CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5785 |
1.5766 |
-0.0019 |
-0.1% |
1.5843 |
| High |
1.5823 |
1.5795 |
-0.0028 |
-0.2% |
1.5889 |
| Low |
1.5741 |
1.5670 |
-0.0071 |
-0.5% |
1.5741 |
| Close |
1.5795 |
1.5692 |
-0.0103 |
-0.7% |
1.5795 |
| Range |
0.0082 |
0.0125 |
0.0043 |
52.4% |
0.0148 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
2.0% |
0.0000 |
| Volume |
136,876 |
118,120 |
-18,756 |
-13.7% |
570,459 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6094 |
1.6018 |
1.5761 |
|
| R3 |
1.5969 |
1.5893 |
1.5726 |
|
| R2 |
1.5844 |
1.5844 |
1.5715 |
|
| R1 |
1.5768 |
1.5768 |
1.5703 |
1.5744 |
| PP |
1.5719 |
1.5719 |
1.5719 |
1.5707 |
| S1 |
1.5643 |
1.5643 |
1.5681 |
1.5619 |
| S2 |
1.5594 |
1.5594 |
1.5669 |
|
| S3 |
1.5469 |
1.5518 |
1.5658 |
|
| S4 |
1.5344 |
1.5393 |
1.5623 |
|
|
| 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 |
1.5889 |
1.5670 |
0.0219 |
1.4% |
0.0096 |
0.6% |
10% |
False |
True |
137,715 |
| 10 |
1.6151 |
1.5670 |
0.0481 |
3.1% |
0.0102 |
0.7% |
5% |
False |
True |
130,383 |
| 20 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0110 |
0.7% |
3% |
False |
True |
112,415 |
| 40 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0092 |
0.6% |
3% |
False |
True |
79,151 |
| 60 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0075 |
0.5% |
3% |
False |
True |
52,786 |
| 80 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0068 |
0.4% |
3% |
False |
True |
39,599 |
| 100 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0061 |
0.4% |
3% |
False |
True |
31,686 |
| 120 |
1.6314 |
1.5626 |
0.0688 |
4.4% |
0.0053 |
0.3% |
10% |
False |
False |
26,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6326 |
|
2.618 |
1.6122 |
|
1.618 |
1.5997 |
|
1.000 |
1.5920 |
|
0.618 |
1.5872 |
|
HIGH |
1.5795 |
|
0.618 |
1.5747 |
|
0.500 |
1.5733 |
|
0.382 |
1.5718 |
|
LOW |
1.5670 |
|
0.618 |
1.5593 |
|
1.000 |
1.5545 |
|
1.618 |
1.5468 |
|
2.618 |
1.5343 |
|
4.250 |
1.5139 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5733 |
1.5759 |
| PP |
1.5719 |
1.5737 |
| S1 |
1.5706 |
1.5714 |
|