CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5855 |
1.5695 |
-0.0160 |
-1.0% |
1.5766 |
| High |
1.5874 |
1.5769 |
-0.0105 |
-0.7% |
1.5874 |
| Low |
1.5685 |
1.5690 |
0.0005 |
0.0% |
1.5670 |
| Close |
1.5713 |
1.5759 |
0.0046 |
0.3% |
1.5713 |
| Range |
0.0189 |
0.0079 |
-0.0110 |
-58.2% |
0.0204 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
138,410 |
103,840 |
-34,570 |
-25.0% |
586,067 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5976 |
1.5947 |
1.5802 |
|
| R3 |
1.5897 |
1.5868 |
1.5781 |
|
| R2 |
1.5818 |
1.5818 |
1.5773 |
|
| R1 |
1.5789 |
1.5789 |
1.5766 |
1.5804 |
| PP |
1.5739 |
1.5739 |
1.5739 |
1.5747 |
| S1 |
1.5710 |
1.5710 |
1.5752 |
1.5725 |
| S2 |
1.5660 |
1.5660 |
1.5745 |
|
| S3 |
1.5581 |
1.5631 |
1.5737 |
|
| S4 |
1.5502 |
1.5552 |
1.5716 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6364 |
1.6243 |
1.5825 |
|
| R3 |
1.6160 |
1.6039 |
1.5769 |
|
| R2 |
1.5956 |
1.5956 |
1.5750 |
|
| R1 |
1.5835 |
1.5835 |
1.5732 |
1.5794 |
| PP |
1.5752 |
1.5752 |
1.5752 |
1.5732 |
| S1 |
1.5631 |
1.5631 |
1.5694 |
1.5590 |
| S2 |
1.5548 |
1.5548 |
1.5676 |
|
| S3 |
1.5344 |
1.5427 |
1.5657 |
|
| S4 |
1.5140 |
1.5223 |
1.5601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5874 |
1.5685 |
0.0189 |
1.2% |
0.0109 |
0.7% |
39% |
False |
False |
114,357 |
| 10 |
1.5889 |
1.5670 |
0.0219 |
1.4% |
0.0103 |
0.7% |
41% |
False |
False |
126,036 |
| 20 |
1.6166 |
1.5670 |
0.0496 |
3.1% |
0.0105 |
0.7% |
18% |
False |
False |
119,782 |
| 40 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0099 |
0.6% |
14% |
False |
False |
93,276 |
| 60 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0081 |
0.5% |
14% |
False |
False |
62,314 |
| 80 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0070 |
0.4% |
14% |
False |
False |
46,744 |
| 100 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0067 |
0.4% |
14% |
False |
False |
37,402 |
| 120 |
1.6314 |
1.5661 |
0.0653 |
4.1% |
0.0057 |
0.4% |
15% |
False |
False |
31,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6105 |
|
2.618 |
1.5976 |
|
1.618 |
1.5897 |
|
1.000 |
1.5848 |
|
0.618 |
1.5818 |
|
HIGH |
1.5769 |
|
0.618 |
1.5739 |
|
0.500 |
1.5730 |
|
0.382 |
1.5720 |
|
LOW |
1.5690 |
|
0.618 |
1.5641 |
|
1.000 |
1.5611 |
|
1.618 |
1.5562 |
|
2.618 |
1.5483 |
|
4.250 |
1.5354 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5749 |
1.5780 |
| PP |
1.5739 |
1.5773 |
| S1 |
1.5730 |
1.5766 |
|