CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5112 |
1.5166 |
0.0054 |
0.4% |
1.5487 |
| High |
1.5198 |
1.5218 |
0.0020 |
0.1% |
1.5512 |
| Low |
1.5082 |
1.5110 |
0.0028 |
0.2% |
1.5124 |
| Close |
1.5187 |
1.5129 |
-0.0058 |
-0.4% |
1.5239 |
| Range |
0.0116 |
0.0108 |
-0.0008 |
-6.9% |
0.0388 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
171,181 |
151,346 |
-19,835 |
-11.6% |
642,830 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5476 |
1.5411 |
1.5188 |
|
| R3 |
1.5368 |
1.5303 |
1.5159 |
|
| R2 |
1.5260 |
1.5260 |
1.5149 |
|
| R1 |
1.5195 |
1.5195 |
1.5139 |
1.5174 |
| PP |
1.5152 |
1.5152 |
1.5152 |
1.5142 |
| S1 |
1.5087 |
1.5087 |
1.5119 |
1.5066 |
| S2 |
1.5044 |
1.5044 |
1.5109 |
|
| S3 |
1.4936 |
1.4979 |
1.5099 |
|
| S4 |
1.4828 |
1.4871 |
1.5070 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6456 |
1.6235 |
1.5452 |
|
| R3 |
1.6068 |
1.5847 |
1.5346 |
|
| R2 |
1.5680 |
1.5680 |
1.5310 |
|
| R1 |
1.5459 |
1.5459 |
1.5275 |
1.5376 |
| PP |
1.5292 |
1.5292 |
1.5292 |
1.5250 |
| S1 |
1.5071 |
1.5071 |
1.5203 |
1.4988 |
| S2 |
1.4904 |
1.4904 |
1.5168 |
|
| S3 |
1.4516 |
1.4683 |
1.5132 |
|
| S4 |
1.4128 |
1.4295 |
1.5026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5449 |
1.5082 |
0.0367 |
2.4% |
0.0159 |
1.1% |
13% |
False |
False |
163,185 |
| 10 |
1.5686 |
1.5082 |
0.0604 |
4.0% |
0.0132 |
0.9% |
8% |
False |
False |
146,921 |
| 20 |
1.5874 |
1.5082 |
0.0792 |
5.2% |
0.0126 |
0.8% |
6% |
False |
False |
135,451 |
| 40 |
1.6314 |
1.5082 |
0.1232 |
8.1% |
0.0118 |
0.8% |
4% |
False |
False |
123,933 |
| 60 |
1.6314 |
1.5082 |
0.1232 |
8.1% |
0.0103 |
0.7% |
4% |
False |
False |
97,917 |
| 80 |
1.6314 |
1.5082 |
0.1232 |
8.1% |
0.0087 |
0.6% |
4% |
False |
False |
73,452 |
| 100 |
1.6314 |
1.5082 |
0.1232 |
8.1% |
0.0079 |
0.5% |
4% |
False |
False |
58,769 |
| 120 |
1.6314 |
1.5082 |
0.1232 |
8.1% |
0.0072 |
0.5% |
4% |
False |
False |
48,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5677 |
|
2.618 |
1.5501 |
|
1.618 |
1.5393 |
|
1.000 |
1.5326 |
|
0.618 |
1.5285 |
|
HIGH |
1.5218 |
|
0.618 |
1.5177 |
|
0.500 |
1.5164 |
|
0.382 |
1.5151 |
|
LOW |
1.5110 |
|
0.618 |
1.5043 |
|
1.000 |
1.5002 |
|
1.618 |
1.4935 |
|
2.618 |
1.4827 |
|
4.250 |
1.4651 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5164 |
1.5201 |
| PP |
1.5152 |
1.5177 |
| S1 |
1.5141 |
1.5153 |
|