CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5689 |
1.5747 |
0.0058 |
0.4% |
1.5836 |
| High |
1.5760 |
1.5805 |
0.0045 |
0.3% |
1.5866 |
| Low |
1.5689 |
1.5732 |
0.0043 |
0.3% |
1.5750 |
| Close |
1.5747 |
1.5780 |
0.0033 |
0.2% |
1.5789 |
| Range |
0.0071 |
0.0073 |
0.0002 |
2.8% |
0.0116 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.2% |
0.0000 |
| Volume |
30 |
232 |
202 |
673.3% |
136 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5991 |
1.5959 |
1.5820 |
|
| R3 |
1.5918 |
1.5886 |
1.5800 |
|
| R2 |
1.5845 |
1.5845 |
1.5793 |
|
| R1 |
1.5813 |
1.5813 |
1.5787 |
1.5829 |
| PP |
1.5772 |
1.5772 |
1.5772 |
1.5781 |
| S1 |
1.5740 |
1.5740 |
1.5773 |
1.5756 |
| S2 |
1.5699 |
1.5699 |
1.5767 |
|
| S3 |
1.5626 |
1.5667 |
1.5760 |
|
| S4 |
1.5553 |
1.5594 |
1.5740 |
|
|
| 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 |
1.5837 |
1.5676 |
0.0161 |
1.0% |
0.0075 |
0.5% |
65% |
False |
False |
66 |
| 10 |
1.6022 |
1.5676 |
0.0346 |
2.2% |
0.0071 |
0.4% |
30% |
False |
False |
63 |
| 20 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0061 |
0.4% |
17% |
False |
False |
42 |
| 40 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0047 |
0.3% |
17% |
False |
False |
26 |
| 60 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0031 |
0.2% |
17% |
False |
False |
18 |
| 80 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0024 |
0.1% |
17% |
False |
False |
14 |
| 100 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0019 |
0.1% |
17% |
False |
False |
16 |
| 120 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0016 |
0.1% |
23% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6115 |
|
2.618 |
1.5996 |
|
1.618 |
1.5923 |
|
1.000 |
1.5878 |
|
0.618 |
1.5850 |
|
HIGH |
1.5805 |
|
0.618 |
1.5777 |
|
0.500 |
1.5769 |
|
0.382 |
1.5760 |
|
LOW |
1.5732 |
|
0.618 |
1.5687 |
|
1.000 |
1.5659 |
|
1.618 |
1.5614 |
|
2.618 |
1.5541 |
|
4.250 |
1.5422 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5776 |
1.5767 |
| PP |
1.5772 |
1.5754 |
| S1 |
1.5769 |
1.5741 |
|