CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5179 |
1.5170 |
-0.0009 |
-0.1% |
1.5110 |
| High |
1.5191 |
1.5232 |
0.0041 |
0.3% |
1.5232 |
| Low |
1.5120 |
1.5170 |
0.0050 |
0.3% |
1.5033 |
| Close |
1.5171 |
1.5218 |
0.0047 |
0.3% |
1.5218 |
| Range |
0.0071 |
0.0062 |
-0.0009 |
-12.7% |
0.0199 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
183 |
42 |
-141 |
-77.0% |
240 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5393 |
1.5367 |
1.5252 |
|
| R3 |
1.5331 |
1.5305 |
1.5235 |
|
| R2 |
1.5269 |
1.5269 |
1.5229 |
|
| R1 |
1.5243 |
1.5243 |
1.5224 |
1.5256 |
| PP |
1.5207 |
1.5207 |
1.5207 |
1.5213 |
| S1 |
1.5181 |
1.5181 |
1.5212 |
1.5194 |
| S2 |
1.5145 |
1.5145 |
1.5207 |
|
| S3 |
1.5083 |
1.5119 |
1.5201 |
|
| S4 |
1.5021 |
1.5057 |
1.5184 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5758 |
1.5687 |
1.5327 |
|
| R3 |
1.5559 |
1.5488 |
1.5273 |
|
| R2 |
1.5360 |
1.5360 |
1.5254 |
|
| R1 |
1.5289 |
1.5289 |
1.5236 |
1.5325 |
| PP |
1.5161 |
1.5161 |
1.5161 |
1.5179 |
| S1 |
1.5090 |
1.5090 |
1.5200 |
1.5126 |
| S2 |
1.4962 |
1.4962 |
1.5182 |
|
| S3 |
1.4763 |
1.4891 |
1.5163 |
|
| S4 |
1.4564 |
1.4692 |
1.5109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5232 |
1.5033 |
0.0199 |
1.3% |
0.0061 |
0.4% |
93% |
True |
False |
48 |
| 10 |
1.5232 |
1.4830 |
0.0402 |
2.6% |
0.0050 |
0.3% |
97% |
True |
False |
26 |
| 20 |
1.5232 |
1.4830 |
0.0402 |
2.6% |
0.0058 |
0.4% |
97% |
True |
False |
14 |
| 40 |
1.5840 |
1.4830 |
0.1010 |
6.6% |
0.0034 |
0.2% |
38% |
False |
False |
14 |
| 60 |
1.6231 |
1.4830 |
0.1401 |
9.2% |
0.0023 |
0.2% |
28% |
False |
False |
9 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0017 |
0.1% |
27% |
False |
False |
7 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0014 |
0.1% |
27% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5496 |
|
2.618 |
1.5394 |
|
1.618 |
1.5332 |
|
1.000 |
1.5294 |
|
0.618 |
1.5270 |
|
HIGH |
1.5232 |
|
0.618 |
1.5208 |
|
0.500 |
1.5201 |
|
0.382 |
1.5194 |
|
LOW |
1.5170 |
|
0.618 |
1.5132 |
|
1.000 |
1.5108 |
|
1.618 |
1.5070 |
|
2.618 |
1.5008 |
|
4.250 |
1.4907 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5212 |
1.5190 |
| PP |
1.5207 |
1.5161 |
| S1 |
1.5201 |
1.5133 |
|