CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5165 |
1.5153 |
-0.0012 |
-0.1% |
1.5104 |
| High |
1.5201 |
1.5176 |
-0.0025 |
-0.2% |
1.5244 |
| Low |
1.5128 |
1.5085 |
-0.0043 |
-0.3% |
1.5019 |
| Close |
1.5151 |
1.5122 |
-0.0029 |
-0.2% |
1.5222 |
| Range |
0.0073 |
0.0091 |
0.0018 |
24.7% |
0.0225 |
| ATR |
0.0112 |
0.0111 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
73,754 |
84,832 |
11,078 |
15.0% |
653,242 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5401 |
1.5352 |
1.5172 |
|
| R3 |
1.5310 |
1.5261 |
1.5147 |
|
| R2 |
1.5219 |
1.5219 |
1.5139 |
|
| R1 |
1.5170 |
1.5170 |
1.5130 |
1.5149 |
| PP |
1.5128 |
1.5128 |
1.5128 |
1.5117 |
| S1 |
1.5079 |
1.5079 |
1.5114 |
1.5058 |
| S2 |
1.5037 |
1.5037 |
1.5105 |
|
| S3 |
1.4946 |
1.4988 |
1.5097 |
|
| S4 |
1.4855 |
1.4897 |
1.5072 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5837 |
1.5754 |
1.5346 |
|
| R3 |
1.5612 |
1.5529 |
1.5284 |
|
| R2 |
1.5387 |
1.5387 |
1.5263 |
|
| R1 |
1.5304 |
1.5304 |
1.5243 |
1.5346 |
| PP |
1.5162 |
1.5162 |
1.5162 |
1.5182 |
| S1 |
1.5079 |
1.5079 |
1.5201 |
1.5121 |
| S2 |
1.4937 |
1.4937 |
1.5181 |
|
| S3 |
1.4712 |
1.4854 |
1.5160 |
|
| S4 |
1.4487 |
1.4629 |
1.5098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5260 |
1.5083 |
0.0177 |
1.2% |
0.0099 |
0.7% |
22% |
False |
False |
98,727 |
| 10 |
1.5260 |
1.4907 |
0.0353 |
2.3% |
0.0112 |
0.7% |
61% |
False |
False |
117,308 |
| 20 |
1.5260 |
1.4823 |
0.0437 |
2.9% |
0.0114 |
0.8% |
68% |
False |
False |
71,102 |
| 40 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0114 |
0.8% |
29% |
False |
False |
35,829 |
| 60 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0096 |
0.6% |
20% |
False |
False |
23,897 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0080 |
0.5% |
20% |
False |
False |
17,925 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0064 |
0.4% |
20% |
False |
False |
14,340 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0053 |
0.4% |
20% |
False |
False |
11,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5563 |
|
2.618 |
1.5414 |
|
1.618 |
1.5323 |
|
1.000 |
1.5267 |
|
0.618 |
1.5232 |
|
HIGH |
1.5176 |
|
0.618 |
1.5141 |
|
0.500 |
1.5131 |
|
0.382 |
1.5120 |
|
LOW |
1.5085 |
|
0.618 |
1.5029 |
|
1.000 |
1.4994 |
|
1.618 |
1.4938 |
|
2.618 |
1.4847 |
|
4.250 |
1.4698 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5131 |
1.5173 |
| PP |
1.5128 |
1.5156 |
| S1 |
1.5125 |
1.5139 |
|