CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5151 |
1.5021 |
-0.0130 |
-0.9% |
1.5108 |
| High |
1.5175 |
1.5110 |
-0.0065 |
-0.4% |
1.5214 |
| Low |
1.4978 |
1.4991 |
0.0013 |
0.1% |
1.4978 |
| Close |
1.5010 |
1.5104 |
0.0094 |
0.6% |
1.5010 |
| Range |
0.0197 |
0.0119 |
-0.0078 |
-39.6% |
0.0236 |
| ATR |
0.0115 |
0.0116 |
0.0000 |
0.2% |
0.0000 |
| Volume |
3,827 |
9,571 |
5,744 |
150.1% |
9,362 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5425 |
1.5384 |
1.5169 |
|
| R3 |
1.5306 |
1.5265 |
1.5137 |
|
| R2 |
1.5187 |
1.5187 |
1.5126 |
|
| R1 |
1.5146 |
1.5146 |
1.5115 |
1.5167 |
| PP |
1.5068 |
1.5068 |
1.5068 |
1.5079 |
| S1 |
1.5027 |
1.5027 |
1.5093 |
1.5048 |
| S2 |
1.4949 |
1.4949 |
1.5082 |
|
| S3 |
1.4830 |
1.4908 |
1.5071 |
|
| S4 |
1.4711 |
1.4789 |
1.5039 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5775 |
1.5629 |
1.5140 |
|
| R3 |
1.5539 |
1.5393 |
1.5075 |
|
| R2 |
1.5303 |
1.5303 |
1.5053 |
|
| R1 |
1.5157 |
1.5157 |
1.5032 |
1.5112 |
| PP |
1.5067 |
1.5067 |
1.5067 |
1.5045 |
| S1 |
1.4921 |
1.4921 |
1.4988 |
1.4876 |
| S2 |
1.4831 |
1.4831 |
1.4967 |
|
| S3 |
1.4595 |
1.4685 |
1.4945 |
|
| S4 |
1.4359 |
1.4449 |
1.4880 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5214 |
1.4978 |
0.0236 |
1.6% |
0.0120 |
0.8% |
53% |
False |
False |
3,619 |
| 10 |
1.5497 |
1.4978 |
0.0519 |
3.4% |
0.0137 |
0.9% |
24% |
False |
False |
2,458 |
| 20 |
1.5817 |
1.4978 |
0.0839 |
5.6% |
0.0119 |
0.8% |
15% |
False |
False |
1,289 |
| 40 |
1.6160 |
1.4978 |
0.1182 |
7.8% |
0.0093 |
0.6% |
11% |
False |
False |
669 |
| 60 |
1.6300 |
1.4978 |
0.1322 |
8.8% |
0.0074 |
0.5% |
10% |
False |
False |
449 |
| 80 |
1.6300 |
1.4978 |
0.1322 |
8.8% |
0.0056 |
0.4% |
10% |
False |
False |
337 |
| 100 |
1.6300 |
1.4978 |
0.1322 |
8.8% |
0.0045 |
0.3% |
10% |
False |
False |
270 |
| 120 |
1.6300 |
1.4978 |
0.1322 |
8.8% |
0.0038 |
0.2% |
10% |
False |
False |
229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5616 |
|
2.618 |
1.5422 |
|
1.618 |
1.5303 |
|
1.000 |
1.5229 |
|
0.618 |
1.5184 |
|
HIGH |
1.5110 |
|
0.618 |
1.5065 |
|
0.500 |
1.5051 |
|
0.382 |
1.5036 |
|
LOW |
1.4991 |
|
0.618 |
1.4917 |
|
1.000 |
1.4872 |
|
1.618 |
1.4798 |
|
2.618 |
1.4679 |
|
4.250 |
1.4485 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5086 |
1.5101 |
| PP |
1.5068 |
1.5099 |
| S1 |
1.5051 |
1.5096 |
|