CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5046 |
1.5179 |
0.0133 |
0.9% |
1.4919 |
| High |
1.5173 |
1.5191 |
0.0018 |
0.1% |
1.5098 |
| Low |
1.5033 |
1.5120 |
0.0087 |
0.6% |
1.4830 |
| Close |
1.5104 |
1.5171 |
0.0067 |
0.4% |
1.5068 |
| Range |
0.0140 |
0.0071 |
-0.0069 |
-49.3% |
0.0268 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.0% |
0.0000 |
| Volume |
6 |
183 |
177 |
2,950.0% |
23 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5374 |
1.5343 |
1.5210 |
|
| R3 |
1.5303 |
1.5272 |
1.5191 |
|
| R2 |
1.5232 |
1.5232 |
1.5184 |
|
| R1 |
1.5201 |
1.5201 |
1.5178 |
1.5181 |
| PP |
1.5161 |
1.5161 |
1.5161 |
1.5151 |
| S1 |
1.5130 |
1.5130 |
1.5164 |
1.5110 |
| S2 |
1.5090 |
1.5090 |
1.5158 |
|
| S3 |
1.5019 |
1.5059 |
1.5151 |
|
| S4 |
1.4948 |
1.4988 |
1.5132 |
|
|
| 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 |
1.5191 |
1.5033 |
0.0158 |
1.0% |
0.0053 |
0.3% |
87% |
True |
False |
40 |
| 10 |
1.5191 |
1.4830 |
0.0361 |
2.4% |
0.0056 |
0.4% |
94% |
True |
False |
22 |
| 20 |
1.5227 |
1.4830 |
0.0397 |
2.6% |
0.0055 |
0.4% |
86% |
False |
False |
12 |
| 40 |
1.5840 |
1.4830 |
0.1010 |
6.7% |
0.0032 |
0.2% |
34% |
False |
False |
13 |
| 60 |
1.6231 |
1.4830 |
0.1401 |
9.2% |
0.0022 |
0.1% |
24% |
False |
False |
9 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0017 |
0.1% |
24% |
False |
False |
7 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0013 |
0.1% |
24% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5493 |
|
2.618 |
1.5377 |
|
1.618 |
1.5306 |
|
1.000 |
1.5262 |
|
0.618 |
1.5235 |
|
HIGH |
1.5191 |
|
0.618 |
1.5164 |
|
0.500 |
1.5156 |
|
0.382 |
1.5147 |
|
LOW |
1.5120 |
|
0.618 |
1.5076 |
|
1.000 |
1.5049 |
|
1.618 |
1.5005 |
|
2.618 |
1.4934 |
|
4.250 |
1.4818 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5166 |
1.5151 |
| PP |
1.5161 |
1.5132 |
| S1 |
1.5156 |
1.5112 |
|