CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6065 |
1.6075 |
0.0010 |
0.1% |
1.6162 |
| High |
1.6103 |
1.6113 |
0.0010 |
0.1% |
1.6314 |
| Low |
1.5945 |
1.6017 |
0.0072 |
0.5% |
1.5945 |
| Close |
1.6059 |
1.6102 |
0.0043 |
0.3% |
1.6059 |
| Range |
0.0158 |
0.0096 |
-0.0062 |
-39.2% |
0.0369 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.2% |
0.0000 |
| Volume |
126,759 |
96,245 |
-30,514 |
-24.1% |
365,958 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6365 |
1.6330 |
1.6155 |
|
| R3 |
1.6269 |
1.6234 |
1.6128 |
|
| R2 |
1.6173 |
1.6173 |
1.6120 |
|
| R1 |
1.6138 |
1.6138 |
1.6111 |
1.6156 |
| PP |
1.6077 |
1.6077 |
1.6077 |
1.6086 |
| S1 |
1.6042 |
1.6042 |
1.6093 |
1.6060 |
| S2 |
1.5981 |
1.5981 |
1.6084 |
|
| S3 |
1.5885 |
1.5946 |
1.6076 |
|
| S4 |
1.5789 |
1.5850 |
1.6049 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7213 |
1.7005 |
1.6262 |
|
| R3 |
1.6844 |
1.6636 |
1.6160 |
|
| R2 |
1.6475 |
1.6475 |
1.6127 |
|
| R1 |
1.6267 |
1.6267 |
1.6093 |
1.6187 |
| PP |
1.6106 |
1.6106 |
1.6106 |
1.6066 |
| S1 |
1.5898 |
1.5898 |
1.6025 |
1.5818 |
| S2 |
1.5737 |
1.5737 |
1.5991 |
|
| S3 |
1.5368 |
1.5529 |
1.5958 |
|
| S4 |
1.4999 |
1.5160 |
1.5856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0130 |
0.8% |
43% |
False |
False |
92,440 |
| 10 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0118 |
0.7% |
43% |
False |
False |
75,725 |
| 20 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0094 |
0.6% |
43% |
False |
False |
71,276 |
| 40 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0071 |
0.4% |
56% |
False |
False |
35,986 |
| 60 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0060 |
0.4% |
56% |
False |
False |
24,002 |
| 80 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0058 |
0.4% |
56% |
False |
False |
18,010 |
| 100 |
1.6314 |
1.5661 |
0.0653 |
4.1% |
0.0048 |
0.3% |
68% |
False |
False |
14,411 |
| 120 |
1.6314 |
1.5500 |
0.0814 |
5.1% |
0.0041 |
0.3% |
74% |
False |
False |
12,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6521 |
|
2.618 |
1.6364 |
|
1.618 |
1.6268 |
|
1.000 |
1.6209 |
|
0.618 |
1.6172 |
|
HIGH |
1.6113 |
|
0.618 |
1.6076 |
|
0.500 |
1.6065 |
|
0.382 |
1.6054 |
|
LOW |
1.6017 |
|
0.618 |
1.5958 |
|
1.000 |
1.5921 |
|
1.618 |
1.5862 |
|
2.618 |
1.5766 |
|
4.250 |
1.5609 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6090 |
1.6101 |
| PP |
1.6077 |
1.6100 |
| S1 |
1.6065 |
1.6099 |
|