CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.4924 |
1.4917 |
-0.0007 |
0.0% |
1.5028 |
| High |
1.4944 |
1.4930 |
-0.0014 |
-0.1% |
1.5199 |
| Low |
1.4865 |
1.4831 |
-0.0034 |
-0.2% |
1.4884 |
| Close |
1.4930 |
1.4909 |
-0.0021 |
-0.1% |
1.4933 |
| Range |
0.0079 |
0.0099 |
0.0020 |
25.3% |
0.0315 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
107,793 |
158,277 |
50,484 |
46.8% |
645,744 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5187 |
1.5147 |
1.4963 |
|
| R3 |
1.5088 |
1.5048 |
1.4936 |
|
| R2 |
1.4989 |
1.4989 |
1.4927 |
|
| R1 |
1.4949 |
1.4949 |
1.4918 |
1.4920 |
| PP |
1.4890 |
1.4890 |
1.4890 |
1.4875 |
| S1 |
1.4850 |
1.4850 |
1.4900 |
1.4821 |
| S2 |
1.4791 |
1.4791 |
1.4891 |
|
| S3 |
1.4692 |
1.4751 |
1.4882 |
|
| S4 |
1.4593 |
1.4652 |
1.4855 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5950 |
1.5757 |
1.5106 |
|
| R3 |
1.5635 |
1.5442 |
1.5020 |
|
| R2 |
1.5320 |
1.5320 |
1.4991 |
|
| R1 |
1.5127 |
1.5127 |
1.4962 |
1.5066 |
| PP |
1.5005 |
1.5005 |
1.5005 |
1.4975 |
| S1 |
1.4812 |
1.4812 |
1.4904 |
1.4751 |
| S2 |
1.4690 |
1.4690 |
1.4875 |
|
| S3 |
1.4375 |
1.4497 |
1.4846 |
|
| S4 |
1.4060 |
1.4182 |
1.4760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5154 |
1.4831 |
0.0323 |
2.2% |
0.0119 |
0.8% |
24% |
False |
True |
135,624 |
| 10 |
1.5221 |
1.4831 |
0.0390 |
2.6% |
0.0121 |
0.8% |
20% |
False |
True |
131,535 |
| 20 |
1.5686 |
1.4831 |
0.0855 |
5.7% |
0.0126 |
0.8% |
9% |
False |
True |
139,228 |
| 40 |
1.6151 |
1.4831 |
0.1320 |
8.9% |
0.0118 |
0.8% |
6% |
False |
True |
133,205 |
| 60 |
1.6314 |
1.4831 |
0.1483 |
9.9% |
0.0112 |
0.8% |
5% |
False |
True |
117,295 |
| 80 |
1.6314 |
1.4831 |
0.1483 |
9.9% |
0.0098 |
0.7% |
5% |
False |
True |
89,889 |
| 100 |
1.6314 |
1.4831 |
0.1483 |
9.9% |
0.0086 |
0.6% |
5% |
False |
True |
71,921 |
| 120 |
1.6314 |
1.4831 |
0.1483 |
9.9% |
0.0081 |
0.5% |
5% |
False |
True |
59,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5351 |
|
2.618 |
1.5189 |
|
1.618 |
1.5090 |
|
1.000 |
1.5029 |
|
0.618 |
1.4991 |
|
HIGH |
1.4930 |
|
0.618 |
1.4892 |
|
0.500 |
1.4881 |
|
0.382 |
1.4869 |
|
LOW |
1.4831 |
|
0.618 |
1.4770 |
|
1.000 |
1.4732 |
|
1.618 |
1.4671 |
|
2.618 |
1.4572 |
|
4.250 |
1.4410 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.4900 |
1.4939 |
| PP |
1.4890 |
1.4929 |
| S1 |
1.4881 |
1.4919 |
|