CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5993 |
1.5995 |
0.0002 |
0.0% |
1.6129 |
| High |
1.6035 |
1.6004 |
-0.0031 |
-0.2% |
1.6151 |
| Low |
1.5951 |
1.5847 |
-0.0104 |
-0.7% |
1.5847 |
| Close |
1.6004 |
1.5859 |
-0.0145 |
-0.9% |
1.5859 |
| Range |
0.0084 |
0.0157 |
0.0073 |
86.9% |
0.0304 |
| ATR |
0.0096 |
0.0101 |
0.0004 |
4.5% |
0.0000 |
| Volume |
124,649 |
160,777 |
36,128 |
29.0% |
615,257 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6374 |
1.6274 |
1.5945 |
|
| R3 |
1.6217 |
1.6117 |
1.5902 |
|
| R2 |
1.6060 |
1.6060 |
1.5888 |
|
| R1 |
1.5960 |
1.5960 |
1.5873 |
1.5932 |
| PP |
1.5903 |
1.5903 |
1.5903 |
1.5889 |
| S1 |
1.5803 |
1.5803 |
1.5845 |
1.5775 |
| S2 |
1.5746 |
1.5746 |
1.5830 |
|
| S3 |
1.5589 |
1.5646 |
1.5816 |
|
| S4 |
1.5432 |
1.5489 |
1.5773 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6864 |
1.6666 |
1.6026 |
|
| R3 |
1.6560 |
1.6362 |
1.5943 |
|
| R2 |
1.6256 |
1.6256 |
1.5915 |
|
| R1 |
1.6058 |
1.6058 |
1.5887 |
1.6005 |
| PP |
1.5952 |
1.5952 |
1.5952 |
1.5926 |
| S1 |
1.5754 |
1.5754 |
1.5831 |
1.5701 |
| S2 |
1.5648 |
1.5648 |
1.5803 |
|
| S3 |
1.5344 |
1.5450 |
1.5775 |
|
| S4 |
1.5040 |
1.5146 |
1.5692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6151 |
1.5847 |
0.0304 |
1.9% |
0.0108 |
0.7% |
4% |
False |
True |
123,051 |
| 10 |
1.6166 |
1.5847 |
0.0319 |
2.0% |
0.0106 |
0.7% |
4% |
False |
True |
113,527 |
| 20 |
1.6314 |
1.5847 |
0.0467 |
2.9% |
0.0110 |
0.7% |
3% |
False |
True |
94,636 |
| 40 |
1.6314 |
1.5847 |
0.0467 |
2.9% |
0.0088 |
0.6% |
3% |
False |
True |
61,950 |
| 60 |
1.6314 |
1.5828 |
0.0486 |
3.1% |
0.0069 |
0.4% |
6% |
False |
False |
41,316 |
| 80 |
1.6314 |
1.5828 |
0.0486 |
3.1% |
0.0065 |
0.4% |
6% |
False |
False |
30,994 |
| 100 |
1.6314 |
1.5781 |
0.0533 |
3.4% |
0.0057 |
0.4% |
15% |
False |
False |
24,800 |
| 120 |
1.6314 |
1.5500 |
0.0814 |
5.1% |
0.0049 |
0.3% |
44% |
False |
False |
20,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6671 |
|
2.618 |
1.6415 |
|
1.618 |
1.6258 |
|
1.000 |
1.6161 |
|
0.618 |
1.6101 |
|
HIGH |
1.6004 |
|
0.618 |
1.5944 |
|
0.500 |
1.5926 |
|
0.382 |
1.5907 |
|
LOW |
1.5847 |
|
0.618 |
1.5750 |
|
1.000 |
1.5690 |
|
1.618 |
1.5593 |
|
2.618 |
1.5436 |
|
4.250 |
1.5180 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5926 |
1.5962 |
| PP |
1.5903 |
1.5927 |
| S1 |
1.5881 |
1.5893 |
|