CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5112 |
1.5125 |
0.0013 |
0.1% |
1.5112 |
| High |
1.5199 |
1.5154 |
-0.0045 |
-0.3% |
1.5221 |
| Low |
1.5093 |
1.5014 |
-0.0079 |
-0.5% |
1.4983 |
| Close |
1.5112 |
1.5040 |
-0.0072 |
-0.5% |
1.5016 |
| Range |
0.0106 |
0.0140 |
0.0034 |
32.1% |
0.0238 |
| ATR |
0.0125 |
0.0126 |
0.0001 |
0.9% |
0.0000 |
| Volume |
121,495 |
109,670 |
-11,825 |
-9.7% |
726,064 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5489 |
1.5405 |
1.5117 |
|
| R3 |
1.5349 |
1.5265 |
1.5079 |
|
| R2 |
1.5209 |
1.5209 |
1.5066 |
|
| R1 |
1.5125 |
1.5125 |
1.5053 |
1.5097 |
| PP |
1.5069 |
1.5069 |
1.5069 |
1.5056 |
| S1 |
1.4985 |
1.4985 |
1.5027 |
1.4957 |
| S2 |
1.4929 |
1.4929 |
1.5014 |
|
| S3 |
1.4789 |
1.4845 |
1.5002 |
|
| S4 |
1.4649 |
1.4705 |
1.4963 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5787 |
1.5640 |
1.5147 |
|
| R3 |
1.5549 |
1.5402 |
1.5081 |
|
| R2 |
1.5311 |
1.5311 |
1.5060 |
|
| R1 |
1.5164 |
1.5164 |
1.5038 |
1.5119 |
| PP |
1.5073 |
1.5073 |
1.5073 |
1.5051 |
| S1 |
1.4926 |
1.4926 |
1.4994 |
1.4881 |
| S2 |
1.4835 |
1.4835 |
1.4972 |
|
| S3 |
1.4597 |
1.4688 |
1.4951 |
|
| S4 |
1.4359 |
1.4450 |
1.4885 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5221 |
1.4983 |
0.0238 |
1.6% |
0.0128 |
0.9% |
24% |
False |
False |
122,524 |
| 10 |
1.5320 |
1.4983 |
0.0337 |
2.2% |
0.0129 |
0.9% |
17% |
False |
False |
137,661 |
| 20 |
1.5842 |
1.4983 |
0.0859 |
5.7% |
0.0127 |
0.8% |
7% |
False |
False |
137,038 |
| 40 |
1.6166 |
1.4983 |
0.1183 |
7.9% |
0.0118 |
0.8% |
5% |
False |
False |
129,588 |
| 60 |
1.6314 |
1.4983 |
0.1331 |
8.8% |
0.0110 |
0.7% |
4% |
False |
False |
110,151 |
| 80 |
1.6314 |
1.4983 |
0.1331 |
8.8% |
0.0094 |
0.6% |
4% |
False |
False |
82,787 |
| 100 |
1.6314 |
1.4983 |
0.1331 |
8.8% |
0.0083 |
0.6% |
4% |
False |
False |
66,236 |
| 120 |
1.6314 |
1.4983 |
0.1331 |
8.8% |
0.0078 |
0.5% |
4% |
False |
False |
55,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5749 |
|
2.618 |
1.5521 |
|
1.618 |
1.5381 |
|
1.000 |
1.5294 |
|
0.618 |
1.5241 |
|
HIGH |
1.5154 |
|
0.618 |
1.5101 |
|
0.500 |
1.5084 |
|
0.382 |
1.5067 |
|
LOW |
1.5014 |
|
0.618 |
1.4927 |
|
1.000 |
1.4874 |
|
1.618 |
1.4787 |
|
2.618 |
1.4647 |
|
4.250 |
1.4419 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5084 |
1.5099 |
| PP |
1.5069 |
1.5079 |
| S1 |
1.5055 |
1.5060 |
|