CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5204 |
1.5180 |
-0.0024 |
-0.2% |
1.5335 |
| High |
1.5276 |
1.5244 |
-0.0032 |
-0.2% |
1.5360 |
| Low |
1.5204 |
1.5180 |
-0.0024 |
-0.2% |
1.5218 |
| Close |
1.5267 |
1.5231 |
-0.0036 |
-0.2% |
1.5218 |
| Range |
0.0072 |
0.0064 |
-0.0008 |
-11.1% |
0.0142 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.1% |
0.0000 |
| Volume |
24 |
21 |
-3 |
-12.5% |
94 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5410 |
1.5385 |
1.5266 |
|
| R3 |
1.5346 |
1.5321 |
1.5249 |
|
| R2 |
1.5282 |
1.5282 |
1.5243 |
|
| R1 |
1.5257 |
1.5257 |
1.5237 |
1.5270 |
| PP |
1.5218 |
1.5218 |
1.5218 |
1.5225 |
| S1 |
1.5193 |
1.5193 |
1.5225 |
1.5206 |
| S2 |
1.5154 |
1.5154 |
1.5219 |
|
| S3 |
1.5090 |
1.5129 |
1.5213 |
|
| S4 |
1.5026 |
1.5065 |
1.5196 |
|
|
| 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 |
1.5359 |
1.5180 |
0.0179 |
1.2% |
0.0081 |
0.5% |
28% |
False |
True |
24 |
| 10 |
1.5388 |
1.5180 |
0.0208 |
1.4% |
0.0059 |
0.4% |
25% |
False |
True |
19 |
| 20 |
1.5388 |
1.5060 |
0.0328 |
2.2% |
0.0073 |
0.5% |
52% |
False |
False |
34 |
| 40 |
1.5388 |
1.4830 |
0.0558 |
3.7% |
0.0066 |
0.4% |
72% |
False |
False |
25 |
| 60 |
1.5840 |
1.4830 |
0.1010 |
6.6% |
0.0048 |
0.3% |
40% |
False |
False |
21 |
| 80 |
1.6231 |
1.4830 |
0.1401 |
9.2% |
0.0037 |
0.2% |
29% |
False |
False |
16 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0030 |
0.2% |
28% |
False |
False |
13 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0025 |
0.2% |
28% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5516 |
|
2.618 |
1.5412 |
|
1.618 |
1.5348 |
|
1.000 |
1.5308 |
|
0.618 |
1.5284 |
|
HIGH |
1.5244 |
|
0.618 |
1.5220 |
|
0.500 |
1.5212 |
|
0.382 |
1.5204 |
|
LOW |
1.5180 |
|
0.618 |
1.5140 |
|
1.000 |
1.5116 |
|
1.618 |
1.5076 |
|
2.618 |
1.5012 |
|
4.250 |
1.4908 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5225 |
1.5260 |
| PP |
1.5218 |
1.5250 |
| S1 |
1.5212 |
1.5241 |
|