CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6103 |
1.6080 |
-0.0023 |
-0.1% |
1.6096 |
| High |
1.6103 |
1.6080 |
-0.0023 |
-0.1% |
1.6160 |
| Low |
1.6045 |
1.6037 |
-0.0008 |
0.0% |
1.5994 |
| Close |
1.6077 |
1.6047 |
-0.0030 |
-0.2% |
1.6112 |
| Range |
0.0058 |
0.0043 |
-0.0015 |
-25.9% |
0.0166 |
| ATR |
0.0064 |
0.0063 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
65 |
7 |
-58 |
-89.2% |
126 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6184 |
1.6158 |
1.6071 |
|
| R3 |
1.6141 |
1.6115 |
1.6059 |
|
| R2 |
1.6098 |
1.6098 |
1.6055 |
|
| R1 |
1.6072 |
1.6072 |
1.6051 |
1.6064 |
| PP |
1.6055 |
1.6055 |
1.6055 |
1.6050 |
| S1 |
1.6029 |
1.6029 |
1.6043 |
1.6021 |
| S2 |
1.6012 |
1.6012 |
1.6039 |
|
| S3 |
1.5969 |
1.5986 |
1.6035 |
|
| S4 |
1.5926 |
1.5943 |
1.6023 |
|
|
| 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% |
0.0066 |
0.4% |
32% |
False |
False |
28 |
| 10 |
1.6300 |
1.5994 |
0.0306 |
1.9% |
0.0051 |
0.3% |
17% |
False |
False |
22 |
| 20 |
1.6300 |
1.5994 |
0.0306 |
1.9% |
0.0049 |
0.3% |
17% |
False |
False |
16 |
| 40 |
1.6300 |
1.5875 |
0.0425 |
2.6% |
0.0029 |
0.2% |
40% |
False |
False |
10 |
| 60 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0020 |
0.1% |
45% |
False |
False |
7 |
| 80 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0015 |
0.1% |
45% |
False |
False |
7 |
| 100 |
1.6300 |
1.5779 |
0.0521 |
3.2% |
0.0012 |
0.1% |
51% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6263 |
|
2.618 |
1.6193 |
|
1.618 |
1.6150 |
|
1.000 |
1.6123 |
|
0.618 |
1.6107 |
|
HIGH |
1.6080 |
|
0.618 |
1.6064 |
|
0.500 |
1.6059 |
|
0.382 |
1.6053 |
|
LOW |
1.6037 |
|
0.618 |
1.6010 |
|
1.000 |
1.5994 |
|
1.618 |
1.5967 |
|
2.618 |
1.5924 |
|
4.250 |
1.5854 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6059 |
1.6096 |
| PP |
1.6055 |
1.6079 |
| S1 |
1.6051 |
1.6063 |
|