CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5126 |
1.5157 |
0.0031 |
0.2% |
1.5487 |
| High |
1.5187 |
1.5221 |
0.0034 |
0.2% |
1.5512 |
| Low |
1.5079 |
1.5146 |
0.0067 |
0.4% |
1.5124 |
| Close |
1.5146 |
1.5172 |
0.0026 |
0.2% |
1.5239 |
| Range |
0.0108 |
0.0075 |
-0.0033 |
-30.6% |
0.0388 |
| ATR |
0.0124 |
0.0121 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
134,279 |
120,311 |
-13,968 |
-10.4% |
642,830 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5405 |
1.5363 |
1.5213 |
|
| R3 |
1.5330 |
1.5288 |
1.5193 |
|
| R2 |
1.5255 |
1.5255 |
1.5186 |
|
| R1 |
1.5213 |
1.5213 |
1.5179 |
1.5234 |
| PP |
1.5180 |
1.5180 |
1.5180 |
1.5190 |
| S1 |
1.5138 |
1.5138 |
1.5165 |
1.5159 |
| S2 |
1.5105 |
1.5105 |
1.5158 |
|
| S3 |
1.5030 |
1.5063 |
1.5151 |
|
| S4 |
1.4955 |
1.4988 |
1.5131 |
|
|
| 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 |
1.5320 |
1.5079 |
0.0241 |
1.6% |
0.0114 |
0.8% |
39% |
False |
False |
143,918 |
| 10 |
1.5548 |
1.5079 |
0.0469 |
3.1% |
0.0124 |
0.8% |
20% |
False |
False |
144,433 |
| 20 |
1.5874 |
1.5079 |
0.0795 |
5.2% |
0.0126 |
0.8% |
12% |
False |
False |
137,695 |
| 40 |
1.6314 |
1.5079 |
0.1235 |
8.1% |
0.0116 |
0.8% |
8% |
False |
False |
127,331 |
| 60 |
1.6314 |
1.5079 |
0.1235 |
8.1% |
0.0105 |
0.7% |
8% |
False |
False |
102,134 |
| 80 |
1.6314 |
1.5079 |
0.1235 |
8.1% |
0.0089 |
0.6% |
8% |
False |
False |
76,634 |
| 100 |
1.6314 |
1.5079 |
0.1235 |
8.1% |
0.0080 |
0.5% |
8% |
False |
False |
61,315 |
| 120 |
1.6314 |
1.5079 |
0.1235 |
8.1% |
0.0074 |
0.5% |
8% |
False |
False |
51,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5540 |
|
2.618 |
1.5417 |
|
1.618 |
1.5342 |
|
1.000 |
1.5296 |
|
0.618 |
1.5267 |
|
HIGH |
1.5221 |
|
0.618 |
1.5192 |
|
0.500 |
1.5184 |
|
0.382 |
1.5175 |
|
LOW |
1.5146 |
|
0.618 |
1.5100 |
|
1.000 |
1.5071 |
|
1.618 |
1.5025 |
|
2.618 |
1.4950 |
|
4.250 |
1.4827 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5184 |
1.5165 |
| PP |
1.5180 |
1.5157 |
| S1 |
1.5176 |
1.5150 |
|