CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5651 |
1.5640 |
-0.0011 |
-0.1% |
1.5766 |
| High |
1.5656 |
1.5752 |
0.0096 |
0.6% |
1.5867 |
| Low |
1.5637 |
1.5640 |
0.0003 |
0.0% |
1.5676 |
| Close |
1.5656 |
1.5701 |
0.0045 |
0.3% |
1.5706 |
| Range |
0.0019 |
0.0112 |
0.0093 |
489.5% |
0.0191 |
| ATR |
0.0078 |
0.0081 |
0.0002 |
3.1% |
0.0000 |
| Volume |
70 |
92 |
22 |
31.4% |
433 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6034 |
1.5979 |
1.5763 |
|
| R3 |
1.5922 |
1.5867 |
1.5732 |
|
| R2 |
1.5810 |
1.5810 |
1.5722 |
|
| R1 |
1.5755 |
1.5755 |
1.5711 |
1.5783 |
| PP |
1.5698 |
1.5698 |
1.5698 |
1.5711 |
| S1 |
1.5643 |
1.5643 |
1.5691 |
1.5671 |
| S2 |
1.5586 |
1.5586 |
1.5680 |
|
| S3 |
1.5474 |
1.5531 |
1.5670 |
|
| S4 |
1.5362 |
1.5419 |
1.5639 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6323 |
1.6205 |
1.5811 |
|
| R3 |
1.6132 |
1.6014 |
1.5759 |
|
| R2 |
1.5941 |
1.5941 |
1.5741 |
|
| R1 |
1.5823 |
1.5823 |
1.5724 |
1.5787 |
| PP |
1.5750 |
1.5750 |
1.5750 |
1.5731 |
| S1 |
1.5632 |
1.5632 |
1.5688 |
1.5596 |
| S2 |
1.5559 |
1.5559 |
1.5671 |
|
| S3 |
1.5368 |
1.5441 |
1.5653 |
|
| S4 |
1.5177 |
1.5250 |
1.5601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5867 |
1.5622 |
0.0245 |
1.6% |
0.0105 |
0.7% |
32% |
False |
False |
85 |
| 10 |
1.5867 |
1.5622 |
0.0245 |
1.6% |
0.0088 |
0.6% |
32% |
False |
False |
84 |
| 20 |
1.6160 |
1.5622 |
0.0538 |
3.4% |
0.0081 |
0.5% |
15% |
False |
False |
65 |
| 40 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0060 |
0.4% |
12% |
False |
False |
39 |
| 60 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0041 |
0.3% |
12% |
False |
False |
26 |
| 80 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0031 |
0.2% |
12% |
False |
False |
20 |
| 100 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0025 |
0.2% |
12% |
False |
False |
19 |
| 120 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0021 |
0.1% |
12% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6228 |
|
2.618 |
1.6045 |
|
1.618 |
1.5933 |
|
1.000 |
1.5864 |
|
0.618 |
1.5821 |
|
HIGH |
1.5752 |
|
0.618 |
1.5709 |
|
0.500 |
1.5696 |
|
0.382 |
1.5683 |
|
LOW |
1.5640 |
|
0.618 |
1.5571 |
|
1.000 |
1.5528 |
|
1.618 |
1.5459 |
|
2.618 |
1.5347 |
|
4.250 |
1.5164 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5699 |
1.5700 |
| PP |
1.5698 |
1.5699 |
| S1 |
1.5696 |
1.5699 |
|