CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5836 |
1.5828 |
-0.0008 |
-0.1% |
1.6129 |
| High |
1.5888 |
1.5848 |
-0.0040 |
-0.3% |
1.6151 |
| Low |
1.5797 |
1.5752 |
-0.0045 |
-0.3% |
1.5847 |
| Close |
1.5836 |
1.5787 |
-0.0049 |
-0.3% |
1.5859 |
| Range |
0.0091 |
0.0096 |
0.0005 |
5.5% |
0.0304 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
117,500 |
126,741 |
9,241 |
7.9% |
615,257 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6084 |
1.6031 |
1.5840 |
|
| R3 |
1.5988 |
1.5935 |
1.5813 |
|
| R2 |
1.5892 |
1.5892 |
1.5805 |
|
| R1 |
1.5839 |
1.5839 |
1.5796 |
1.5818 |
| PP |
1.5796 |
1.5796 |
1.5796 |
1.5785 |
| S1 |
1.5743 |
1.5743 |
1.5778 |
1.5722 |
| S2 |
1.5700 |
1.5700 |
1.5769 |
|
| S3 |
1.5604 |
1.5647 |
1.5761 |
|
| S4 |
1.5508 |
1.5551 |
1.5734 |
|
|
| 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 |
1.6035 |
1.5752 |
0.0283 |
1.8% |
0.0103 |
0.7% |
12% |
False |
True |
143,801 |
| 10 |
1.6166 |
1.5752 |
0.0414 |
2.6% |
0.0106 |
0.7% |
8% |
False |
True |
127,985 |
| 20 |
1.6314 |
1.5752 |
0.0562 |
3.6% |
0.0109 |
0.7% |
6% |
False |
True |
105,151 |
| 40 |
1.6314 |
1.5752 |
0.0562 |
3.6% |
0.0090 |
0.6% |
6% |
False |
True |
72,779 |
| 60 |
1.6314 |
1.5752 |
0.0562 |
3.6% |
0.0071 |
0.5% |
6% |
False |
True |
48,539 |
| 80 |
1.6314 |
1.5752 |
0.0562 |
3.6% |
0.0066 |
0.4% |
6% |
False |
True |
36,413 |
| 100 |
1.6314 |
1.5752 |
0.0562 |
3.6% |
0.0059 |
0.4% |
6% |
False |
True |
29,136 |
| 120 |
1.6314 |
1.5607 |
0.0707 |
4.5% |
0.0051 |
0.3% |
25% |
False |
False |
24,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6256 |
|
2.618 |
1.6099 |
|
1.618 |
1.6003 |
|
1.000 |
1.5944 |
|
0.618 |
1.5907 |
|
HIGH |
1.5848 |
|
0.618 |
1.5811 |
|
0.500 |
1.5800 |
|
0.382 |
1.5789 |
|
LOW |
1.5752 |
|
0.618 |
1.5693 |
|
1.000 |
1.5656 |
|
1.618 |
1.5597 |
|
2.618 |
1.5501 |
|
4.250 |
1.5344 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5800 |
1.5821 |
| PP |
1.5796 |
1.5809 |
| S1 |
1.5791 |
1.5798 |
|