CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5127 |
1.4982 |
-0.0145 |
-1.0% |
1.5108 |
| High |
1.5140 |
1.5074 |
-0.0066 |
-0.4% |
1.5214 |
| Low |
1.5009 |
1.4960 |
-0.0049 |
-0.3% |
1.4978 |
| Close |
1.5033 |
1.5008 |
-0.0025 |
-0.2% |
1.5010 |
| Range |
0.0131 |
0.0114 |
-0.0017 |
-13.0% |
0.0236 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
10,635 |
15,559 |
4,924 |
46.3% |
9,362 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5356 |
1.5296 |
1.5071 |
|
| R3 |
1.5242 |
1.5182 |
1.5039 |
|
| R2 |
1.5128 |
1.5128 |
1.5029 |
|
| R1 |
1.5068 |
1.5068 |
1.5018 |
1.5098 |
| PP |
1.5014 |
1.5014 |
1.5014 |
1.5029 |
| S1 |
1.4954 |
1.4954 |
1.4998 |
1.4984 |
| S2 |
1.4900 |
1.4900 |
1.4987 |
|
| S3 |
1.4786 |
1.4840 |
1.4977 |
|
| S4 |
1.4672 |
1.4726 |
1.4945 |
|
|
| 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 |
1.5193 |
1.4960 |
0.0233 |
1.6% |
0.0134 |
0.9% |
21% |
False |
True |
8,772 |
| 10 |
1.5311 |
1.4960 |
0.0351 |
2.3% |
0.0124 |
0.8% |
14% |
False |
True |
5,047 |
| 20 |
1.5817 |
1.4960 |
0.0857 |
5.7% |
0.0124 |
0.8% |
6% |
False |
True |
2,797 |
| 40 |
1.6160 |
1.4960 |
0.1200 |
8.0% |
0.0100 |
0.7% |
4% |
False |
True |
1,429 |
| 60 |
1.6300 |
1.4960 |
0.1340 |
8.9% |
0.0080 |
0.5% |
4% |
False |
True |
957 |
| 80 |
1.6300 |
1.4960 |
0.1340 |
8.9% |
0.0060 |
0.4% |
4% |
False |
True |
718 |
| 100 |
1.6300 |
1.4960 |
0.1340 |
8.9% |
0.0048 |
0.3% |
4% |
False |
True |
575 |
| 120 |
1.6300 |
1.4960 |
0.1340 |
8.9% |
0.0041 |
0.3% |
4% |
False |
True |
481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5559 |
|
2.618 |
1.5372 |
|
1.618 |
1.5258 |
|
1.000 |
1.5188 |
|
0.618 |
1.5144 |
|
HIGH |
1.5074 |
|
0.618 |
1.5030 |
|
0.500 |
1.5017 |
|
0.382 |
1.5004 |
|
LOW |
1.4960 |
|
0.618 |
1.4890 |
|
1.000 |
1.4846 |
|
1.618 |
1.4776 |
|
2.618 |
1.4662 |
|
4.250 |
1.4476 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5017 |
1.5077 |
| PP |
1.5014 |
1.5054 |
| S1 |
1.5011 |
1.5031 |
|