 |
1.4830 |
0.0696 |
4.7% |
0.0047 |
0.3% |
12% |
False |
False |
2 |
40 |
1.6041 |
1.4830 |
0.1211 |
8.1% |
0.0025 |
0.2% |
7% |
False |
False |
8 |
60 |
1.6269 |
1.4830 |
0.1439 |
9.6% |
0.0017 |
0.1% |
6% |
False |
False |
5 |
80 |
1.6269 |
1.4830 |
0.1439 |
9.6% |
0.0013 |
0.1% |
6% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5164 |
2.618 |
1.5086 |
1.618 |
1.5038 |
1.000 |
1.5008 |
0.618 |
1.4990 |
HIGH |
1.4960 |
0.618 |
1.4942 |
0.500 |
1.4936 |
0.382 |
1.4930 |
LOW |
1.4912 |
0.618 |
1.4882 |
1.000 |
1.4864 |
1.618 |
1.4834 |
2.618 |
1.4786 |
4.250 |
1.4708 |
|
|
Fisher Pivots for day following 13-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.4936 |
1.4906 |
PP |
1.4928 |
1.4901 |
S1 |
1.4920 |
1.4895 |
|