CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5083 |
1.5118 |
0.0035 |
0.2% |
1.4924 |
| High |
1.5177 |
1.5143 |
-0.0034 |
-0.2% |
1.5177 |
| Low |
1.5069 |
1.5075 |
0.0006 |
0.0% |
1.4831 |
| Close |
1.5081 |
1.5118 |
0.0037 |
0.2% |
1.5081 |
| Range |
0.0108 |
0.0068 |
-0.0040 |
-37.0% |
0.0346 |
| ATR |
0.0125 |
0.0121 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
29,688 |
11,428 |
-18,260 |
-61.5% |
612,833 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5316 |
1.5285 |
1.5155 |
|
| R3 |
1.5248 |
1.5217 |
1.5137 |
|
| R2 |
1.5180 |
1.5180 |
1.5130 |
|
| R1 |
1.5149 |
1.5149 |
1.5124 |
1.5152 |
| PP |
1.5112 |
1.5112 |
1.5112 |
1.5114 |
| S1 |
1.5081 |
1.5081 |
1.5112 |
1.5084 |
| S2 |
1.5044 |
1.5044 |
1.5106 |
|
| S3 |
1.4976 |
1.5013 |
1.5099 |
|
| S4 |
1.4908 |
1.4945 |
1.5081 |
|
|
| 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% |
0.0114 |
0.8% |
83% |
False |
False |
103,293 |
| 10 |
1.5199 |
1.4831 |
0.0368 |
2.4% |
0.0117 |
0.8% |
78% |
False |
False |
115,780 |
| 20 |
1.5512 |
1.4831 |
0.0681 |
4.5% |
0.0129 |
0.9% |
42% |
False |
False |
131,944 |
| 40 |
1.6004 |
1.4831 |
0.1173 |
7.8% |
0.0121 |
0.8% |
24% |
False |
False |
130,798 |
| 60 |
1.6314 |
1.4831 |
0.1483 |
9.8% |
0.0116 |
0.8% |
19% |
False |
False |
117,622 |
| 80 |
1.6314 |
1.4831 |
0.1483 |
9.8% |
0.0102 |
0.7% |
19% |
False |
False |
94,365 |
| 100 |
1.6314 |
1.4831 |
0.1483 |
9.8% |
0.0089 |
0.6% |
19% |
False |
False |
75,502 |
| 120 |
1.6314 |
1.4831 |
0.1483 |
9.8% |
0.0083 |
0.5% |
19% |
False |
False |
62,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5432 |
|
2.618 |
1.5321 |
|
1.618 |
1.5253 |
|
1.000 |
1.5211 |
|
0.618 |
1.5185 |
|
HIGH |
1.5143 |
|
0.618 |
1.5117 |
|
0.500 |
1.5109 |
|
0.382 |
1.5101 |
|
LOW |
1.5075 |
|
0.618 |
1.5033 |
|
1.000 |
1.5007 |
|
1.618 |
1.4965 |
|
2.618 |
1.4897 |
|
4.250 |
1.4786 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5115 |
1.5094 |
| PP |
1.5112 |
1.5070 |
| S1 |
1.5109 |
1.5046 |
|