CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5164 |
1.5100 |
-0.0064 |
-0.4% |
1.5110 |
| High |
1.5180 |
1.5120 |
-0.0060 |
-0.4% |
1.5232 |
| Low |
1.5147 |
1.5092 |
-0.0055 |
-0.4% |
1.5033 |
| Close |
1.5147 |
1.5118 |
-0.0029 |
-0.2% |
1.5218 |
| Range |
0.0033 |
0.0028 |
-0.0005 |
-15.2% |
0.0199 |
| ATR |
0.0075 |
0.0073 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
21 |
4 |
-17 |
-81.0% |
240 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5194 |
1.5184 |
1.5133 |
|
| R3 |
1.5166 |
1.5156 |
1.5126 |
|
| R2 |
1.5138 |
1.5138 |
1.5123 |
|
| R1 |
1.5128 |
1.5128 |
1.5121 |
1.5133 |
| PP |
1.5110 |
1.5110 |
1.5110 |
1.5113 |
| S1 |
1.5100 |
1.5100 |
1.5115 |
1.5105 |
| S2 |
1.5082 |
1.5082 |
1.5113 |
|
| S3 |
1.5054 |
1.5072 |
1.5110 |
|
| S4 |
1.5026 |
1.5044 |
1.5103 |
|
|
| 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 |
1.5092 |
0.0153 |
1.0% |
0.0060 |
0.4% |
17% |
False |
True |
56 |
| 10 |
1.5245 |
1.5033 |
0.0212 |
1.4% |
0.0052 |
0.3% |
40% |
False |
False |
30 |
| 20 |
1.5245 |
1.4830 |
0.0415 |
2.7% |
0.0061 |
0.4% |
69% |
False |
False |
17 |
| 40 |
1.5840 |
1.4830 |
0.1010 |
6.7% |
0.0036 |
0.2% |
29% |
False |
False |
15 |
| 60 |
1.6231 |
1.4830 |
0.1401 |
9.3% |
0.0026 |
0.2% |
21% |
False |
False |
10 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0019 |
0.1% |
20% |
False |
False |
8 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0016 |
0.1% |
20% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5239 |
|
2.618 |
1.5193 |
|
1.618 |
1.5165 |
|
1.000 |
1.5148 |
|
0.618 |
1.5137 |
|
HIGH |
1.5120 |
|
0.618 |
1.5109 |
|
0.500 |
1.5106 |
|
0.382 |
1.5103 |
|
LOW |
1.5092 |
|
0.618 |
1.5075 |
|
1.000 |
1.5064 |
|
1.618 |
1.5047 |
|
2.618 |
1.5019 |
|
4.250 |
1.4973 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5114 |
1.5169 |
| PP |
1.5110 |
1.5152 |
| S1 |
1.5106 |
1.5135 |
|