CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5170 |
1.5239 |
0.0069 |
0.5% |
1.5110 |
| High |
1.5232 |
1.5245 |
0.0013 |
0.1% |
1.5232 |
| Low |
1.5170 |
1.5140 |
-0.0030 |
-0.2% |
1.5033 |
| Close |
1.5218 |
1.5171 |
-0.0047 |
-0.3% |
1.5218 |
| Range |
0.0062 |
0.0105 |
0.0043 |
69.4% |
0.0199 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.8% |
0.0000 |
| Volume |
42 |
30 |
-12 |
-28.6% |
240 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5500 |
1.5441 |
1.5229 |
|
| R3 |
1.5395 |
1.5336 |
1.5200 |
|
| R2 |
1.5290 |
1.5290 |
1.5190 |
|
| R1 |
1.5231 |
1.5231 |
1.5181 |
1.5208 |
| PP |
1.5185 |
1.5185 |
1.5185 |
1.5174 |
| S1 |
1.5126 |
1.5126 |
1.5161 |
1.5103 |
| S2 |
1.5080 |
1.5080 |
1.5152 |
|
| S3 |
1.4975 |
1.5021 |
1.5142 |
|
| S4 |
1.4870 |
1.4916 |
1.5113 |
|
|
| 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 |
1.5245 |
1.5033 |
0.0212 |
1.4% |
0.0077 |
0.5% |
65% |
True |
False |
53 |
| 10 |
1.5245 |
1.4830 |
0.0415 |
2.7% |
0.0060 |
0.4% |
82% |
True |
False |
28 |
| 20 |
1.5245 |
1.4830 |
0.0415 |
2.7% |
0.0059 |
0.4% |
82% |
True |
False |
16 |
| 40 |
1.5840 |
1.4830 |
0.1010 |
6.7% |
0.0036 |
0.2% |
34% |
False |
False |
15 |
| 60 |
1.6231 |
1.4830 |
0.1401 |
9.2% |
0.0025 |
0.2% |
24% |
False |
False |
10 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0019 |
0.1% |
24% |
False |
False |
8 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0015 |
0.1% |
24% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5691 |
|
2.618 |
1.5520 |
|
1.618 |
1.5415 |
|
1.000 |
1.5350 |
|
0.618 |
1.5310 |
|
HIGH |
1.5245 |
|
0.618 |
1.5205 |
|
0.500 |
1.5193 |
|
0.382 |
1.5180 |
|
LOW |
1.5140 |
|
0.618 |
1.5075 |
|
1.000 |
1.5035 |
|
1.618 |
1.4970 |
|
2.618 |
1.4865 |
|
4.250 |
1.4694 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5193 |
1.5183 |
| PP |
1.5185 |
1.5179 |
| S1 |
1.5178 |
1.5175 |
|