CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6162 |
1.6300 |
0.0138 |
0.9% |
1.6161 |
| High |
1.6271 |
1.6314 |
0.0043 |
0.3% |
1.6205 |
| Low |
1.6131 |
1.6221 |
0.0090 |
0.6% |
1.6065 |
| Close |
1.6240 |
1.6242 |
0.0002 |
0.0% |
1.6148 |
| Range |
0.0140 |
0.0093 |
-0.0047 |
-33.6% |
0.0140 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.1% |
0.0000 |
| Volume |
60,151 |
78,103 |
17,952 |
29.8% |
203,558 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6538 |
1.6483 |
1.6293 |
|
| R3 |
1.6445 |
1.6390 |
1.6268 |
|
| R2 |
1.6352 |
1.6352 |
1.6259 |
|
| R1 |
1.6297 |
1.6297 |
1.6251 |
1.6278 |
| PP |
1.6259 |
1.6259 |
1.6259 |
1.6250 |
| S1 |
1.6204 |
1.6204 |
1.6233 |
1.6185 |
| S2 |
1.6166 |
1.6166 |
1.6225 |
|
| S3 |
1.6073 |
1.6111 |
1.6216 |
|
| S4 |
1.5980 |
1.6018 |
1.6191 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6559 |
1.6494 |
1.6225 |
|
| R3 |
1.6419 |
1.6354 |
1.6187 |
|
| R2 |
1.6279 |
1.6279 |
1.6174 |
|
| R1 |
1.6214 |
1.6214 |
1.6161 |
1.6177 |
| PP |
1.6139 |
1.6139 |
1.6139 |
1.6121 |
| S1 |
1.6074 |
1.6074 |
1.6135 |
1.6037 |
| S2 |
1.5999 |
1.5999 |
1.6122 |
|
| S3 |
1.5859 |
1.5934 |
1.6110 |
|
| S4 |
1.5719 |
1.5794 |
1.6071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6314 |
1.6065 |
0.0249 |
1.5% |
0.0105 |
0.6% |
71% |
True |
False |
61,294 |
| 10 |
1.6314 |
1.6065 |
0.0249 |
1.5% |
0.0096 |
0.6% |
71% |
True |
False |
70,688 |
| 20 |
1.6314 |
1.6000 |
0.0314 |
1.9% |
0.0082 |
0.5% |
77% |
True |
False |
55,608 |
| 40 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0063 |
0.4% |
85% |
True |
False |
27,889 |
| 60 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0056 |
0.3% |
85% |
True |
False |
18,605 |
| 80 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0053 |
0.3% |
85% |
True |
False |
13,961 |
| 100 |
1.6314 |
1.5661 |
0.0653 |
4.0% |
0.0044 |
0.3% |
89% |
True |
False |
11,171 |
| 120 |
1.6314 |
1.5500 |
0.0814 |
5.0% |
0.0037 |
0.2% |
91% |
True |
False |
9,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6709 |
|
2.618 |
1.6557 |
|
1.618 |
1.6464 |
|
1.000 |
1.6407 |
|
0.618 |
1.6371 |
|
HIGH |
1.6314 |
|
0.618 |
1.6278 |
|
0.500 |
1.6268 |
|
0.382 |
1.6257 |
|
LOW |
1.6221 |
|
0.618 |
1.6164 |
|
1.000 |
1.6128 |
|
1.618 |
1.6071 |
|
2.618 |
1.5978 |
|
4.250 |
1.5826 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6268 |
1.6226 |
| PP |
1.6259 |
1.6210 |
| S1 |
1.6251 |
1.6195 |
|