CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5330 |
1.5388 |
0.0058 |
0.4% |
1.5191 |
| High |
1.5330 |
1.5388 |
0.0058 |
0.4% |
1.5350 |
| Low |
1.5290 |
1.5379 |
0.0089 |
0.6% |
1.5060 |
| Close |
1.5304 |
1.5379 |
0.0075 |
0.5% |
1.5326 |
| Range |
0.0040 |
0.0009 |
-0.0031 |
-77.5% |
0.0290 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
25 |
14 |
-11 |
-44.0% |
213 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5409 |
1.5403 |
1.5384 |
|
| R3 |
1.5400 |
1.5394 |
1.5381 |
|
| R2 |
1.5391 |
1.5391 |
1.5381 |
|
| R1 |
1.5385 |
1.5385 |
1.5380 |
1.5384 |
| PP |
1.5382 |
1.5382 |
1.5382 |
1.5381 |
| S1 |
1.5376 |
1.5376 |
1.5378 |
1.5375 |
| S2 |
1.5373 |
1.5373 |
1.5377 |
|
| S3 |
1.5364 |
1.5367 |
1.5377 |
|
| S4 |
1.5355 |
1.5358 |
1.5374 |
|
|
| 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 |
1.5388 |
1.5215 |
0.0173 |
1.1% |
0.0072 |
0.5% |
95% |
True |
False |
73 |
| 10 |
1.5388 |
1.5060 |
0.0328 |
2.1% |
0.0086 |
0.6% |
97% |
True |
False |
51 |
| 20 |
1.5388 |
1.5033 |
0.0355 |
2.3% |
0.0069 |
0.5% |
97% |
True |
False |
41 |
| 40 |
1.5526 |
1.4830 |
0.0696 |
4.5% |
0.0058 |
0.4% |
79% |
False |
False |
21 |
| 60 |
1.6041 |
1.4830 |
0.1211 |
7.9% |
0.0040 |
0.3% |
45% |
False |
False |
19 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0030 |
0.2% |
38% |
False |
False |
14 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0024 |
0.2% |
38% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5426 |
|
2.618 |
1.5412 |
|
1.618 |
1.5403 |
|
1.000 |
1.5397 |
|
0.618 |
1.5394 |
|
HIGH |
1.5388 |
|
0.618 |
1.5385 |
|
0.500 |
1.5384 |
|
0.382 |
1.5382 |
|
LOW |
1.5379 |
|
0.618 |
1.5373 |
|
1.000 |
1.5370 |
|
1.618 |
1.5364 |
|
2.618 |
1.5355 |
|
4.250 |
1.5341 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5384 |
1.5359 |
| PP |
1.5382 |
1.5339 |
| S1 |
1.5381 |
1.5320 |
|