CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6250 |
1.6065 |
-0.0185 |
-1.1% |
1.6162 |
| High |
1.6252 |
1.6103 |
-0.0149 |
-0.9% |
1.6314 |
| Low |
1.6087 |
1.5945 |
-0.0142 |
-0.9% |
1.5945 |
| Close |
1.6103 |
1.6059 |
-0.0044 |
-0.3% |
1.6059 |
| Range |
0.0165 |
0.0158 |
-0.0007 |
-4.2% |
0.0369 |
| ATR |
0.0088 |
0.0093 |
0.0005 |
5.7% |
0.0000 |
| Volume |
100,945 |
126,759 |
25,814 |
25.6% |
365,958 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6510 |
1.6442 |
1.6146 |
|
| R3 |
1.6352 |
1.6284 |
1.6102 |
|
| R2 |
1.6194 |
1.6194 |
1.6088 |
|
| R1 |
1.6126 |
1.6126 |
1.6073 |
1.6081 |
| PP |
1.6036 |
1.6036 |
1.6036 |
1.6013 |
| S1 |
1.5968 |
1.5968 |
1.6045 |
1.5923 |
| S2 |
1.5878 |
1.5878 |
1.6030 |
|
| S3 |
1.5720 |
1.5810 |
1.6016 |
|
| S4 |
1.5562 |
1.5652 |
1.5972 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7213 |
1.7005 |
1.6262 |
|
| R3 |
1.6844 |
1.6636 |
1.6160 |
|
| R2 |
1.6475 |
1.6475 |
1.6127 |
|
| R1 |
1.6267 |
1.6267 |
1.6093 |
1.6187 |
| PP |
1.6106 |
1.6106 |
1.6106 |
1.6066 |
| S1 |
1.5898 |
1.5898 |
1.6025 |
1.5818 |
| S2 |
1.5737 |
1.5737 |
1.5991 |
|
| S3 |
1.5368 |
1.5529 |
1.5958 |
|
| S4 |
1.4999 |
1.5160 |
1.5856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0130 |
0.8% |
31% |
False |
True |
84,891 |
| 10 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0114 |
0.7% |
31% |
False |
True |
75,746 |
| 20 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0094 |
0.6% |
31% |
False |
True |
66,771 |
| 40 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0069 |
0.4% |
48% |
False |
False |
33,580 |
| 60 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0059 |
0.4% |
48% |
False |
False |
22,398 |
| 80 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0057 |
0.4% |
48% |
False |
False |
16,807 |
| 100 |
1.6314 |
1.5661 |
0.0653 |
4.1% |
0.0048 |
0.3% |
61% |
False |
False |
13,448 |
| 120 |
1.6314 |
1.5500 |
0.0814 |
5.1% |
0.0040 |
0.2% |
69% |
False |
False |
11,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6775 |
|
2.618 |
1.6517 |
|
1.618 |
1.6359 |
|
1.000 |
1.6261 |
|
0.618 |
1.6201 |
|
HIGH |
1.6103 |
|
0.618 |
1.6043 |
|
0.500 |
1.6024 |
|
0.382 |
1.6005 |
|
LOW |
1.5945 |
|
0.618 |
1.5847 |
|
1.000 |
1.5787 |
|
1.618 |
1.5689 |
|
2.618 |
1.5531 |
|
4.250 |
1.5274 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6047 |
1.6130 |
| PP |
1.6036 |
1.6106 |
| S1 |
1.6024 |
1.6083 |
|