CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6300 |
1.6250 |
-0.0050 |
-0.3% |
1.6161 |
| High |
1.6314 |
1.6252 |
-0.0062 |
-0.4% |
1.6205 |
| Low |
1.6221 |
1.6087 |
-0.0134 |
-0.8% |
1.6065 |
| Close |
1.6242 |
1.6103 |
-0.0139 |
-0.9% |
1.6148 |
| Range |
0.0093 |
0.0165 |
0.0072 |
77.4% |
0.0140 |
| ATR |
0.0082 |
0.0088 |
0.0006 |
7.3% |
0.0000 |
| Volume |
78,103 |
100,945 |
22,842 |
29.2% |
203,558 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6642 |
1.6538 |
1.6194 |
|
| R3 |
1.6477 |
1.6373 |
1.6148 |
|
| R2 |
1.6312 |
1.6312 |
1.6133 |
|
| R1 |
1.6208 |
1.6208 |
1.6118 |
1.6178 |
| PP |
1.6147 |
1.6147 |
1.6147 |
1.6132 |
| S1 |
1.6043 |
1.6043 |
1.6088 |
1.6013 |
| S2 |
1.5982 |
1.5982 |
1.6073 |
|
| S3 |
1.5817 |
1.5878 |
1.6058 |
|
| S4 |
1.5652 |
1.5713 |
1.6012 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6559 |
1.6494 |
1.6225 |
|
| R3 |
1.6419 |
1.6354 |
1.6187 |
|
| R2 |
1.6279 |
1.6279 |
1.6174 |
|
| R1 |
1.6214 |
1.6214 |
1.6161 |
1.6177 |
| PP |
1.6139 |
1.6139 |
1.6139 |
1.6121 |
| S1 |
1.6074 |
1.6074 |
1.6135 |
1.6037 |
| S2 |
1.5999 |
1.5999 |
1.6122 |
|
| S3 |
1.5859 |
1.5934 |
1.6110 |
|
| S4 |
1.5719 |
1.5794 |
1.6071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6314 |
1.6065 |
0.0249 |
1.5% |
0.0125 |
0.8% |
15% |
False |
False |
75,270 |
| 10 |
1.6314 |
1.6065 |
0.0249 |
1.5% |
0.0105 |
0.7% |
15% |
False |
False |
72,418 |
| 20 |
1.6314 |
1.6000 |
0.0314 |
1.9% |
0.0088 |
0.5% |
33% |
False |
False |
60,599 |
| 40 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0066 |
0.4% |
57% |
False |
False |
30,412 |
| 60 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0057 |
0.4% |
57% |
False |
False |
20,286 |
| 80 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0055 |
0.3% |
57% |
False |
False |
15,223 |
| 100 |
1.6314 |
1.5661 |
0.0653 |
4.1% |
0.0046 |
0.3% |
68% |
False |
False |
12,181 |
| 120 |
1.6314 |
1.5500 |
0.0814 |
5.1% |
0.0039 |
0.2% |
74% |
False |
False |
10,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6953 |
|
2.618 |
1.6684 |
|
1.618 |
1.6519 |
|
1.000 |
1.6417 |
|
0.618 |
1.6354 |
|
HIGH |
1.6252 |
|
0.618 |
1.6189 |
|
0.500 |
1.6170 |
|
0.382 |
1.6150 |
|
LOW |
1.6087 |
|
0.618 |
1.5985 |
|
1.000 |
1.5922 |
|
1.618 |
1.5820 |
|
2.618 |
1.5655 |
|
4.250 |
1.5386 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6170 |
1.6201 |
| PP |
1.6147 |
1.6168 |
| S1 |
1.6125 |
1.6136 |
|