CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6059 |
1.5993 |
-0.0066 |
-0.4% |
1.6075 |
| High |
1.6076 |
1.6035 |
-0.0041 |
-0.3% |
1.6166 |
| Low |
1.5970 |
1.5951 |
-0.0019 |
-0.1% |
1.5988 |
| Close |
1.6001 |
1.6004 |
0.0003 |
0.0% |
1.6118 |
| Range |
0.0106 |
0.0084 |
-0.0022 |
-20.8% |
0.0178 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
118,666 |
124,649 |
5,983 |
5.0% |
520,017 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6249 |
1.6210 |
1.6050 |
|
| R3 |
1.6165 |
1.6126 |
1.6027 |
|
| R2 |
1.6081 |
1.6081 |
1.6019 |
|
| R1 |
1.6042 |
1.6042 |
1.6012 |
1.6062 |
| PP |
1.5997 |
1.5997 |
1.5997 |
1.6006 |
| S1 |
1.5958 |
1.5958 |
1.5996 |
1.5978 |
| S2 |
1.5913 |
1.5913 |
1.5989 |
|
| S3 |
1.5829 |
1.5874 |
1.5981 |
|
| S4 |
1.5745 |
1.5790 |
1.5958 |
|
|
| 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 |
1.5951 |
0.0215 |
1.3% |
0.0093 |
0.6% |
25% |
False |
True |
110,987 |
| 10 |
1.6166 |
1.5945 |
0.0221 |
1.4% |
0.0107 |
0.7% |
27% |
False |
False |
110,125 |
| 20 |
1.6314 |
1.5945 |
0.0369 |
2.3% |
0.0106 |
0.7% |
16% |
False |
False |
91,272 |
| 40 |
1.6314 |
1.5903 |
0.0411 |
2.6% |
0.0084 |
0.5% |
25% |
False |
False |
57,931 |
| 60 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0068 |
0.4% |
36% |
False |
False |
38,638 |
| 80 |
1.6314 |
1.5828 |
0.0486 |
3.0% |
0.0064 |
0.4% |
36% |
False |
False |
28,985 |
| 100 |
1.6314 |
1.5781 |
0.0533 |
3.3% |
0.0055 |
0.3% |
42% |
False |
False |
23,192 |
| 120 |
1.6314 |
1.5500 |
0.0814 |
5.1% |
0.0047 |
0.3% |
62% |
False |
False |
19,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6392 |
|
2.618 |
1.6255 |
|
1.618 |
1.6171 |
|
1.000 |
1.6119 |
|
0.618 |
1.6087 |
|
HIGH |
1.6035 |
|
0.618 |
1.6003 |
|
0.500 |
1.5993 |
|
0.382 |
1.5983 |
|
LOW |
1.5951 |
|
0.618 |
1.5899 |
|
1.000 |
1.5867 |
|
1.618 |
1.5815 |
|
2.618 |
1.5731 |
|
4.250 |
1.5594 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6000 |
1.6024 |
| PP |
1.5997 |
1.6017 |
| S1 |
1.5993 |
1.6011 |
|