CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5388 |
1.5384 |
-0.0004 |
0.0% |
1.5329 |
| High |
1.5388 |
1.5384 |
-0.0004 |
0.0% |
1.5388 |
| Low |
1.5379 |
1.5332 |
-0.0047 |
-0.3% |
1.5230 |
| Close |
1.5379 |
1.5332 |
-0.0047 |
-0.3% |
1.5332 |
| Range |
0.0009 |
0.0052 |
0.0043 |
477.8% |
0.0158 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
14 |
12 |
-2 |
-14.3% |
310 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5505 |
1.5471 |
1.5361 |
|
| R3 |
1.5453 |
1.5419 |
1.5346 |
|
| R2 |
1.5401 |
1.5401 |
1.5342 |
|
| R1 |
1.5367 |
1.5367 |
1.5337 |
1.5358 |
| PP |
1.5349 |
1.5349 |
1.5349 |
1.5345 |
| S1 |
1.5315 |
1.5315 |
1.5327 |
1.5306 |
| S2 |
1.5297 |
1.5297 |
1.5322 |
|
| S3 |
1.5245 |
1.5263 |
1.5318 |
|
| S4 |
1.5193 |
1.5211 |
1.5303 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5791 |
1.5719 |
1.5419 |
|
| R3 |
1.5633 |
1.5561 |
1.5375 |
|
| R2 |
1.5475 |
1.5475 |
1.5361 |
|
| R1 |
1.5403 |
1.5403 |
1.5346 |
1.5439 |
| PP |
1.5317 |
1.5317 |
1.5317 |
1.5335 |
| S1 |
1.5245 |
1.5245 |
1.5318 |
1.5281 |
| S2 |
1.5159 |
1.5159 |
1.5303 |
|
| S3 |
1.5001 |
1.5087 |
1.5289 |
|
| S4 |
1.4843 |
1.4929 |
1.5245 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5388 |
1.5230 |
0.0158 |
1.0% |
0.0055 |
0.4% |
65% |
False |
False |
62 |
| 10 |
1.5388 |
1.5060 |
0.0328 |
2.1% |
0.0084 |
0.5% |
83% |
False |
False |
52 |
| 20 |
1.5388 |
1.5033 |
0.0355 |
2.3% |
0.0070 |
0.5% |
84% |
False |
False |
41 |
| 40 |
1.5498 |
1.4830 |
0.0668 |
4.4% |
0.0059 |
0.4% |
75% |
False |
False |
22 |
| 60 |
1.5992 |
1.4830 |
0.1162 |
7.6% |
0.0040 |
0.3% |
43% |
False |
False |
19 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0031 |
0.2% |
35% |
False |
False |
14 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0025 |
0.2% |
35% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5605 |
|
2.618 |
1.5520 |
|
1.618 |
1.5468 |
|
1.000 |
1.5436 |
|
0.618 |
1.5416 |
|
HIGH |
1.5384 |
|
0.618 |
1.5364 |
|
0.500 |
1.5358 |
|
0.382 |
1.5352 |
|
LOW |
1.5332 |
|
0.618 |
1.5300 |
|
1.000 |
1.5280 |
|
1.618 |
1.5248 |
|
2.618 |
1.5196 |
|
4.250 |
1.5111 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5358 |
1.5339 |
| PP |
1.5349 |
1.5337 |
| S1 |
1.5341 |
1.5334 |
|