CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5239 |
1.5164 |
-0.0075 |
-0.5% |
1.5110 |
| High |
1.5245 |
1.5180 |
-0.0065 |
-0.4% |
1.5232 |
| Low |
1.5140 |
1.5147 |
0.0007 |
0.0% |
1.5033 |
| Close |
1.5171 |
1.5147 |
-0.0024 |
-0.2% |
1.5218 |
| Range |
0.0105 |
0.0033 |
-0.0072 |
-68.6% |
0.0199 |
| ATR |
0.0078 |
0.0075 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
30 |
21 |
-9 |
-30.0% |
240 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5257 |
1.5235 |
1.5165 |
|
| R3 |
1.5224 |
1.5202 |
1.5156 |
|
| R2 |
1.5191 |
1.5191 |
1.5153 |
|
| R1 |
1.5169 |
1.5169 |
1.5150 |
1.5164 |
| PP |
1.5158 |
1.5158 |
1.5158 |
1.5155 |
| S1 |
1.5136 |
1.5136 |
1.5144 |
1.5131 |
| S2 |
1.5125 |
1.5125 |
1.5141 |
|
| S3 |
1.5092 |
1.5103 |
1.5138 |
|
| S4 |
1.5059 |
1.5070 |
1.5129 |
|
|
| 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% |
0.0082 |
0.5% |
54% |
False |
False |
56 |
| 10 |
1.5245 |
1.4912 |
0.0333 |
2.2% |
0.0054 |
0.4% |
71% |
False |
False |
30 |
| 20 |
1.5245 |
1.4830 |
0.0415 |
2.7% |
0.0061 |
0.4% |
76% |
False |
False |
17 |
| 40 |
1.5840 |
1.4830 |
0.1010 |
6.7% |
0.0037 |
0.2% |
31% |
False |
False |
15 |
| 60 |
1.6231 |
1.4830 |
0.1401 |
9.2% |
0.0026 |
0.2% |
23% |
False |
False |
10 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0019 |
0.1% |
22% |
False |
False |
8 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0015 |
0.1% |
22% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5320 |
|
2.618 |
1.5266 |
|
1.618 |
1.5233 |
|
1.000 |
1.5213 |
|
0.618 |
1.5200 |
|
HIGH |
1.5180 |
|
0.618 |
1.5167 |
|
0.500 |
1.5164 |
|
0.382 |
1.5160 |
|
LOW |
1.5147 |
|
0.618 |
1.5127 |
|
1.000 |
1.5114 |
|
1.618 |
1.5094 |
|
2.618 |
1.5061 |
|
4.250 |
1.5007 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5164 |
1.5193 |
| PP |
1.5158 |
1.5177 |
| S1 |
1.5153 |
1.5162 |
|