CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5820 |
1.5830 |
0.0010 |
0.1% |
1.6103 |
| High |
1.5854 |
1.5837 |
-0.0017 |
-0.1% |
1.6103 |
| Low |
1.5820 |
1.5750 |
-0.0070 |
-0.4% |
1.5842 |
| Close |
1.5830 |
1.5781 |
-0.0049 |
-0.3% |
1.5853 |
| Range |
0.0034 |
0.0087 |
0.0053 |
155.9% |
0.0261 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
2.2% |
0.0000 |
| Volume |
56 |
15 |
-41 |
-73.2% |
285 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6050 |
1.6003 |
1.5829 |
|
| R3 |
1.5963 |
1.5916 |
1.5805 |
|
| R2 |
1.5876 |
1.5876 |
1.5797 |
|
| R1 |
1.5829 |
1.5829 |
1.5789 |
1.5809 |
| PP |
1.5789 |
1.5789 |
1.5789 |
1.5780 |
| S1 |
1.5742 |
1.5742 |
1.5773 |
1.5722 |
| S2 |
1.5702 |
1.5702 |
1.5765 |
|
| S3 |
1.5615 |
1.5655 |
1.5757 |
|
| S4 |
1.5528 |
1.5568 |
1.5733 |
|
|
| 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 |
1.6003 |
1.5750 |
0.0253 |
1.6% |
0.0073 |
0.5% |
12% |
False |
True |
60 |
| 10 |
1.6160 |
1.5750 |
0.0410 |
2.6% |
0.0073 |
0.5% |
8% |
False |
True |
45 |
| 20 |
1.6300 |
1.5750 |
0.0550 |
3.5% |
0.0057 |
0.4% |
6% |
False |
True |
30 |
| 40 |
1.6300 |
1.5750 |
0.0550 |
3.5% |
0.0040 |
0.3% |
6% |
False |
True |
18 |
| 60 |
1.6300 |
1.5750 |
0.0550 |
3.5% |
0.0026 |
0.2% |
6% |
False |
True |
12 |
| 80 |
1.6300 |
1.5750 |
0.0550 |
3.5% |
0.0020 |
0.1% |
6% |
False |
True |
10 |
| 100 |
1.6300 |
1.5750 |
0.0550 |
3.5% |
0.0016 |
0.1% |
6% |
False |
True |
15 |
| 120 |
1.6300 |
1.5608 |
0.0692 |
4.4% |
0.0014 |
0.1% |
25% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6207 |
|
2.618 |
1.6065 |
|
1.618 |
1.5978 |
|
1.000 |
1.5924 |
|
0.618 |
1.5891 |
|
HIGH |
1.5837 |
|
0.618 |
1.5804 |
|
0.500 |
1.5794 |
|
0.382 |
1.5783 |
|
LOW |
1.5750 |
|
0.618 |
1.5696 |
|
1.000 |
1.5663 |
|
1.618 |
1.5609 |
|
2.618 |
1.5522 |
|
4.250 |
1.5380 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5794 |
1.5808 |
| PP |
1.5789 |
1.5799 |
| S1 |
1.5785 |
1.5790 |
|