CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5191 |
1.5240 |
0.0049 |
0.3% |
1.5239 |
| High |
1.5230 |
1.5240 |
0.0010 |
0.1% |
1.5245 |
| Low |
1.5191 |
1.5096 |
-0.0095 |
-0.6% |
1.5092 |
| Close |
1.5219 |
1.5096 |
-0.0123 |
-0.8% |
1.5160 |
| Range |
0.0039 |
0.0144 |
0.0105 |
269.2% |
0.0153 |
| ATR |
0.0073 |
0.0078 |
0.0005 |
6.9% |
0.0000 |
| Volume |
20 |
8 |
-12 |
-60.0% |
62 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5576 |
1.5480 |
1.5175 |
|
| R3 |
1.5432 |
1.5336 |
1.5136 |
|
| R2 |
1.5288 |
1.5288 |
1.5122 |
|
| R1 |
1.5192 |
1.5192 |
1.5109 |
1.5168 |
| PP |
1.5144 |
1.5144 |
1.5144 |
1.5132 |
| S1 |
1.5048 |
1.5048 |
1.5083 |
1.5024 |
| S2 |
1.5000 |
1.5000 |
1.5070 |
|
| S3 |
1.4856 |
1.4904 |
1.5056 |
|
| S4 |
1.4712 |
1.4760 |
1.5017 |
|
|
| 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 |
1.5240 |
1.5092 |
0.0148 |
1.0% |
0.0064 |
0.4% |
3% |
True |
False |
12 |
| 10 |
1.5245 |
1.5033 |
0.0212 |
1.4% |
0.0071 |
0.5% |
30% |
False |
False |
32 |
| 20 |
1.5245 |
1.4830 |
0.0415 |
2.7% |
0.0062 |
0.4% |
64% |
False |
False |
18 |
| 40 |
1.5781 |
1.4830 |
0.0951 |
6.3% |
0.0043 |
0.3% |
28% |
False |
False |
14 |
| 60 |
1.6137 |
1.4830 |
0.1307 |
8.7% |
0.0030 |
0.2% |
20% |
False |
False |
11 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0023 |
0.2% |
18% |
False |
False |
8 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0018 |
0.1% |
18% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5852 |
|
2.618 |
1.5617 |
|
1.618 |
1.5473 |
|
1.000 |
1.5384 |
|
0.618 |
1.5329 |
|
HIGH |
1.5240 |
|
0.618 |
1.5185 |
|
0.500 |
1.5168 |
|
0.382 |
1.5151 |
|
LOW |
1.5096 |
|
0.618 |
1.5007 |
|
1.000 |
1.4952 |
|
1.618 |
1.4863 |
|
2.618 |
1.4719 |
|
4.250 |
1.4484 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5168 |
1.5168 |
| PP |
1.5144 |
1.5144 |
| S1 |
1.5120 |
1.5120 |
|