CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5794 |
1.5855 |
0.0061 |
0.4% |
1.5766 |
| High |
1.5872 |
1.5874 |
0.0002 |
0.0% |
1.5874 |
| Low |
1.5771 |
1.5685 |
-0.0086 |
-0.5% |
1.5670 |
| Close |
1.5853 |
1.5713 |
-0.0140 |
-0.9% |
1.5713 |
| Range |
0.0101 |
0.0189 |
0.0088 |
87.1% |
0.0204 |
| ATR |
0.0098 |
0.0105 |
0.0006 |
6.6% |
0.0000 |
| Volume |
119,838 |
138,410 |
18,572 |
15.5% |
586,067 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6324 |
1.6208 |
1.5817 |
|
| R3 |
1.6135 |
1.6019 |
1.5765 |
|
| R2 |
1.5946 |
1.5946 |
1.5748 |
|
| R1 |
1.5830 |
1.5830 |
1.5730 |
1.5794 |
| PP |
1.5757 |
1.5757 |
1.5757 |
1.5739 |
| S1 |
1.5641 |
1.5641 |
1.5696 |
1.5605 |
| S2 |
1.5568 |
1.5568 |
1.5678 |
|
| S3 |
1.5379 |
1.5452 |
1.5661 |
|
| S4 |
1.5190 |
1.5263 |
1.5609 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6364 |
1.6243 |
1.5825 |
|
| R3 |
1.6160 |
1.6039 |
1.5769 |
|
| R2 |
1.5956 |
1.5956 |
1.5750 |
|
| R1 |
1.5835 |
1.5835 |
1.5732 |
1.5794 |
| PP |
1.5752 |
1.5752 |
1.5752 |
1.5732 |
| S1 |
1.5631 |
1.5631 |
1.5694 |
1.5590 |
| S2 |
1.5548 |
1.5548 |
1.5676 |
|
| S3 |
1.5344 |
1.5427 |
1.5657 |
|
| S4 |
1.5140 |
1.5223 |
1.5601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5874 |
1.5670 |
0.0204 |
1.3% |
0.0118 |
0.8% |
21% |
True |
False |
117,213 |
| 10 |
1.6004 |
1.5670 |
0.0334 |
2.1% |
0.0110 |
0.7% |
13% |
False |
False |
131,730 |
| 20 |
1.6166 |
1.5670 |
0.0496 |
3.2% |
0.0108 |
0.7% |
9% |
False |
False |
120,927 |
| 40 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0098 |
0.6% |
7% |
False |
False |
90,763 |
| 60 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0080 |
0.5% |
7% |
False |
False |
60,584 |
| 80 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0070 |
0.4% |
7% |
False |
False |
45,446 |
| 100 |
1.6314 |
1.5670 |
0.0644 |
4.1% |
0.0066 |
0.4% |
7% |
False |
False |
36,364 |
| 120 |
1.6314 |
1.5661 |
0.0653 |
4.2% |
0.0057 |
0.4% |
8% |
False |
False |
30,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6677 |
|
2.618 |
1.6369 |
|
1.618 |
1.6180 |
|
1.000 |
1.6063 |
|
0.618 |
1.5991 |
|
HIGH |
1.5874 |
|
0.618 |
1.5802 |
|
0.500 |
1.5780 |
|
0.382 |
1.5757 |
|
LOW |
1.5685 |
|
0.618 |
1.5568 |
|
1.000 |
1.5496 |
|
1.618 |
1.5379 |
|
2.618 |
1.5190 |
|
4.250 |
1.4882 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5780 |
1.5780 |
| PP |
1.5757 |
1.5757 |
| S1 |
1.5735 |
1.5735 |
|