CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5998 |
1.6137 |
0.0139 |
0.9% |
1.6096 |
| High |
1.6160 |
1.6154 |
-0.0006 |
0.0% |
1.6160 |
| Low |
1.5998 |
1.6104 |
0.0106 |
0.7% |
1.5994 |
| Close |
1.6143 |
1.6112 |
-0.0031 |
-0.2% |
1.6112 |
| Range |
0.0162 |
0.0050 |
-0.0112 |
-69.1% |
0.0166 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
13 |
58 |
45 |
346.2% |
126 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6273 |
1.6243 |
1.6140 |
|
| R3 |
1.6223 |
1.6193 |
1.6126 |
|
| R2 |
1.6173 |
1.6173 |
1.6121 |
|
| R1 |
1.6143 |
1.6143 |
1.6117 |
1.6133 |
| PP |
1.6123 |
1.6123 |
1.6123 |
1.6119 |
| S1 |
1.6093 |
1.6093 |
1.6107 |
1.6083 |
| S2 |
1.6073 |
1.6073 |
1.6103 |
|
| S3 |
1.6023 |
1.6043 |
1.6098 |
|
| S4 |
1.5973 |
1.5993 |
1.6085 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6587 |
1.6515 |
1.6203 |
|
| R3 |
1.6421 |
1.6349 |
1.6158 |
|
| R2 |
1.6255 |
1.6255 |
1.6142 |
|
| R1 |
1.6183 |
1.6183 |
1.6127 |
1.6219 |
| PP |
1.6089 |
1.6089 |
1.6089 |
1.6107 |
| S1 |
1.6017 |
1.6017 |
1.6097 |
1.6053 |
| S2 |
1.5923 |
1.5923 |
1.6082 |
|
| S3 |
1.5757 |
1.5851 |
1.6066 |
|
| S4 |
1.5591 |
1.5685 |
1.6021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6160 |
1.5994 |
0.0166 |
1.0% |
0.0046 |
0.3% |
71% |
False |
False |
25 |
| 10 |
1.6300 |
1.5994 |
0.0306 |
1.9% |
0.0052 |
0.3% |
39% |
False |
False |
19 |
| 20 |
1.6300 |
1.5994 |
0.0306 |
1.9% |
0.0046 |
0.3% |
39% |
False |
False |
13 |
| 40 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0027 |
0.2% |
59% |
False |
False |
9 |
| 60 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0018 |
0.1% |
59% |
False |
False |
6 |
| 80 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0014 |
0.1% |
59% |
False |
False |
7 |
| 100 |
1.6300 |
1.5767 |
0.0533 |
3.3% |
0.0011 |
0.1% |
65% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6367 |
|
2.618 |
1.6285 |
|
1.618 |
1.6235 |
|
1.000 |
1.6204 |
|
0.618 |
1.6185 |
|
HIGH |
1.6154 |
|
0.618 |
1.6135 |
|
0.500 |
1.6129 |
|
0.382 |
1.6123 |
|
LOW |
1.6104 |
|
0.618 |
1.6073 |
|
1.000 |
1.6054 |
|
1.618 |
1.6023 |
|
2.618 |
1.5973 |
|
4.250 |
1.5892 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6129 |
1.6100 |
| PP |
1.6123 |
1.6089 |
| S1 |
1.6118 |
1.6077 |
|