CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6070 |
1.6059 |
-0.0011 |
-0.1% |
1.6075 |
| High |
1.6097 |
1.6076 |
-0.0021 |
-0.1% |
1.6166 |
| Low |
1.6028 |
1.5970 |
-0.0058 |
-0.4% |
1.5988 |
| Close |
1.6053 |
1.6001 |
-0.0052 |
-0.3% |
1.6118 |
| Range |
0.0069 |
0.0106 |
0.0037 |
53.6% |
0.0178 |
| ATR |
0.0097 |
0.0097 |
0.0001 |
0.7% |
0.0000 |
| Volume |
109,936 |
118,666 |
8,730 |
7.9% |
520,017 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6334 |
1.6273 |
1.6059 |
|
| R3 |
1.6228 |
1.6167 |
1.6030 |
|
| R2 |
1.6122 |
1.6122 |
1.6020 |
|
| R1 |
1.6061 |
1.6061 |
1.6011 |
1.6039 |
| PP |
1.6016 |
1.6016 |
1.6016 |
1.6004 |
| S1 |
1.5955 |
1.5955 |
1.5991 |
1.5933 |
| S2 |
1.5910 |
1.5910 |
1.5982 |
|
| S3 |
1.5804 |
1.5849 |
1.5972 |
|
| S4 |
1.5698 |
1.5743 |
1.5943 |
|
|
| 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 |
1.5970 |
0.0196 |
1.2% |
0.0109 |
0.7% |
16% |
False |
True |
112,168 |
| 10 |
1.6252 |
1.5945 |
0.0307 |
1.9% |
0.0115 |
0.7% |
18% |
False |
False |
107,755 |
| 20 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0105 |
0.7% |
15% |
False |
False |
89,221 |
| 40 |
1.6314 |
1.5890 |
0.0424 |
2.6% |
0.0083 |
0.5% |
26% |
False |
False |
54,816 |
| 60 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0067 |
0.4% |
36% |
False |
False |
36,560 |
| 80 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0064 |
0.4% |
36% |
False |
False |
27,428 |
| 100 |
1.6314 |
1.5781 |
0.0533 |
3.3% |
0.0054 |
0.3% |
41% |
False |
False |
21,946 |
| 120 |
1.6314 |
1.5500 |
0.0814 |
5.1% |
0.0047 |
0.3% |
62% |
False |
False |
18,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6527 |
|
2.618 |
1.6354 |
|
1.618 |
1.6248 |
|
1.000 |
1.6182 |
|
0.618 |
1.6142 |
|
HIGH |
1.6076 |
|
0.618 |
1.6036 |
|
0.500 |
1.6023 |
|
0.382 |
1.6010 |
|
LOW |
1.5970 |
|
0.618 |
1.5904 |
|
1.000 |
1.5864 |
|
1.618 |
1.5798 |
|
2.618 |
1.5692 |
|
4.250 |
1.5520 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6023 |
1.6061 |
| PP |
1.6016 |
1.6041 |
| S1 |
1.6008 |
1.6021 |
|