CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5843 |
1.5836 |
-0.0007 |
0.0% |
1.6129 |
| High |
1.5889 |
1.5888 |
-0.0001 |
0.0% |
1.6151 |
| Low |
1.5801 |
1.5797 |
-0.0004 |
0.0% |
1.5847 |
| Close |
1.5841 |
1.5836 |
-0.0005 |
0.0% |
1.5859 |
| Range |
0.0088 |
0.0091 |
0.0003 |
3.4% |
0.0304 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
189,342 |
117,500 |
-71,842 |
-37.9% |
615,257 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6113 |
1.6066 |
1.5886 |
|
| R3 |
1.6022 |
1.5975 |
1.5861 |
|
| R2 |
1.5931 |
1.5931 |
1.5853 |
|
| R1 |
1.5884 |
1.5884 |
1.5844 |
1.5882 |
| PP |
1.5840 |
1.5840 |
1.5840 |
1.5839 |
| S1 |
1.5793 |
1.5793 |
1.5828 |
1.5791 |
| S2 |
1.5749 |
1.5749 |
1.5819 |
|
| S3 |
1.5658 |
1.5702 |
1.5811 |
|
| S4 |
1.5567 |
1.5611 |
1.5786 |
|
|
| 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 |
1.6076 |
1.5797 |
0.0279 |
1.8% |
0.0105 |
0.7% |
14% |
False |
True |
142,186 |
| 10 |
1.6166 |
1.5797 |
0.0369 |
2.3% |
0.0105 |
0.7% |
11% |
False |
True |
125,998 |
| 20 |
1.6314 |
1.5797 |
0.0517 |
3.3% |
0.0110 |
0.7% |
8% |
False |
True |
100,581 |
| 40 |
1.6314 |
1.5797 |
0.0517 |
3.3% |
0.0088 |
0.6% |
8% |
False |
True |
69,618 |
| 60 |
1.6314 |
1.5797 |
0.0517 |
3.3% |
0.0070 |
0.4% |
8% |
False |
True |
46,428 |
| 80 |
1.6314 |
1.5797 |
0.0517 |
3.3% |
0.0066 |
0.4% |
8% |
False |
True |
34,829 |
| 100 |
1.6314 |
1.5781 |
0.0533 |
3.4% |
0.0058 |
0.4% |
10% |
False |
False |
27,868 |
| 120 |
1.6314 |
1.5500 |
0.0814 |
5.1% |
0.0050 |
0.3% |
41% |
False |
False |
23,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6275 |
|
2.618 |
1.6126 |
|
1.618 |
1.6035 |
|
1.000 |
1.5979 |
|
0.618 |
1.5944 |
|
HIGH |
1.5888 |
|
0.618 |
1.5853 |
|
0.500 |
1.5843 |
|
0.382 |
1.5832 |
|
LOW |
1.5797 |
|
0.618 |
1.5741 |
|
1.000 |
1.5706 |
|
1.618 |
1.5650 |
|
2.618 |
1.5559 |
|
4.250 |
1.5410 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5843 |
1.5901 |
| PP |
1.5840 |
1.5879 |
| S1 |
1.5838 |
1.5858 |
|