CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 09-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5329 |
1.5255 |
-0.0074 |
-0.5% |
1.5191 |
| High |
1.5333 |
1.5324 |
-0.0009 |
-0.1% |
1.5350 |
| Low |
1.5230 |
1.5251 |
0.0021 |
0.1% |
1.5060 |
| Close |
1.5241 |
1.5324 |
0.0083 |
0.5% |
1.5326 |
| Range |
0.0103 |
0.0073 |
-0.0030 |
-29.1% |
0.0290 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
108 |
151 |
43 |
39.8% |
213 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5519 |
1.5494 |
1.5364 |
|
| R3 |
1.5446 |
1.5421 |
1.5344 |
|
| R2 |
1.5373 |
1.5373 |
1.5337 |
|
| R1 |
1.5348 |
1.5348 |
1.5331 |
1.5361 |
| PP |
1.5300 |
1.5300 |
1.5300 |
1.5306 |
| S1 |
1.5275 |
1.5275 |
1.5317 |
1.5288 |
| S2 |
1.5227 |
1.5227 |
1.5311 |
|
| S3 |
1.5154 |
1.5202 |
1.5304 |
|
| S4 |
1.5081 |
1.5129 |
1.5284 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6115 |
1.6011 |
1.5486 |
|
| R3 |
1.5825 |
1.5721 |
1.5406 |
|
| R2 |
1.5535 |
1.5535 |
1.5379 |
|
| R1 |
1.5431 |
1.5431 |
1.5353 |
1.5483 |
| PP |
1.5245 |
1.5245 |
1.5245 |
1.5272 |
| S1 |
1.5141 |
1.5141 |
1.5299 |
1.5193 |
| S2 |
1.4955 |
1.4955 |
1.5273 |
|
| S3 |
1.4665 |
1.4851 |
1.5246 |
|
| S4 |
1.4375 |
1.4561 |
1.5167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5350 |
1.5060 |
0.0290 |
1.9% |
0.0110 |
0.7% |
91% |
False |
False |
88 |
| 10 |
1.5350 |
1.5060 |
0.0290 |
1.9% |
0.0087 |
0.6% |
91% |
False |
False |
50 |
| 20 |
1.5350 |
1.4830 |
0.0520 |
3.4% |
0.0074 |
0.5% |
95% |
False |
False |
39 |
| 40 |
1.5648 |
1.4830 |
0.0818 |
5.3% |
0.0057 |
0.4% |
60% |
False |
False |
22 |
| 60 |
1.6106 |
1.4830 |
0.1276 |
8.3% |
0.0039 |
0.3% |
39% |
False |
False |
18 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0030 |
0.2% |
34% |
False |
False |
14 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0024 |
0.2% |
34% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5634 |
|
2.618 |
1.5515 |
|
1.618 |
1.5442 |
|
1.000 |
1.5397 |
|
0.618 |
1.5369 |
|
HIGH |
1.5324 |
|
0.618 |
1.5296 |
|
0.500 |
1.5288 |
|
0.382 |
1.5279 |
|
LOW |
1.5251 |
|
0.618 |
1.5206 |
|
1.000 |
1.5178 |
|
1.618 |
1.5133 |
|
2.618 |
1.5060 |
|
4.250 |
1.4941 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5312 |
1.5310 |
| PP |
1.5300 |
1.5296 |
| S1 |
1.5288 |
1.5283 |
|