CME British Pound Future September 2013
Trading Metrics calculated at close of trading on 19-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.5110 |
1.5090 |
-0.0020 |
-0.1% |
1.4919 |
High |
1.5112 |
1.5095 |
-0.0017 |
-0.1% |
1.5098 |
Low |
1.5089 |
1.5086 |
-0.0003 |
0.0% |
1.4830 |
Close |
1.5089 |
1.5090 |
0.0001 |
0.0% |
1.5068 |
Range |
0.0023 |
0.0009 |
-0.0014 |
-60.9% |
0.0268 |
ATR |
0.0076 |
0.0071 |
-0.0005 |
-6.3% |
0.0000 |
Volume |
3 |
6 |
3 |
100.0% |
23 |
|
Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5117 |
1.5113 |
1.5095 |
|
R3 |
1.5108 |
1.5104 |
1.5092 |
|
R2 |
1.5099 |
1.5099 |
1.5092 |
|
R1 |
1.5095 |
1.5095 |
1.5091 |
1.5095 |
PP |
1.5090 |
1.5090 |
1.5090 |
1.5090 |
S1 |
1.5086 |
1.5086 |
1.5089 |
1.5086 |
S2 |
1.5081 |
1.5081 |
1.5088 |
|
S3 |
1.5072 |
1.5077 |
1.5088 |
|
S4 |
1.5063 |
1.5068 |
1.5085 |
|
|
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 |
1.5112 |
1.4912 |
0.0200 |
1.3% |
0.0027 |
0.2% |
89% |
False |
False |
4 |
10 |
1.5112 |
1.4830 |
0.0282 |
1.9% |
0.0046 |
0.3% |
92% |
False |
False |
5 |
20 |
1.5300 |
1.4830 |
0.0470 |
3.1% |
0.0049 |
0.3% |
55% |
False |
False |
3 |
40 |
1.5840 |
1.4830 |
0.1010 |
6.7% |
0.0027 |
0.2% |
26% |
False |
False |
8 |
60 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0019 |
0.1% |
18% |
False |
False |
6 |
80 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0014 |
0.1% |
18% |
False |
False |
4 |
100 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0011 |
0.1% |
18% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5133 |
2.618 |
1.5119 |
1.618 |
1.5110 |
1.000 |
1.5104 |
0.618 |
1.5101 |
HIGH |
1.5095 |
0.618 |
1.5092 |
0.500 |
1.5091 |
0.382 |
1.5089 |
LOW |
1.5086 |
0.618 |
1.5080 |
1.000 |
1.5077 |
1.618 |
1.5071 |
2.618 |
1.5062 |
4.250 |
1.5048 |
|
|
Fisher Pivots for day following 19-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5091 |
1.5090 |
PP |
1.5090 |
1.5090 |
S1 |
1.5090 |
1.5090 |
|