CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5972 |
1.5836 |
-0.0136 |
-0.9% |
1.6103 |
| High |
1.5972 |
1.5866 |
-0.0106 |
-0.7% |
1.6103 |
| Low |
1.5842 |
1.5800 |
-0.0042 |
-0.3% |
1.5842 |
| Close |
1.5853 |
1.5835 |
-0.0018 |
-0.1% |
1.5853 |
| Range |
0.0130 |
0.0066 |
-0.0064 |
-49.2% |
0.0261 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
174 |
32 |
-142 |
-81.6% |
285 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6032 |
1.5999 |
1.5871 |
|
| R3 |
1.5966 |
1.5933 |
1.5853 |
|
| R2 |
1.5900 |
1.5900 |
1.5847 |
|
| R1 |
1.5867 |
1.5867 |
1.5841 |
1.5851 |
| PP |
1.5834 |
1.5834 |
1.5834 |
1.5825 |
| S1 |
1.5801 |
1.5801 |
1.5829 |
1.5785 |
| S2 |
1.5768 |
1.5768 |
1.5823 |
|
| S3 |
1.5702 |
1.5735 |
1.5817 |
|
| S4 |
1.5636 |
1.5669 |
1.5799 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6716 |
1.6545 |
1.5997 |
|
| R3 |
1.6455 |
1.6284 |
1.5925 |
|
| R2 |
1.6194 |
1.6194 |
1.5901 |
|
| R1 |
1.6023 |
1.6023 |
1.5877 |
1.5978 |
| PP |
1.5933 |
1.5933 |
1.5933 |
1.5910 |
| S1 |
1.5762 |
1.5762 |
1.5829 |
1.5717 |
| S2 |
1.5672 |
1.5672 |
1.5805 |
|
| S3 |
1.5411 |
1.5501 |
1.5781 |
|
| S4 |
1.5150 |
1.5240 |
1.5709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6080 |
1.5800 |
0.0280 |
1.8% |
0.0068 |
0.4% |
13% |
False |
True |
50 |
| 10 |
1.6160 |
1.5800 |
0.0360 |
2.3% |
0.0063 |
0.4% |
10% |
False |
True |
41 |
| 20 |
1.6300 |
1.5800 |
0.0500 |
3.2% |
0.0058 |
0.4% |
7% |
False |
True |
27 |
| 40 |
1.6300 |
1.5800 |
0.0500 |
3.2% |
0.0037 |
0.2% |
7% |
False |
True |
16 |
| 60 |
1.6300 |
1.5800 |
0.0500 |
3.2% |
0.0024 |
0.2% |
7% |
False |
True |
11 |
| 80 |
1.6300 |
1.5800 |
0.0500 |
3.2% |
0.0018 |
0.1% |
7% |
False |
True |
9 |
| 100 |
1.6300 |
1.5779 |
0.0521 |
3.3% |
0.0015 |
0.1% |
11% |
False |
False |
15 |
| 120 |
1.6300 |
1.5500 |
0.0800 |
5.1% |
0.0013 |
0.1% |
42% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6147 |
|
2.618 |
1.6039 |
|
1.618 |
1.5973 |
|
1.000 |
1.5932 |
|
0.618 |
1.5907 |
|
HIGH |
1.5866 |
|
0.618 |
1.5841 |
|
0.500 |
1.5833 |
|
0.382 |
1.5825 |
|
LOW |
1.5800 |
|
0.618 |
1.5759 |
|
1.000 |
1.5734 |
|
1.618 |
1.5693 |
|
2.618 |
1.5627 |
|
4.250 |
1.5520 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5834 |
1.5902 |
| PP |
1.5834 |
1.5879 |
| S1 |
1.5833 |
1.5857 |
|