CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 28-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5100 |
1.5125 |
0.0025 |
0.2% |
1.5110 |
| High |
1.5120 |
1.5180 |
0.0060 |
0.4% |
1.5232 |
| Low |
1.5092 |
1.5102 |
0.0010 |
0.1% |
1.5033 |
| Close |
1.5118 |
1.5160 |
0.0042 |
0.3% |
1.5218 |
| Range |
0.0028 |
0.0078 |
0.0050 |
178.6% |
0.0199 |
| ATR |
0.0073 |
0.0074 |
0.0000 |
0.5% |
0.0000 |
| Volume |
4 |
7 |
3 |
75.0% |
240 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5381 |
1.5349 |
1.5203 |
|
| R3 |
1.5303 |
1.5271 |
1.5181 |
|
| R2 |
1.5225 |
1.5225 |
1.5174 |
|
| R1 |
1.5193 |
1.5193 |
1.5167 |
1.5209 |
| PP |
1.5147 |
1.5147 |
1.5147 |
1.5156 |
| S1 |
1.5115 |
1.5115 |
1.5153 |
1.5131 |
| S2 |
1.5069 |
1.5069 |
1.5146 |
|
| S3 |
1.4991 |
1.5037 |
1.5139 |
|
| S4 |
1.4913 |
1.4959 |
1.5117 |
|
|
| 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% |
0.0061 |
0.4% |
44% |
False |
False |
20 |
| 10 |
1.5245 |
1.5033 |
0.0212 |
1.4% |
0.0057 |
0.4% |
60% |
False |
False |
30 |
| 20 |
1.5245 |
1.4830 |
0.0415 |
2.7% |
0.0061 |
0.4% |
80% |
False |
False |
17 |
| 40 |
1.5840 |
1.4830 |
0.1010 |
6.7% |
0.0038 |
0.3% |
33% |
False |
False |
14 |
| 60 |
1.6231 |
1.4830 |
0.1401 |
9.2% |
0.0027 |
0.2% |
24% |
False |
False |
10 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0020 |
0.1% |
23% |
False |
False |
8 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0016 |
0.1% |
23% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5512 |
|
2.618 |
1.5384 |
|
1.618 |
1.5306 |
|
1.000 |
1.5258 |
|
0.618 |
1.5228 |
|
HIGH |
1.5180 |
|
0.618 |
1.5150 |
|
0.500 |
1.5141 |
|
0.382 |
1.5132 |
|
LOW |
1.5102 |
|
0.618 |
1.5054 |
|
1.000 |
1.5024 |
|
1.618 |
1.4976 |
|
2.618 |
1.4898 |
|
4.250 |
1.4771 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5154 |
1.5152 |
| PP |
1.5147 |
1.5144 |
| S1 |
1.5141 |
1.5136 |
|