CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5360 |
1.5354 |
-0.0006 |
0.0% |
1.5329 |
| High |
1.5360 |
1.5359 |
-0.0001 |
0.0% |
1.5388 |
| Low |
1.5357 |
1.5220 |
-0.0137 |
-0.9% |
1.5230 |
| Close |
1.5357 |
1.5226 |
-0.0131 |
-0.9% |
1.5332 |
| Range |
0.0003 |
0.0139 |
0.0136 |
4,533.3% |
0.0158 |
| ATR |
0.0083 |
0.0087 |
0.0004 |
4.8% |
0.0000 |
| Volume |
9 |
4 |
-5 |
-55.6% |
310 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5685 |
1.5595 |
1.5302 |
|
| R3 |
1.5546 |
1.5456 |
1.5264 |
|
| R2 |
1.5407 |
1.5407 |
1.5251 |
|
| R1 |
1.5317 |
1.5317 |
1.5239 |
1.5293 |
| PP |
1.5268 |
1.5268 |
1.5268 |
1.5256 |
| S1 |
1.5178 |
1.5178 |
1.5213 |
1.5154 |
| S2 |
1.5129 |
1.5129 |
1.5201 |
|
| S3 |
1.4990 |
1.5039 |
1.5188 |
|
| S4 |
1.4851 |
1.4900 |
1.5150 |
|
|
| 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 |
1.5220 |
0.0168 |
1.1% |
0.0056 |
0.4% |
4% |
False |
True |
9 |
| 10 |
1.5388 |
1.5060 |
0.0328 |
2.2% |
0.0080 |
0.5% |
51% |
False |
False |
41 |
| 20 |
1.5388 |
1.5033 |
0.0355 |
2.3% |
0.0078 |
0.5% |
54% |
False |
False |
41 |
| 40 |
1.5388 |
1.4830 |
0.0558 |
3.7% |
0.0064 |
0.4% |
71% |
False |
False |
22 |
| 60 |
1.5840 |
1.4830 |
0.1010 |
6.6% |
0.0044 |
0.3% |
39% |
False |
False |
19 |
| 80 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0034 |
0.2% |
28% |
False |
False |
15 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0027 |
0.2% |
28% |
False |
False |
12 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0022 |
0.1% |
28% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5950 |
|
2.618 |
1.5723 |
|
1.618 |
1.5584 |
|
1.000 |
1.5498 |
|
0.618 |
1.5445 |
|
HIGH |
1.5359 |
|
0.618 |
1.5306 |
|
0.500 |
1.5290 |
|
0.382 |
1.5273 |
|
LOW |
1.5220 |
|
0.618 |
1.5134 |
|
1.000 |
1.5081 |
|
1.618 |
1.4995 |
|
2.618 |
1.4856 |
|
4.250 |
1.4629 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5290 |
1.5290 |
| PP |
1.5268 |
1.5269 |
| S1 |
1.5247 |
1.5247 |
|