CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6162 |
1.6129 |
-0.0033 |
-0.2% |
1.6075 |
| High |
1.6166 |
1.6151 |
-0.0015 |
-0.1% |
1.6166 |
| Low |
1.6084 |
1.6026 |
-0.0058 |
-0.4% |
1.5988 |
| Close |
1.6118 |
1.6083 |
-0.0035 |
-0.2% |
1.6118 |
| Range |
0.0082 |
0.0125 |
0.0043 |
52.4% |
0.0178 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.1% |
0.0000 |
| Volume |
100,457 |
101,229 |
772 |
0.8% |
520,017 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6462 |
1.6397 |
1.6152 |
|
| R3 |
1.6337 |
1.6272 |
1.6117 |
|
| R2 |
1.6212 |
1.6212 |
1.6106 |
|
| R1 |
1.6147 |
1.6147 |
1.6094 |
1.6117 |
| PP |
1.6087 |
1.6087 |
1.6087 |
1.6072 |
| S1 |
1.6022 |
1.6022 |
1.6072 |
1.5992 |
| S2 |
1.5962 |
1.5962 |
1.6060 |
|
| S3 |
1.5837 |
1.5897 |
1.6049 |
|
| S4 |
1.5712 |
1.5772 |
1.6014 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6625 |
1.6549 |
1.6216 |
|
| R3 |
1.6447 |
1.6371 |
1.6167 |
|
| R2 |
1.6269 |
1.6269 |
1.6151 |
|
| R1 |
1.6193 |
1.6193 |
1.6134 |
1.6231 |
| PP |
1.6091 |
1.6091 |
1.6091 |
1.6110 |
| S1 |
1.6015 |
1.6015 |
1.6102 |
1.6053 |
| S2 |
1.5913 |
1.5913 |
1.6085 |
|
| S3 |
1.5735 |
1.5837 |
1.6069 |
|
| S4 |
1.5557 |
1.5659 |
1.6020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6166 |
1.5988 |
0.0178 |
1.1% |
0.0110 |
0.7% |
53% |
False |
False |
105,000 |
| 10 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0120 |
0.7% |
37% |
False |
False |
98,720 |
| 20 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0103 |
0.6% |
37% |
False |
False |
86,562 |
| 40 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0081 |
0.5% |
52% |
False |
False |
49,102 |
| 60 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0066 |
0.4% |
52% |
False |
False |
32,751 |
| 80 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0063 |
0.4% |
52% |
False |
False |
24,571 |
| 100 |
1.6314 |
1.5781 |
0.0533 |
3.3% |
0.0053 |
0.3% |
57% |
False |
False |
19,660 |
| 120 |
1.6314 |
1.5500 |
0.0814 |
5.1% |
0.0045 |
0.3% |
72% |
False |
False |
16,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6682 |
|
2.618 |
1.6478 |
|
1.618 |
1.6353 |
|
1.000 |
1.6276 |
|
0.618 |
1.6228 |
|
HIGH |
1.6151 |
|
0.618 |
1.6103 |
|
0.500 |
1.6089 |
|
0.382 |
1.6074 |
|
LOW |
1.6026 |
|
0.618 |
1.5949 |
|
1.000 |
1.5901 |
|
1.618 |
1.5824 |
|
2.618 |
1.5699 |
|
4.250 |
1.5495 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6089 |
1.6083 |
| PP |
1.6087 |
1.6083 |
| S1 |
1.6085 |
1.6083 |
|