CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5995 |
1.5843 |
-0.0152 |
-1.0% |
1.6129 |
| High |
1.6004 |
1.5889 |
-0.0115 |
-0.7% |
1.6151 |
| Low |
1.5847 |
1.5801 |
-0.0046 |
-0.3% |
1.5847 |
| Close |
1.5859 |
1.5841 |
-0.0018 |
-0.1% |
1.5859 |
| Range |
0.0157 |
0.0088 |
-0.0069 |
-43.9% |
0.0304 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
160,777 |
189,342 |
28,565 |
17.8% |
615,257 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6108 |
1.6062 |
1.5889 |
|
| R3 |
1.6020 |
1.5974 |
1.5865 |
|
| R2 |
1.5932 |
1.5932 |
1.5857 |
|
| R1 |
1.5886 |
1.5886 |
1.5849 |
1.5865 |
| PP |
1.5844 |
1.5844 |
1.5844 |
1.5833 |
| S1 |
1.5798 |
1.5798 |
1.5833 |
1.5777 |
| S2 |
1.5756 |
1.5756 |
1.5825 |
|
| S3 |
1.5668 |
1.5710 |
1.5817 |
|
| S4 |
1.5580 |
1.5622 |
1.5793 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6864 |
1.6666 |
1.6026 |
|
| R3 |
1.6560 |
1.6362 |
1.5943 |
|
| R2 |
1.6256 |
1.6256 |
1.5915 |
|
| R1 |
1.6058 |
1.6058 |
1.5887 |
1.6005 |
| PP |
1.5952 |
1.5952 |
1.5952 |
1.5926 |
| S1 |
1.5754 |
1.5754 |
1.5831 |
1.5701 |
| S2 |
1.5648 |
1.5648 |
1.5803 |
|
| S3 |
1.5344 |
1.5450 |
1.5775 |
|
| S4 |
1.5040 |
1.5146 |
1.5692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6097 |
1.5801 |
0.0296 |
1.9% |
0.0101 |
0.6% |
14% |
False |
True |
140,674 |
| 10 |
1.6166 |
1.5801 |
0.0365 |
2.3% |
0.0106 |
0.7% |
11% |
False |
True |
122,837 |
| 20 |
1.6314 |
1.5801 |
0.0513 |
3.2% |
0.0112 |
0.7% |
8% |
False |
True |
99,281 |
| 40 |
1.6314 |
1.5801 |
0.0513 |
3.2% |
0.0089 |
0.6% |
8% |
False |
True |
66,682 |
| 60 |
1.6314 |
1.5801 |
0.0513 |
3.2% |
0.0069 |
0.4% |
8% |
False |
True |
44,470 |
| 80 |
1.6314 |
1.5801 |
0.0513 |
3.2% |
0.0066 |
0.4% |
8% |
False |
True |
33,361 |
| 100 |
1.6314 |
1.5781 |
0.0533 |
3.4% |
0.0057 |
0.4% |
11% |
False |
False |
26,693 |
| 120 |
1.6314 |
1.5500 |
0.0814 |
5.1% |
0.0049 |
0.3% |
42% |
False |
False |
22,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6263 |
|
2.618 |
1.6119 |
|
1.618 |
1.6031 |
|
1.000 |
1.5977 |
|
0.618 |
1.5943 |
|
HIGH |
1.5889 |
|
0.618 |
1.5855 |
|
0.500 |
1.5845 |
|
0.382 |
1.5835 |
|
LOW |
1.5801 |
|
0.618 |
1.5747 |
|
1.000 |
1.5713 |
|
1.618 |
1.5659 |
|
2.618 |
1.5571 |
|
4.250 |
1.5427 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5845 |
1.5918 |
| PP |
1.5844 |
1.5892 |
| S1 |
1.5842 |
1.5867 |
|