CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 09-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6120 |
1.6052 |
-0.0068 |
-0.4% |
1.6162 |
| High |
1.6123 |
1.6071 |
-0.0052 |
-0.3% |
1.6314 |
| Low |
1.6025 |
1.5988 |
-0.0037 |
-0.2% |
1.5945 |
| Close |
1.6054 |
1.6012 |
-0.0042 |
-0.3% |
1.6059 |
| Range |
0.0098 |
0.0083 |
-0.0015 |
-15.3% |
0.0369 |
| ATR |
0.0093 |
0.0093 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
85,885 |
106,874 |
20,989 |
24.4% |
365,958 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6273 |
1.6225 |
1.6058 |
|
| R3 |
1.6190 |
1.6142 |
1.6035 |
|
| R2 |
1.6107 |
1.6107 |
1.6027 |
|
| R1 |
1.6059 |
1.6059 |
1.6020 |
1.6042 |
| PP |
1.6024 |
1.6024 |
1.6024 |
1.6015 |
| S1 |
1.5976 |
1.5976 |
1.6004 |
1.5959 |
| S2 |
1.5941 |
1.5941 |
1.5997 |
|
| S3 |
1.5858 |
1.5893 |
1.5989 |
|
| S4 |
1.5775 |
1.5810 |
1.5966 |
|
|
| 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 |
1.6252 |
1.5945 |
0.0307 |
1.9% |
0.0120 |
0.7% |
22% |
False |
False |
103,341 |
| 10 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0113 |
0.7% |
18% |
False |
False |
82,318 |
| 20 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0096 |
0.6% |
18% |
False |
False |
79,658 |
| 40 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0073 |
0.5% |
38% |
False |
False |
40,801 |
| 60 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0062 |
0.4% |
38% |
False |
False |
27,214 |
| 80 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0059 |
0.4% |
38% |
False |
False |
20,419 |
| 100 |
1.6314 |
1.5684 |
0.0630 |
3.9% |
0.0049 |
0.3% |
52% |
False |
False |
16,338 |
| 120 |
1.6314 |
1.5500 |
0.0814 |
5.1% |
0.0042 |
0.3% |
63% |
False |
False |
13,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6424 |
|
2.618 |
1.6288 |
|
1.618 |
1.6205 |
|
1.000 |
1.6154 |
|
0.618 |
1.6122 |
|
HIGH |
1.6071 |
|
0.618 |
1.6039 |
|
0.500 |
1.6030 |
|
0.382 |
1.6020 |
|
LOW |
1.5988 |
|
0.618 |
1.5937 |
|
1.000 |
1.5905 |
|
1.618 |
1.5854 |
|
2.618 |
1.5771 |
|
4.250 |
1.5635 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6030 |
1.6056 |
| PP |
1.6024 |
1.6041 |
| S1 |
1.6018 |
1.6027 |
|