CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6129 |
1.6070 |
-0.0059 |
-0.4% |
1.6075 |
| High |
1.6151 |
1.6097 |
-0.0054 |
-0.3% |
1.6166 |
| Low |
1.6026 |
1.6028 |
0.0002 |
0.0% |
1.5988 |
| Close |
1.6083 |
1.6053 |
-0.0030 |
-0.2% |
1.6118 |
| Range |
0.0125 |
0.0069 |
-0.0056 |
-44.8% |
0.0178 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
101,229 |
109,936 |
8,707 |
8.6% |
520,017 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6266 |
1.6229 |
1.6091 |
|
| R3 |
1.6197 |
1.6160 |
1.6072 |
|
| R2 |
1.6128 |
1.6128 |
1.6066 |
|
| R1 |
1.6091 |
1.6091 |
1.6059 |
1.6075 |
| PP |
1.6059 |
1.6059 |
1.6059 |
1.6052 |
| S1 |
1.6022 |
1.6022 |
1.6047 |
1.6006 |
| S2 |
1.5990 |
1.5990 |
1.6040 |
|
| S3 |
1.5921 |
1.5953 |
1.6034 |
|
| S4 |
1.5852 |
1.5884 |
1.6015 |
|
|
| 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% |
0.0105 |
0.7% |
37% |
False |
False |
109,810 |
| 10 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0113 |
0.7% |
29% |
False |
False |
103,698 |
| 20 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0103 |
0.6% |
29% |
False |
False |
87,015 |
| 40 |
1.6314 |
1.5842 |
0.0472 |
2.9% |
0.0081 |
0.5% |
45% |
False |
False |
51,850 |
| 60 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0066 |
0.4% |
46% |
False |
False |
34,583 |
| 80 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0063 |
0.4% |
46% |
False |
False |
25,945 |
| 100 |
1.6314 |
1.5781 |
0.0533 |
3.3% |
0.0053 |
0.3% |
51% |
False |
False |
20,759 |
| 120 |
1.6314 |
1.5500 |
0.0814 |
5.1% |
0.0046 |
0.3% |
68% |
False |
False |
17,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6390 |
|
2.618 |
1.6278 |
|
1.618 |
1.6209 |
|
1.000 |
1.6166 |
|
0.618 |
1.6140 |
|
HIGH |
1.6097 |
|
0.618 |
1.6071 |
|
0.500 |
1.6063 |
|
0.382 |
1.6054 |
|
LOW |
1.6028 |
|
0.618 |
1.5985 |
|
1.000 |
1.5959 |
|
1.618 |
1.5916 |
|
2.618 |
1.5847 |
|
4.250 |
1.5735 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6063 |
1.6096 |
| PP |
1.6059 |
1.6082 |
| S1 |
1.6056 |
1.6067 |
|