CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6052 |
1.6014 |
-0.0038 |
-0.2% |
1.6162 |
| High |
1.6071 |
1.6164 |
0.0093 |
0.6% |
1.6314 |
| Low |
1.5988 |
1.6000 |
0.0012 |
0.1% |
1.5945 |
| Close |
1.6012 |
1.6149 |
0.0137 |
0.9% |
1.6059 |
| Range |
0.0083 |
0.0164 |
0.0081 |
97.6% |
0.0369 |
| ATR |
0.0093 |
0.0098 |
0.0005 |
5.5% |
0.0000 |
| Volume |
106,874 |
130,556 |
23,682 |
22.2% |
365,958 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6596 |
1.6537 |
1.6239 |
|
| R3 |
1.6432 |
1.6373 |
1.6194 |
|
| R2 |
1.6268 |
1.6268 |
1.6179 |
|
| R1 |
1.6209 |
1.6209 |
1.6164 |
1.6239 |
| PP |
1.6104 |
1.6104 |
1.6104 |
1.6119 |
| S1 |
1.6045 |
1.6045 |
1.6134 |
1.6075 |
| S2 |
1.5940 |
1.5940 |
1.6119 |
|
| S3 |
1.5776 |
1.5881 |
1.6104 |
|
| S4 |
1.5612 |
1.5717 |
1.6059 |
|
|
| 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 |
1.6164 |
1.5945 |
0.0219 |
1.4% |
0.0120 |
0.7% |
93% |
True |
False |
109,263 |
| 10 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0123 |
0.8% |
55% |
False |
False |
92,266 |
| 20 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0102 |
0.6% |
55% |
False |
False |
84,094 |
| 40 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0077 |
0.5% |
66% |
False |
False |
44,064 |
| 60 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0064 |
0.4% |
66% |
False |
False |
29,390 |
| 80 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0061 |
0.4% |
66% |
False |
False |
22,050 |
| 100 |
1.6314 |
1.5702 |
0.0612 |
3.8% |
0.0051 |
0.3% |
73% |
False |
False |
17,643 |
| 120 |
1.6314 |
1.5500 |
0.0814 |
5.0% |
0.0044 |
0.3% |
80% |
False |
False |
14,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6861 |
|
2.618 |
1.6593 |
|
1.618 |
1.6429 |
|
1.000 |
1.6328 |
|
0.618 |
1.6265 |
|
HIGH |
1.6164 |
|
0.618 |
1.6101 |
|
0.500 |
1.6082 |
|
0.382 |
1.6063 |
|
LOW |
1.6000 |
|
0.618 |
1.5899 |
|
1.000 |
1.5836 |
|
1.618 |
1.5735 |
|
2.618 |
1.5571 |
|
4.250 |
1.5303 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6127 |
1.6125 |
| PP |
1.6104 |
1.6100 |
| S1 |
1.6082 |
1.6076 |
|