CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.4913 |
1.4911 |
-0.0002 |
0.0% |
1.5021 |
| High |
1.4935 |
1.4923 |
-0.0012 |
-0.1% |
1.5193 |
| Low |
1.4857 |
1.4823 |
-0.0034 |
-0.2% |
1.4875 |
| Close |
1.4923 |
1.4901 |
-0.0022 |
-0.1% |
1.4926 |
| Range |
0.0078 |
0.0100 |
0.0022 |
28.2% |
0.0318 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
32,790 |
59,694 |
26,904 |
82.0% |
63,033 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5182 |
1.5142 |
1.4956 |
|
| R3 |
1.5082 |
1.5042 |
1.4929 |
|
| R2 |
1.4982 |
1.4982 |
1.4919 |
|
| R1 |
1.4942 |
1.4942 |
1.4910 |
1.4912 |
| PP |
1.4882 |
1.4882 |
1.4882 |
1.4868 |
| S1 |
1.4842 |
1.4842 |
1.4892 |
1.4812 |
| S2 |
1.4782 |
1.4782 |
1.4883 |
|
| S3 |
1.4682 |
1.4742 |
1.4874 |
|
| S4 |
1.4582 |
1.4642 |
1.4846 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5952 |
1.5757 |
1.5101 |
|
| R3 |
1.5634 |
1.5439 |
1.5013 |
|
| R2 |
1.5316 |
1.5316 |
1.4984 |
|
| R1 |
1.5121 |
1.5121 |
1.4955 |
1.5060 |
| PP |
1.4998 |
1.4998 |
1.4998 |
1.4967 |
| S1 |
1.4803 |
1.4803 |
1.4897 |
1.4742 |
| S2 |
1.4680 |
1.4680 |
1.4868 |
|
| S3 |
1.4362 |
1.4485 |
1.4839 |
|
| S4 |
1.4044 |
1.4167 |
1.4751 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5140 |
1.4823 |
0.0317 |
2.1% |
0.0117 |
0.8% |
25% |
False |
True |
28,335 |
| 10 |
1.5214 |
1.4823 |
0.0391 |
2.6% |
0.0119 |
0.8% |
20% |
False |
True |
16,209 |
| 20 |
1.5679 |
1.4823 |
0.0856 |
5.7% |
0.0122 |
0.8% |
9% |
False |
True |
8,558 |
| 40 |
1.6103 |
1.4823 |
0.1280 |
8.6% |
0.0103 |
0.7% |
6% |
False |
True |
4,314 |
| 60 |
1.6300 |
1.4823 |
0.1477 |
9.9% |
0.0084 |
0.6% |
5% |
False |
True |
2,880 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.9% |
0.0065 |
0.4% |
5% |
False |
True |
2,161 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.9% |
0.0052 |
0.3% |
5% |
False |
True |
1,729 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.9% |
0.0043 |
0.3% |
5% |
False |
True |
1,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5348 |
|
2.618 |
1.5185 |
|
1.618 |
1.5085 |
|
1.000 |
1.5023 |
|
0.618 |
1.4985 |
|
HIGH |
1.4923 |
|
0.618 |
1.4885 |
|
0.500 |
1.4873 |
|
0.382 |
1.4861 |
|
LOW |
1.4823 |
|
0.618 |
1.4761 |
|
1.000 |
1.4723 |
|
1.618 |
1.4661 |
|
2.618 |
1.4561 |
|
4.250 |
1.4398 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.4892 |
1.4931 |
| PP |
1.4882 |
1.4921 |
| S1 |
1.4873 |
1.4911 |
|