CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5537 |
1.5493 |
-0.0044 |
-0.3% |
1.5787 |
| High |
1.5540 |
1.5548 |
0.0008 |
0.1% |
1.5807 |
| Low |
1.5471 |
1.5459 |
-0.0012 |
-0.1% |
1.5459 |
| Close |
1.5482 |
1.5512 |
0.0030 |
0.2% |
1.5512 |
| Range |
0.0069 |
0.0089 |
0.0020 |
29.0% |
0.0348 |
| ATR |
0.0111 |
0.0110 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
107,884 |
116,507 |
8,623 |
8.0% |
609,588 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5773 |
1.5732 |
1.5561 |
|
| R3 |
1.5684 |
1.5643 |
1.5536 |
|
| R2 |
1.5595 |
1.5595 |
1.5528 |
|
| R1 |
1.5554 |
1.5554 |
1.5520 |
1.5575 |
| PP |
1.5506 |
1.5506 |
1.5506 |
1.5517 |
| S1 |
1.5465 |
1.5465 |
1.5504 |
1.5486 |
| S2 |
1.5417 |
1.5417 |
1.5496 |
|
| S3 |
1.5328 |
1.5376 |
1.5488 |
|
| S4 |
1.5239 |
1.5287 |
1.5463 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6637 |
1.6422 |
1.5703 |
|
| R3 |
1.6289 |
1.6074 |
1.5608 |
|
| R2 |
1.5941 |
1.5941 |
1.5576 |
|
| R1 |
1.5726 |
1.5726 |
1.5544 |
1.5660 |
| PP |
1.5593 |
1.5593 |
1.5593 |
1.5559 |
| S1 |
1.5378 |
1.5378 |
1.5480 |
1.5312 |
| S2 |
1.5245 |
1.5245 |
1.5448 |
|
| S3 |
1.4897 |
1.5030 |
1.5416 |
|
| S4 |
1.4549 |
1.4682 |
1.5321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5807 |
1.5459 |
0.0348 |
2.2% |
0.0117 |
0.8% |
15% |
False |
True |
121,917 |
| 10 |
1.5842 |
1.5459 |
0.0383 |
2.5% |
0.0115 |
0.7% |
14% |
False |
True |
127,572 |
| 20 |
1.6004 |
1.5459 |
0.0545 |
3.5% |
0.0113 |
0.7% |
10% |
False |
True |
129,651 |
| 40 |
1.6314 |
1.5459 |
0.0855 |
5.5% |
0.0109 |
0.7% |
6% |
False |
True |
110,461 |
| 60 |
1.6314 |
1.5459 |
0.0855 |
5.5% |
0.0094 |
0.6% |
6% |
False |
True |
81,838 |
| 80 |
1.6314 |
1.5459 |
0.0855 |
5.5% |
0.0079 |
0.5% |
6% |
False |
True |
61,391 |
| 100 |
1.6314 |
1.5459 |
0.0855 |
5.5% |
0.0074 |
0.5% |
6% |
False |
True |
49,118 |
| 120 |
1.6314 |
1.5459 |
0.0855 |
5.5% |
0.0065 |
0.4% |
6% |
False |
True |
40,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5926 |
|
2.618 |
1.5781 |
|
1.618 |
1.5692 |
|
1.000 |
1.5637 |
|
0.618 |
1.5603 |
|
HIGH |
1.5548 |
|
0.618 |
1.5514 |
|
0.500 |
1.5504 |
|
0.382 |
1.5493 |
|
LOW |
1.5459 |
|
0.618 |
1.5404 |
|
1.000 |
1.5370 |
|
1.618 |
1.5315 |
|
2.618 |
1.5226 |
|
4.250 |
1.5081 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5509 |
1.5573 |
| PP |
1.5506 |
1.5552 |
| S1 |
1.5504 |
1.5532 |
|