CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.4920 |
1.5083 |
0.0163 |
1.1% |
1.4924 |
| High |
1.5121 |
1.5177 |
0.0056 |
0.4% |
1.5177 |
| Low |
1.4915 |
1.5069 |
0.0154 |
1.0% |
1.4831 |
| Close |
1.5080 |
1.5081 |
0.0001 |
0.0% |
1.5081 |
| Range |
0.0206 |
0.0108 |
-0.0098 |
-47.6% |
0.0346 |
| ATR |
0.0126 |
0.0125 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
153,893 |
29,688 |
-124,205 |
-80.7% |
612,833 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5433 |
1.5365 |
1.5140 |
|
| R3 |
1.5325 |
1.5257 |
1.5111 |
|
| R2 |
1.5217 |
1.5217 |
1.5101 |
|
| R1 |
1.5149 |
1.5149 |
1.5091 |
1.5129 |
| PP |
1.5109 |
1.5109 |
1.5109 |
1.5099 |
| S1 |
1.5041 |
1.5041 |
1.5071 |
1.5021 |
| S2 |
1.5001 |
1.5001 |
1.5061 |
|
| S3 |
1.4893 |
1.4933 |
1.5051 |
|
| S4 |
1.4785 |
1.4825 |
1.5022 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6068 |
1.5920 |
1.5271 |
|
| R3 |
1.5722 |
1.5574 |
1.5176 |
|
| R2 |
1.5376 |
1.5376 |
1.5144 |
|
| R1 |
1.5228 |
1.5228 |
1.5113 |
1.5302 |
| PP |
1.5030 |
1.5030 |
1.5030 |
1.5067 |
| S1 |
1.4882 |
1.4882 |
1.5049 |
1.4956 |
| S2 |
1.4684 |
1.4684 |
1.5018 |
|
| S3 |
1.4338 |
1.4536 |
1.4986 |
|
| S4 |
1.3992 |
1.4190 |
1.4891 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5177 |
1.4831 |
0.0346 |
2.3% |
0.0117 |
0.8% |
72% |
True |
False |
122,566 |
| 10 |
1.5199 |
1.4831 |
0.0368 |
2.4% |
0.0123 |
0.8% |
68% |
False |
False |
125,857 |
| 20 |
1.5548 |
1.4831 |
0.0717 |
4.8% |
0.0130 |
0.9% |
35% |
False |
False |
137,198 |
| 40 |
1.6035 |
1.4831 |
0.1204 |
8.0% |
0.0121 |
0.8% |
21% |
False |
False |
133,628 |
| 60 |
1.6314 |
1.4831 |
0.1483 |
9.8% |
0.0116 |
0.8% |
17% |
False |
False |
118,826 |
| 80 |
1.6314 |
1.4831 |
0.1483 |
9.8% |
0.0102 |
0.7% |
17% |
False |
False |
94,222 |
| 100 |
1.6314 |
1.4831 |
0.1483 |
9.8% |
0.0088 |
0.6% |
17% |
False |
False |
75,387 |
| 120 |
1.6314 |
1.4831 |
0.1483 |
9.8% |
0.0083 |
0.6% |
17% |
False |
False |
62,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5636 |
|
2.618 |
1.5460 |
|
1.618 |
1.5352 |
|
1.000 |
1.5285 |
|
0.618 |
1.5244 |
|
HIGH |
1.5177 |
|
0.618 |
1.5136 |
|
0.500 |
1.5123 |
|
0.382 |
1.5110 |
|
LOW |
1.5069 |
|
0.618 |
1.5002 |
|
1.000 |
1.4961 |
|
1.618 |
1.4894 |
|
2.618 |
1.4786 |
|
4.250 |
1.4610 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5123 |
1.5066 |
| PP |
1.5109 |
1.5050 |
| S1 |
1.5095 |
1.5035 |
|