CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5097 |
1.5070 |
-0.0027 |
-0.2% |
1.4919 |
| High |
1.5098 |
1.5090 |
-0.0008 |
-0.1% |
1.5098 |
| Low |
1.5067 |
1.5068 |
0.0001 |
0.0% |
1.4830 |
| Close |
1.5067 |
1.5068 |
0.0001 |
0.0% |
1.5068 |
| Range |
0.0031 |
0.0022 |
-0.0009 |
-29.0% |
0.0268 |
| ATR |
0.0083 |
0.0078 |
-0.0004 |
-5.2% |
0.0000 |
| Volume |
8 |
2 |
-6 |
-75.0% |
23 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5141 |
1.5127 |
1.5080 |
|
| R3 |
1.5119 |
1.5105 |
1.5074 |
|
| R2 |
1.5097 |
1.5097 |
1.5072 |
|
| R1 |
1.5083 |
1.5083 |
1.5070 |
1.5079 |
| PP |
1.5075 |
1.5075 |
1.5075 |
1.5074 |
| S1 |
1.5061 |
1.5061 |
1.5066 |
1.5057 |
| S2 |
1.5053 |
1.5053 |
1.5064 |
|
| S3 |
1.5031 |
1.5039 |
1.5062 |
|
| S4 |
1.5009 |
1.5017 |
1.5056 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5803 |
1.5703 |
1.5215 |
|
| R3 |
1.5535 |
1.5435 |
1.5142 |
|
| R2 |
1.5267 |
1.5267 |
1.5117 |
|
| R1 |
1.5167 |
1.5167 |
1.5093 |
1.5217 |
| PP |
1.4999 |
1.4999 |
1.4999 |
1.5024 |
| S1 |
1.4899 |
1.4899 |
1.5043 |
1.4949 |
| S2 |
1.4731 |
1.4731 |
1.5019 |
|
| S3 |
1.4463 |
1.4631 |
1.4994 |
|
| S4 |
1.4195 |
1.4363 |
1.4921 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5098 |
1.4830 |
0.0268 |
1.8% |
0.0039 |
0.3% |
89% |
False |
False |
4 |
| 10 |
1.5183 |
1.4830 |
0.0353 |
2.3% |
0.0061 |
0.4% |
67% |
False |
False |
5 |
| 20 |
1.5498 |
1.4830 |
0.0668 |
4.4% |
0.0049 |
0.3% |
36% |
False |
False |
3 |
| 40 |
1.5992 |
1.4830 |
0.1162 |
7.7% |
0.0026 |
0.2% |
20% |
False |
False |
8 |
| 60 |
1.6269 |
1.4830 |
0.1439 |
9.6% |
0.0018 |
0.1% |
17% |
False |
False |
6 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.6% |
0.0014 |
0.1% |
17% |
False |
False |
4 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.6% |
0.0011 |
0.1% |
17% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5184 |
|
2.618 |
1.5148 |
|
1.618 |
1.5126 |
|
1.000 |
1.5112 |
|
0.618 |
1.5104 |
|
HIGH |
1.5090 |
|
0.618 |
1.5082 |
|
0.500 |
1.5079 |
|
0.382 |
1.5076 |
|
LOW |
1.5068 |
|
0.618 |
1.5054 |
|
1.000 |
1.5046 |
|
1.618 |
1.5032 |
|
2.618 |
1.5010 |
|
4.250 |
1.4975 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5079 |
1.5047 |
| PP |
1.5075 |
1.5026 |
| S1 |
1.5072 |
1.5005 |
|