CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.4898 |
1.4920 |
0.0022 |
0.1% |
1.5028 |
| High |
1.4983 |
1.5121 |
0.0138 |
0.9% |
1.5199 |
| Low |
1.4892 |
1.4915 |
0.0023 |
0.2% |
1.4884 |
| Close |
1.4923 |
1.5080 |
0.0157 |
1.1% |
1.4933 |
| Range |
0.0091 |
0.0206 |
0.0115 |
126.4% |
0.0315 |
| ATR |
0.0120 |
0.0126 |
0.0006 |
5.1% |
0.0000 |
| Volume |
163,182 |
153,893 |
-9,289 |
-5.7% |
645,744 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5657 |
1.5574 |
1.5193 |
|
| R3 |
1.5451 |
1.5368 |
1.5137 |
|
| R2 |
1.5245 |
1.5245 |
1.5118 |
|
| R1 |
1.5162 |
1.5162 |
1.5099 |
1.5204 |
| PP |
1.5039 |
1.5039 |
1.5039 |
1.5059 |
| S1 |
1.4956 |
1.4956 |
1.5061 |
1.4998 |
| S2 |
1.4833 |
1.4833 |
1.5042 |
|
| S3 |
1.4627 |
1.4750 |
1.5023 |
|
| S4 |
1.4421 |
1.4544 |
1.4967 |
|
|
| 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 |
1.5121 |
1.4831 |
0.0290 |
1.9% |
0.0127 |
0.8% |
86% |
True |
False |
145,607 |
| 10 |
1.5199 |
1.4831 |
0.0368 |
2.4% |
0.0132 |
0.9% |
68% |
False |
False |
137,783 |
| 20 |
1.5548 |
1.4831 |
0.0717 |
4.8% |
0.0128 |
0.8% |
35% |
False |
False |
141,108 |
| 40 |
1.6076 |
1.4831 |
0.1245 |
8.3% |
0.0121 |
0.8% |
20% |
False |
False |
135,853 |
| 60 |
1.6314 |
1.4831 |
0.1483 |
9.8% |
0.0115 |
0.8% |
17% |
False |
False |
119,573 |
| 80 |
1.6314 |
1.4831 |
0.1483 |
9.8% |
0.0101 |
0.7% |
17% |
False |
False |
93,851 |
| 100 |
1.6314 |
1.4831 |
0.1483 |
9.8% |
0.0088 |
0.6% |
17% |
False |
False |
75,091 |
| 120 |
1.6314 |
1.4831 |
0.1483 |
9.8% |
0.0082 |
0.5% |
17% |
False |
False |
62,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5997 |
|
2.618 |
1.5660 |
|
1.618 |
1.5454 |
|
1.000 |
1.5327 |
|
0.618 |
1.5248 |
|
HIGH |
1.5121 |
|
0.618 |
1.5042 |
|
0.500 |
1.5018 |
|
0.382 |
1.4994 |
|
LOW |
1.4915 |
|
0.618 |
1.4788 |
|
1.000 |
1.4709 |
|
1.618 |
1.4582 |
|
2.618 |
1.4376 |
|
4.250 |
1.4040 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5059 |
1.5045 |
| PP |
1.5039 |
1.5011 |
| S1 |
1.5018 |
1.4976 |
|