CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5828 |
1.5785 |
-0.0043 |
-0.3% |
1.5843 |
| High |
1.5848 |
1.5823 |
-0.0025 |
-0.2% |
1.5889 |
| Low |
1.5752 |
1.5741 |
-0.0011 |
-0.1% |
1.5741 |
| Close |
1.5787 |
1.5795 |
0.0008 |
0.1% |
1.5795 |
| Range |
0.0096 |
0.0082 |
-0.0014 |
-14.6% |
0.0148 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
126,741 |
136,876 |
10,135 |
8.0% |
570,459 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6032 |
1.5996 |
1.5840 |
|
| R3 |
1.5950 |
1.5914 |
1.5818 |
|
| R2 |
1.5868 |
1.5868 |
1.5810 |
|
| R1 |
1.5832 |
1.5832 |
1.5803 |
1.5850 |
| PP |
1.5786 |
1.5786 |
1.5786 |
1.5796 |
| S1 |
1.5750 |
1.5750 |
1.5787 |
1.5768 |
| S2 |
1.5704 |
1.5704 |
1.5780 |
|
| S3 |
1.5622 |
1.5668 |
1.5772 |
|
| S4 |
1.5540 |
1.5586 |
1.5750 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6252 |
1.6172 |
1.5876 |
|
| R3 |
1.6104 |
1.6024 |
1.5836 |
|
| R2 |
1.5956 |
1.5956 |
1.5822 |
|
| R1 |
1.5876 |
1.5876 |
1.5809 |
1.5842 |
| PP |
1.5808 |
1.5808 |
1.5808 |
1.5792 |
| S1 |
1.5728 |
1.5728 |
1.5781 |
1.5694 |
| S2 |
1.5660 |
1.5660 |
1.5768 |
|
| S3 |
1.5512 |
1.5580 |
1.5754 |
|
| S4 |
1.5364 |
1.5432 |
1.5714 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6004 |
1.5741 |
0.0263 |
1.7% |
0.0103 |
0.7% |
21% |
False |
True |
146,247 |
| 10 |
1.6166 |
1.5741 |
0.0425 |
2.7% |
0.0098 |
0.6% |
13% |
False |
True |
128,617 |
| 20 |
1.6314 |
1.5741 |
0.0573 |
3.6% |
0.0110 |
0.7% |
9% |
False |
True |
110,442 |
| 40 |
1.6314 |
1.5741 |
0.0573 |
3.6% |
0.0091 |
0.6% |
9% |
False |
True |
76,200 |
| 60 |
1.6314 |
1.5741 |
0.0573 |
3.6% |
0.0073 |
0.5% |
9% |
False |
True |
50,819 |
| 80 |
1.6314 |
1.5741 |
0.0573 |
3.6% |
0.0067 |
0.4% |
9% |
False |
True |
38,123 |
| 100 |
1.6314 |
1.5741 |
0.0573 |
3.6% |
0.0060 |
0.4% |
9% |
False |
True |
30,505 |
| 120 |
1.6314 |
1.5607 |
0.0707 |
4.5% |
0.0052 |
0.3% |
27% |
False |
False |
25,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6172 |
|
2.618 |
1.6038 |
|
1.618 |
1.5956 |
|
1.000 |
1.5905 |
|
0.618 |
1.5874 |
|
HIGH |
1.5823 |
|
0.618 |
1.5792 |
|
0.500 |
1.5782 |
|
0.382 |
1.5772 |
|
LOW |
1.5741 |
|
0.618 |
1.5690 |
|
1.000 |
1.5659 |
|
1.618 |
1.5608 |
|
2.618 |
1.5526 |
|
4.250 |
1.5393 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5791 |
1.5815 |
| PP |
1.5786 |
1.5808 |
| S1 |
1.5782 |
1.5802 |
|