CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6014 |
1.6162 |
0.0148 |
0.9% |
1.6075 |
| High |
1.6164 |
1.6166 |
0.0002 |
0.0% |
1.6166 |
| Low |
1.6000 |
1.6084 |
0.0084 |
0.5% |
1.5988 |
| Close |
1.6149 |
1.6118 |
-0.0031 |
-0.2% |
1.6118 |
| Range |
0.0164 |
0.0082 |
-0.0082 |
-50.0% |
0.0178 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
130,556 |
100,457 |
-30,099 |
-23.1% |
520,017 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6369 |
1.6325 |
1.6163 |
|
| R3 |
1.6287 |
1.6243 |
1.6141 |
|
| R2 |
1.6205 |
1.6205 |
1.6133 |
|
| R1 |
1.6161 |
1.6161 |
1.6126 |
1.6142 |
| PP |
1.6123 |
1.6123 |
1.6123 |
1.6113 |
| S1 |
1.6079 |
1.6079 |
1.6110 |
1.6060 |
| S2 |
1.6041 |
1.6041 |
1.6103 |
|
| S3 |
1.5959 |
1.5997 |
1.6095 |
|
| S4 |
1.5877 |
1.5915 |
1.6073 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6625 |
1.6549 |
1.6216 |
|
| R3 |
1.6447 |
1.6371 |
1.6167 |
|
| R2 |
1.6269 |
1.6269 |
1.6151 |
|
| R1 |
1.6193 |
1.6193 |
1.6134 |
1.6231 |
| PP |
1.6091 |
1.6091 |
1.6091 |
1.6110 |
| S1 |
1.6015 |
1.6015 |
1.6102 |
1.6053 |
| S2 |
1.5913 |
1.5913 |
1.6085 |
|
| S3 |
1.5735 |
1.5837 |
1.6069 |
|
| S4 |
1.5557 |
1.5659 |
1.6020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6166 |
1.5988 |
0.0178 |
1.1% |
0.0105 |
0.6% |
73% |
True |
False |
104,003 |
| 10 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0117 |
0.7% |
47% |
False |
False |
94,447 |
| 20 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0101 |
0.6% |
47% |
False |
False |
85,475 |
| 40 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0078 |
0.5% |
60% |
False |
False |
46,574 |
| 60 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0065 |
0.4% |
60% |
False |
False |
31,064 |
| 80 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0062 |
0.4% |
60% |
False |
False |
23,306 |
| 100 |
1.6314 |
1.5771 |
0.0543 |
3.4% |
0.0052 |
0.3% |
64% |
False |
False |
18,648 |
| 120 |
1.6314 |
1.5500 |
0.0814 |
5.1% |
0.0044 |
0.3% |
76% |
False |
False |
15,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6515 |
|
2.618 |
1.6381 |
|
1.618 |
1.6299 |
|
1.000 |
1.6248 |
|
0.618 |
1.6217 |
|
HIGH |
1.6166 |
|
0.618 |
1.6135 |
|
0.500 |
1.6125 |
|
0.382 |
1.6115 |
|
LOW |
1.6084 |
|
0.618 |
1.6033 |
|
1.000 |
1.6002 |
|
1.618 |
1.5951 |
|
2.618 |
1.5869 |
|
4.250 |
1.5736 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6125 |
1.6104 |
| PP |
1.6123 |
1.6091 |
| S1 |
1.6120 |
1.6077 |
|