CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5754 |
1.5794 |
0.0040 |
0.3% |
1.5843 |
| High |
1.5813 |
1.5872 |
0.0059 |
0.4% |
1.5889 |
| Low |
1.5721 |
1.5771 |
0.0050 |
0.3% |
1.5741 |
| Close |
1.5787 |
1.5853 |
0.0066 |
0.4% |
1.5795 |
| Range |
0.0092 |
0.0101 |
0.0009 |
9.8% |
0.0148 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
0.2% |
0.0000 |
| Volume |
104,679 |
119,838 |
15,159 |
14.5% |
570,459 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6135 |
1.6095 |
1.5909 |
|
| R3 |
1.6034 |
1.5994 |
1.5881 |
|
| R2 |
1.5933 |
1.5933 |
1.5872 |
|
| R1 |
1.5893 |
1.5893 |
1.5862 |
1.5913 |
| PP |
1.5832 |
1.5832 |
1.5832 |
1.5842 |
| S1 |
1.5792 |
1.5792 |
1.5844 |
1.5812 |
| S2 |
1.5731 |
1.5731 |
1.5834 |
|
| S3 |
1.5630 |
1.5691 |
1.5825 |
|
| S4 |
1.5529 |
1.5590 |
1.5797 |
|
|
| 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 |
1.5872 |
1.5670 |
0.0202 |
1.3% |
0.0097 |
0.6% |
91% |
True |
False |
116,906 |
| 10 |
1.6035 |
1.5670 |
0.0365 |
2.3% |
0.0100 |
0.6% |
50% |
False |
False |
130,354 |
| 20 |
1.6252 |
1.5670 |
0.0582 |
3.7% |
0.0107 |
0.7% |
31% |
False |
False |
119,054 |
| 40 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0094 |
0.6% |
28% |
False |
False |
87,331 |
| 60 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0078 |
0.5% |
28% |
False |
False |
58,278 |
| 80 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0068 |
0.4% |
28% |
False |
False |
43,717 |
| 100 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0064 |
0.4% |
28% |
False |
False |
34,980 |
| 120 |
1.6314 |
1.5661 |
0.0653 |
4.1% |
0.0055 |
0.3% |
29% |
False |
False |
29,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6301 |
|
2.618 |
1.6136 |
|
1.618 |
1.6035 |
|
1.000 |
1.5973 |
|
0.618 |
1.5934 |
|
HIGH |
1.5872 |
|
0.618 |
1.5833 |
|
0.500 |
1.5822 |
|
0.382 |
1.5810 |
|
LOW |
1.5771 |
|
0.618 |
1.5709 |
|
1.000 |
1.5670 |
|
1.618 |
1.5608 |
|
2.618 |
1.5507 |
|
4.250 |
1.5342 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5843 |
1.5828 |
| PP |
1.5832 |
1.5804 |
| S1 |
1.5822 |
1.5779 |
|