CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5493 |
1.5487 |
-0.0006 |
0.0% |
1.5787 |
| High |
1.5548 |
1.5512 |
-0.0036 |
-0.2% |
1.5807 |
| Low |
1.5459 |
1.5412 |
-0.0047 |
-0.3% |
1.5459 |
| Close |
1.5512 |
1.5422 |
-0.0090 |
-0.6% |
1.5512 |
| Range |
0.0089 |
0.0100 |
0.0011 |
12.4% |
0.0348 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
116,507 |
149,430 |
32,923 |
28.3% |
609,588 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5749 |
1.5685 |
1.5477 |
|
| R3 |
1.5649 |
1.5585 |
1.5450 |
|
| R2 |
1.5549 |
1.5549 |
1.5440 |
|
| R1 |
1.5485 |
1.5485 |
1.5431 |
1.5467 |
| PP |
1.5449 |
1.5449 |
1.5449 |
1.5440 |
| S1 |
1.5385 |
1.5385 |
1.5413 |
1.5367 |
| S2 |
1.5349 |
1.5349 |
1.5404 |
|
| S3 |
1.5249 |
1.5285 |
1.5395 |
|
| S4 |
1.5149 |
1.5185 |
1.5367 |
|
|
| 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 |
1.5686 |
1.5412 |
0.0274 |
1.8% |
0.0105 |
0.7% |
4% |
False |
True |
130,657 |
| 10 |
1.5842 |
1.5412 |
0.0430 |
2.8% |
0.0117 |
0.8% |
2% |
False |
True |
132,131 |
| 20 |
1.5889 |
1.5412 |
0.0477 |
3.1% |
0.0110 |
0.7% |
2% |
False |
True |
129,083 |
| 40 |
1.6314 |
1.5412 |
0.0902 |
5.8% |
0.0110 |
0.7% |
1% |
False |
True |
111,860 |
| 60 |
1.6314 |
1.5412 |
0.0902 |
5.8% |
0.0095 |
0.6% |
1% |
False |
True |
84,328 |
| 80 |
1.6314 |
1.5412 |
0.0902 |
5.8% |
0.0079 |
0.5% |
1% |
False |
True |
63,258 |
| 100 |
1.6314 |
1.5412 |
0.0902 |
5.8% |
0.0074 |
0.5% |
1% |
False |
True |
50,612 |
| 120 |
1.6314 |
1.5412 |
0.0902 |
5.8% |
0.0065 |
0.4% |
1% |
False |
True |
42,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5937 |
|
2.618 |
1.5774 |
|
1.618 |
1.5674 |
|
1.000 |
1.5612 |
|
0.618 |
1.5574 |
|
HIGH |
1.5512 |
|
0.618 |
1.5474 |
|
0.500 |
1.5462 |
|
0.382 |
1.5450 |
|
LOW |
1.5412 |
|
0.618 |
1.5350 |
|
1.000 |
1.5312 |
|
1.618 |
1.5250 |
|
2.618 |
1.5150 |
|
4.250 |
1.4987 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5462 |
1.5480 |
| PP |
1.5449 |
1.5461 |
| S1 |
1.5435 |
1.5441 |
|