CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5254 |
1.5306 |
0.0052 |
0.3% |
1.5335 |
| High |
1.5256 |
1.5455 |
0.0199 |
1.3% |
1.5360 |
| Low |
1.5254 |
1.5300 |
0.0046 |
0.3% |
1.5218 |
| Close |
1.5256 |
1.5432 |
0.0176 |
1.2% |
1.5218 |
| Range |
0.0002 |
0.0155 |
0.0153 |
7,650.0% |
0.0142 |
| ATR |
0.0082 |
0.0090 |
0.0008 |
10.2% |
0.0000 |
| Volume |
4 |
5 |
1 |
25.0% |
94 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5861 |
1.5801 |
1.5517 |
|
| R3 |
1.5706 |
1.5646 |
1.5475 |
|
| R2 |
1.5551 |
1.5551 |
1.5460 |
|
| R1 |
1.5491 |
1.5491 |
1.5446 |
1.5521 |
| PP |
1.5396 |
1.5396 |
1.5396 |
1.5411 |
| S1 |
1.5336 |
1.5336 |
1.5418 |
1.5366 |
| S2 |
1.5241 |
1.5241 |
1.5404 |
|
| S3 |
1.5086 |
1.5181 |
1.5389 |
|
| S4 |
1.4931 |
1.5026 |
1.5347 |
|
|
| 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 |
1.5455 |
1.5180 |
0.0275 |
1.8% |
0.0083 |
0.5% |
92% |
True |
False |
12 |
| 10 |
1.5455 |
1.5180 |
0.0275 |
1.8% |
0.0069 |
0.4% |
92% |
True |
False |
16 |
| 20 |
1.5455 |
1.5060 |
0.0395 |
2.6% |
0.0078 |
0.5% |
94% |
True |
False |
33 |
| 40 |
1.5455 |
1.4830 |
0.0625 |
4.1% |
0.0069 |
0.4% |
96% |
True |
False |
25 |
| 60 |
1.5840 |
1.4830 |
0.1010 |
6.5% |
0.0050 |
0.3% |
60% |
False |
False |
21 |
| 80 |
1.6231 |
1.4830 |
0.1401 |
9.1% |
0.0039 |
0.3% |
43% |
False |
False |
16 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0031 |
0.2% |
42% |
False |
False |
13 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0026 |
0.2% |
42% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6114 |
|
2.618 |
1.5861 |
|
1.618 |
1.5706 |
|
1.000 |
1.5610 |
|
0.618 |
1.5551 |
|
HIGH |
1.5455 |
|
0.618 |
1.5396 |
|
0.500 |
1.5378 |
|
0.382 |
1.5359 |
|
LOW |
1.5300 |
|
0.618 |
1.5204 |
|
1.000 |
1.5145 |
|
1.618 |
1.5049 |
|
2.618 |
1.4894 |
|
4.250 |
1.4641 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5414 |
1.5394 |
| PP |
1.5396 |
1.5356 |
| S1 |
1.5378 |
1.5318 |
|