CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5686 |
1.5754 |
0.0068 |
0.4% |
1.5843 |
| High |
1.5769 |
1.5813 |
0.0044 |
0.3% |
1.5889 |
| Low |
1.5686 |
1.5721 |
0.0035 |
0.2% |
1.5741 |
| Close |
1.5754 |
1.5787 |
0.0033 |
0.2% |
1.5795 |
| Range |
0.0083 |
0.0092 |
0.0009 |
10.8% |
0.0148 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
105,020 |
104,679 |
-341 |
-0.3% |
570,459 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6050 |
1.6010 |
1.5838 |
|
| R3 |
1.5958 |
1.5918 |
1.5812 |
|
| R2 |
1.5866 |
1.5866 |
1.5804 |
|
| R1 |
1.5826 |
1.5826 |
1.5795 |
1.5846 |
| PP |
1.5774 |
1.5774 |
1.5774 |
1.5784 |
| S1 |
1.5734 |
1.5734 |
1.5779 |
1.5754 |
| S2 |
1.5682 |
1.5682 |
1.5770 |
|
| S3 |
1.5590 |
1.5642 |
1.5762 |
|
| S4 |
1.5498 |
1.5550 |
1.5736 |
|
|
| 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 |
1.5848 |
1.5670 |
0.0178 |
1.1% |
0.0096 |
0.6% |
66% |
False |
False |
118,287 |
| 10 |
1.6076 |
1.5670 |
0.0406 |
2.6% |
0.0100 |
0.6% |
29% |
False |
False |
130,237 |
| 20 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0107 |
0.7% |
18% |
False |
False |
116,967 |
| 40 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0094 |
0.6% |
18% |
False |
False |
84,353 |
| 60 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0077 |
0.5% |
18% |
False |
False |
56,281 |
| 80 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0068 |
0.4% |
18% |
False |
False |
42,219 |
| 100 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0063 |
0.4% |
18% |
False |
False |
33,782 |
| 120 |
1.6314 |
1.5626 |
0.0688 |
4.4% |
0.0054 |
0.3% |
23% |
False |
False |
28,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6204 |
|
2.618 |
1.6054 |
|
1.618 |
1.5962 |
|
1.000 |
1.5905 |
|
0.618 |
1.5870 |
|
HIGH |
1.5813 |
|
0.618 |
1.5778 |
|
0.500 |
1.5767 |
|
0.382 |
1.5756 |
|
LOW |
1.5721 |
|
0.618 |
1.5664 |
|
1.000 |
1.5629 |
|
1.618 |
1.5572 |
|
2.618 |
1.5480 |
|
4.250 |
1.5330 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5780 |
1.5772 |
| PP |
1.5774 |
1.5757 |
| S1 |
1.5767 |
1.5742 |
|