CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5830 |
1.5800 |
-0.0030 |
-0.2% |
1.5836 |
| High |
1.5837 |
1.5807 |
-0.0030 |
-0.2% |
1.5866 |
| Low |
1.5750 |
1.5752 |
0.0002 |
0.0% |
1.5750 |
| Close |
1.5781 |
1.5789 |
0.0008 |
0.1% |
1.5789 |
| Range |
0.0087 |
0.0055 |
-0.0032 |
-36.8% |
0.0116 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
15 |
33 |
18 |
120.0% |
136 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5948 |
1.5923 |
1.5819 |
|
| R3 |
1.5893 |
1.5868 |
1.5804 |
|
| R2 |
1.5838 |
1.5838 |
1.5799 |
|
| R1 |
1.5813 |
1.5813 |
1.5794 |
1.5798 |
| PP |
1.5783 |
1.5783 |
1.5783 |
1.5775 |
| S1 |
1.5758 |
1.5758 |
1.5784 |
1.5743 |
| S2 |
1.5728 |
1.5728 |
1.5779 |
|
| S3 |
1.5673 |
1.5703 |
1.5774 |
|
| S4 |
1.5618 |
1.5648 |
1.5759 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6150 |
1.6085 |
1.5853 |
|
| R3 |
1.6034 |
1.5969 |
1.5821 |
|
| R2 |
1.5918 |
1.5918 |
1.5810 |
|
| R1 |
1.5853 |
1.5853 |
1.5800 |
1.5828 |
| PP |
1.5802 |
1.5802 |
1.5802 |
1.5789 |
| S1 |
1.5737 |
1.5737 |
1.5778 |
1.5712 |
| S2 |
1.5686 |
1.5686 |
1.5768 |
|
| S3 |
1.5570 |
1.5621 |
1.5757 |
|
| S4 |
1.5454 |
1.5505 |
1.5725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5972 |
1.5750 |
0.0222 |
1.4% |
0.0074 |
0.5% |
18% |
False |
False |
62 |
| 10 |
1.6154 |
1.5750 |
0.0404 |
2.6% |
0.0062 |
0.4% |
10% |
False |
False |
47 |
| 20 |
1.6300 |
1.5750 |
0.0550 |
3.5% |
0.0057 |
0.4% |
7% |
False |
False |
32 |
| 40 |
1.6300 |
1.5750 |
0.0550 |
3.5% |
0.0041 |
0.3% |
7% |
False |
False |
19 |
| 60 |
1.6300 |
1.5750 |
0.0550 |
3.5% |
0.0027 |
0.2% |
7% |
False |
False |
13 |
| 80 |
1.6300 |
1.5750 |
0.0550 |
3.5% |
0.0021 |
0.1% |
7% |
False |
False |
10 |
| 100 |
1.6300 |
1.5750 |
0.0550 |
3.5% |
0.0017 |
0.1% |
7% |
False |
False |
15 |
| 120 |
1.6300 |
1.5608 |
0.0692 |
4.4% |
0.0014 |
0.1% |
26% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6041 |
|
2.618 |
1.5951 |
|
1.618 |
1.5896 |
|
1.000 |
1.5862 |
|
0.618 |
1.5841 |
|
HIGH |
1.5807 |
|
0.618 |
1.5786 |
|
0.500 |
1.5780 |
|
0.382 |
1.5773 |
|
LOW |
1.5752 |
|
0.618 |
1.5718 |
|
1.000 |
1.5697 |
|
1.618 |
1.5663 |
|
2.618 |
1.5608 |
|
4.250 |
1.5518 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5786 |
1.5802 |
| PP |
1.5783 |
1.5798 |
| S1 |
1.5780 |
1.5793 |
|