CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 19-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5273 |
1.5320 |
0.0047 |
0.3% |
1.5335 |
| High |
1.5283 |
1.5340 |
0.0057 |
0.4% |
1.5360 |
| Low |
1.5273 |
1.5218 |
-0.0055 |
-0.4% |
1.5218 |
| Close |
1.5274 |
1.5218 |
-0.0056 |
-0.4% |
1.5218 |
| Range |
0.0010 |
0.0122 |
0.0112 |
1,120.0% |
0.0142 |
| ATR |
0.0085 |
0.0087 |
0.0003 |
3.1% |
0.0000 |
| Volume |
62 |
9 |
-53 |
-85.5% |
94 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5625 |
1.5543 |
1.5285 |
|
| R3 |
1.5503 |
1.5421 |
1.5252 |
|
| R2 |
1.5381 |
1.5381 |
1.5240 |
|
| R1 |
1.5299 |
1.5299 |
1.5229 |
1.5279 |
| PP |
1.5259 |
1.5259 |
1.5259 |
1.5249 |
| S1 |
1.5177 |
1.5177 |
1.5207 |
1.5157 |
| S2 |
1.5137 |
1.5137 |
1.5196 |
|
| S3 |
1.5015 |
1.5055 |
1.5184 |
|
| S4 |
1.4893 |
1.4933 |
1.5151 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5691 |
1.5597 |
1.5296 |
|
| R3 |
1.5549 |
1.5455 |
1.5257 |
|
| R2 |
1.5407 |
1.5407 |
1.5244 |
|
| R1 |
1.5313 |
1.5313 |
1.5231 |
1.5289 |
| PP |
1.5265 |
1.5265 |
1.5265 |
1.5254 |
| S1 |
1.5171 |
1.5171 |
1.5205 |
1.5147 |
| S2 |
1.5123 |
1.5123 |
1.5192 |
|
| S3 |
1.4981 |
1.5029 |
1.5179 |
|
| S4 |
1.4839 |
1.4887 |
1.5140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5360 |
1.5218 |
0.0142 |
0.9% |
0.0070 |
0.5% |
0% |
False |
True |
18 |
| 10 |
1.5388 |
1.5218 |
0.0170 |
1.1% |
0.0063 |
0.4% |
0% |
False |
True |
40 |
| 20 |
1.5388 |
1.5060 |
0.0328 |
2.2% |
0.0075 |
0.5% |
48% |
False |
False |
36 |
| 40 |
1.5388 |
1.4830 |
0.0558 |
3.7% |
0.0065 |
0.4% |
70% |
False |
False |
24 |
| 60 |
1.5840 |
1.4830 |
0.1010 |
6.6% |
0.0046 |
0.3% |
38% |
False |
False |
20 |
| 80 |
1.6231 |
1.4830 |
0.1401 |
9.2% |
0.0035 |
0.2% |
28% |
False |
False |
15 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0028 |
0.2% |
27% |
False |
False |
12 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0024 |
0.2% |
27% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5859 |
|
2.618 |
1.5659 |
|
1.618 |
1.5537 |
|
1.000 |
1.5462 |
|
0.618 |
1.5415 |
|
HIGH |
1.5340 |
|
0.618 |
1.5293 |
|
0.500 |
1.5279 |
|
0.382 |
1.5265 |
|
LOW |
1.5218 |
|
0.618 |
1.5143 |
|
1.000 |
1.5096 |
|
1.618 |
1.5021 |
|
2.618 |
1.4899 |
|
4.250 |
1.4700 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5279 |
1.5289 |
| PP |
1.5259 |
1.5265 |
| S1 |
1.5238 |
1.5242 |
|