CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 26-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5306 |
1.5425 |
0.0119 |
0.8% |
1.5204 |
| High |
1.5455 |
1.5485 |
0.0030 |
0.2% |
1.5485 |
| Low |
1.5300 |
1.5425 |
0.0125 |
0.8% |
1.5180 |
| Close |
1.5432 |
1.5475 |
0.0043 |
0.3% |
1.5475 |
| Range |
0.0155 |
0.0060 |
-0.0095 |
-61.3% |
0.0305 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
5 |
136 |
131 |
2,620.0% |
190 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5642 |
1.5618 |
1.5508 |
|
| R3 |
1.5582 |
1.5558 |
1.5492 |
|
| R2 |
1.5522 |
1.5522 |
1.5486 |
|
| R1 |
1.5498 |
1.5498 |
1.5481 |
1.5510 |
| PP |
1.5462 |
1.5462 |
1.5462 |
1.5468 |
| S1 |
1.5438 |
1.5438 |
1.5470 |
1.5450 |
| S2 |
1.5402 |
1.5402 |
1.5464 |
|
| S3 |
1.5342 |
1.5378 |
1.5459 |
|
| S4 |
1.5282 |
1.5318 |
1.5442 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6295 |
1.6190 |
1.5643 |
|
| R3 |
1.5990 |
1.5885 |
1.5559 |
|
| R2 |
1.5685 |
1.5685 |
1.5531 |
|
| R1 |
1.5580 |
1.5580 |
1.5503 |
1.5633 |
| PP |
1.5380 |
1.5380 |
1.5380 |
1.5406 |
| S1 |
1.5275 |
1.5275 |
1.5447 |
1.5328 |
| S2 |
1.5075 |
1.5075 |
1.5419 |
|
| S3 |
1.4770 |
1.4970 |
1.5391 |
|
| S4 |
1.4465 |
1.4665 |
1.5307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5485 |
1.5180 |
0.0305 |
2.0% |
0.0071 |
0.5% |
97% |
True |
False |
38 |
| 10 |
1.5485 |
1.5180 |
0.0305 |
2.0% |
0.0070 |
0.5% |
97% |
True |
False |
28 |
| 20 |
1.5485 |
1.5060 |
0.0425 |
2.7% |
0.0077 |
0.5% |
98% |
True |
False |
40 |
| 40 |
1.5485 |
1.4830 |
0.0655 |
4.2% |
0.0069 |
0.4% |
98% |
True |
False |
29 |
| 60 |
1.5840 |
1.4830 |
0.1010 |
6.5% |
0.0051 |
0.3% |
64% |
False |
False |
23 |
| 80 |
1.6231 |
1.4830 |
0.1401 |
9.1% |
0.0040 |
0.3% |
46% |
False |
False |
18 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0032 |
0.2% |
45% |
False |
False |
14 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0026 |
0.2% |
45% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5740 |
|
2.618 |
1.5642 |
|
1.618 |
1.5582 |
|
1.000 |
1.5545 |
|
0.618 |
1.5522 |
|
HIGH |
1.5485 |
|
0.618 |
1.5462 |
|
0.500 |
1.5455 |
|
0.382 |
1.5448 |
|
LOW |
1.5425 |
|
0.618 |
1.5388 |
|
1.000 |
1.5365 |
|
1.618 |
1.5328 |
|
2.618 |
1.5268 |
|
4.250 |
1.5170 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5468 |
1.5440 |
| PP |
1.5462 |
1.5405 |
| S1 |
1.5455 |
1.5370 |
|