CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 08-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6075 |
1.6120 |
0.0045 |
0.3% |
1.6162 |
| High |
1.6113 |
1.6123 |
0.0010 |
0.1% |
1.6314 |
| Low |
1.6017 |
1.6025 |
0.0008 |
0.0% |
1.5945 |
| Close |
1.6102 |
1.6054 |
-0.0048 |
-0.3% |
1.6059 |
| Range |
0.0096 |
0.0098 |
0.0002 |
2.1% |
0.0369 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.4% |
0.0000 |
| Volume |
96,245 |
85,885 |
-10,360 |
-10.8% |
365,958 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6361 |
1.6306 |
1.6108 |
|
| R3 |
1.6263 |
1.6208 |
1.6081 |
|
| R2 |
1.6165 |
1.6165 |
1.6072 |
|
| R1 |
1.6110 |
1.6110 |
1.6063 |
1.6089 |
| PP |
1.6067 |
1.6067 |
1.6067 |
1.6057 |
| S1 |
1.6012 |
1.6012 |
1.6045 |
1.5991 |
| S2 |
1.5969 |
1.5969 |
1.6036 |
|
| S3 |
1.5871 |
1.5914 |
1.6027 |
|
| S4 |
1.5773 |
1.5816 |
1.6000 |
|
|
| 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% |
0.0122 |
0.8% |
30% |
False |
False |
97,587 |
| 10 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0115 |
0.7% |
30% |
False |
False |
75,164 |
| 20 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0096 |
0.6% |
30% |
False |
False |
75,093 |
| 40 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0072 |
0.4% |
47% |
False |
False |
38,130 |
| 60 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0061 |
0.4% |
47% |
False |
False |
25,433 |
| 80 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0058 |
0.4% |
47% |
False |
False |
19,083 |
| 100 |
1.6314 |
1.5661 |
0.0653 |
4.1% |
0.0049 |
0.3% |
60% |
False |
False |
15,269 |
| 120 |
1.6314 |
1.5500 |
0.0814 |
5.1% |
0.0041 |
0.3% |
68% |
False |
False |
12,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6540 |
|
2.618 |
1.6380 |
|
1.618 |
1.6282 |
|
1.000 |
1.6221 |
|
0.618 |
1.6184 |
|
HIGH |
1.6123 |
|
0.618 |
1.6086 |
|
0.500 |
1.6074 |
|
0.382 |
1.6062 |
|
LOW |
1.6025 |
|
0.618 |
1.5964 |
|
1.000 |
1.5927 |
|
1.618 |
1.5866 |
|
2.618 |
1.5768 |
|
4.250 |
1.5609 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6074 |
1.6047 |
| PP |
1.6067 |
1.6041 |
| S1 |
1.6061 |
1.6034 |
|