CME British Pound Future September 2013
Trading Metrics calculated at close of trading on 01-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1.5125 |
1.5191 |
0.0066 |
0.4% |
1.5239 |
High |
1.5180 |
1.5230 |
0.0050 |
0.3% |
1.5245 |
Low |
1.5102 |
1.5191 |
0.0089 |
0.6% |
1.5092 |
Close |
1.5160 |
1.5219 |
0.0059 |
0.4% |
1.5160 |
Range |
0.0078 |
0.0039 |
-0.0039 |
-50.0% |
0.0153 |
ATR |
0.0074 |
0.0073 |
0.0000 |
-0.3% |
0.0000 |
Volume |
7 |
20 |
13 |
185.7% |
62 |
|
Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5330 |
1.5314 |
1.5240 |
|
R3 |
1.5291 |
1.5275 |
1.5230 |
|
R2 |
1.5252 |
1.5252 |
1.5226 |
|
R1 |
1.5236 |
1.5236 |
1.5223 |
1.5244 |
PP |
1.5213 |
1.5213 |
1.5213 |
1.5218 |
S1 |
1.5197 |
1.5197 |
1.5215 |
1.5205 |
S2 |
1.5174 |
1.5174 |
1.5212 |
|
S3 |
1.5135 |
1.5158 |
1.5208 |
|
S4 |
1.5096 |
1.5119 |
1.5198 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5625 |
1.5545 |
1.5244 |
|
R3 |
1.5472 |
1.5392 |
1.5202 |
|
R2 |
1.5319 |
1.5319 |
1.5188 |
|
R1 |
1.5239 |
1.5239 |
1.5174 |
1.5203 |
PP |
1.5166 |
1.5166 |
1.5166 |
1.5147 |
S1 |
1.5086 |
1.5086 |
1.5146 |
1.5050 |
S2 |
1.5013 |
1.5013 |
1.5132 |
|
S3 |
1.4860 |
1.4933 |
1.5118 |
|
S4 |
1.4707 |
1.4780 |
1.5076 |
|
|
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% |
0.0057 |
0.4% |
83% |
False |
False |
16 |
10 |
1.5245 |
1.5033 |
0.0212 |
1.4% |
0.0059 |
0.4% |
88% |
False |
False |
32 |
20 |
1.5245 |
1.4830 |
0.0415 |
2.7% |
0.0060 |
0.4% |
94% |
False |
False |
18 |
40 |
1.5781 |
1.4830 |
0.0951 |
6.2% |
0.0039 |
0.3% |
41% |
False |
False |
14 |
60 |
1.6137 |
1.4830 |
0.1307 |
8.6% |
0.0028 |
0.2% |
30% |
False |
False |
11 |
80 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0021 |
0.1% |
27% |
False |
False |
8 |
100 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0017 |
0.1% |
27% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5396 |
2.618 |
1.5332 |
1.618 |
1.5293 |
1.000 |
1.5269 |
0.618 |
1.5254 |
HIGH |
1.5230 |
0.618 |
1.5215 |
0.500 |
1.5211 |
0.382 |
1.5206 |
LOW |
1.5191 |
0.618 |
1.5167 |
1.000 |
1.5152 |
1.618 |
1.5128 |
2.618 |
1.5089 |
4.250 |
1.5025 |
|
|
Fisher Pivots for day following 01-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5216 |
1.5200 |
PP |
1.5213 |
1.5180 |
S1 |
1.5211 |
1.5161 |
|