CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5766 |
1.5686 |
-0.0080 |
-0.5% |
1.5843 |
| High |
1.5795 |
1.5769 |
-0.0026 |
-0.2% |
1.5889 |
| Low |
1.5670 |
1.5686 |
0.0016 |
0.1% |
1.5741 |
| Close |
1.5692 |
1.5754 |
0.0062 |
0.4% |
1.5795 |
| Range |
0.0125 |
0.0083 |
-0.0042 |
-33.6% |
0.0148 |
| ATR |
0.0100 |
0.0098 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
118,120 |
105,020 |
-13,100 |
-11.1% |
570,459 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5985 |
1.5953 |
1.5800 |
|
| R3 |
1.5902 |
1.5870 |
1.5777 |
|
| R2 |
1.5819 |
1.5819 |
1.5769 |
|
| R1 |
1.5787 |
1.5787 |
1.5762 |
1.5803 |
| PP |
1.5736 |
1.5736 |
1.5736 |
1.5745 |
| S1 |
1.5704 |
1.5704 |
1.5746 |
1.5720 |
| S2 |
1.5653 |
1.5653 |
1.5739 |
|
| S3 |
1.5570 |
1.5621 |
1.5731 |
|
| S4 |
1.5487 |
1.5538 |
1.5708 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6252 |
1.6172 |
1.5876 |
|
| R3 |
1.6104 |
1.6024 |
1.5836 |
|
| R2 |
1.5956 |
1.5956 |
1.5822 |
|
| R1 |
1.5876 |
1.5876 |
1.5809 |
1.5842 |
| PP |
1.5808 |
1.5808 |
1.5808 |
1.5792 |
| S1 |
1.5728 |
1.5728 |
1.5781 |
1.5694 |
| S2 |
1.5660 |
1.5660 |
1.5768 |
|
| S3 |
1.5512 |
1.5580 |
1.5754 |
|
| S4 |
1.5364 |
1.5432 |
1.5714 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5888 |
1.5670 |
0.0218 |
1.4% |
0.0095 |
0.6% |
39% |
False |
False |
120,851 |
| 10 |
1.6097 |
1.5670 |
0.0427 |
2.7% |
0.0098 |
0.6% |
20% |
False |
False |
130,762 |
| 20 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0109 |
0.7% |
13% |
False |
False |
114,741 |
| 40 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0094 |
0.6% |
13% |
False |
False |
81,772 |
| 60 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0076 |
0.5% |
13% |
False |
False |
54,536 |
| 80 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0068 |
0.4% |
13% |
False |
False |
40,911 |
| 100 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0062 |
0.4% |
13% |
False |
False |
32,736 |
| 120 |
1.6314 |
1.5626 |
0.0688 |
4.4% |
0.0053 |
0.3% |
19% |
False |
False |
27,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6122 |
|
2.618 |
1.5986 |
|
1.618 |
1.5903 |
|
1.000 |
1.5852 |
|
0.618 |
1.5820 |
|
HIGH |
1.5769 |
|
0.618 |
1.5737 |
|
0.500 |
1.5728 |
|
0.382 |
1.5718 |
|
LOW |
1.5686 |
|
0.618 |
1.5635 |
|
1.000 |
1.5603 |
|
1.618 |
1.5552 |
|
2.618 |
1.5469 |
|
4.250 |
1.5333 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5745 |
1.5752 |
| PP |
1.5736 |
1.5749 |
| S1 |
1.5728 |
1.5747 |
|