CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5695 |
1.5749 |
0.0054 |
0.3% |
1.5766 |
| High |
1.5769 |
1.5802 |
0.0033 |
0.2% |
1.5874 |
| Low |
1.5690 |
1.5627 |
-0.0063 |
-0.4% |
1.5670 |
| Close |
1.5759 |
1.5658 |
-0.0101 |
-0.6% |
1.5713 |
| Range |
0.0079 |
0.0175 |
0.0096 |
121.5% |
0.0204 |
| ATR |
0.0103 |
0.0108 |
0.0005 |
5.0% |
0.0000 |
| Volume |
103,840 |
143,369 |
39,529 |
38.1% |
586,067 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6221 |
1.6114 |
1.5754 |
|
| R3 |
1.6046 |
1.5939 |
1.5706 |
|
| R2 |
1.5871 |
1.5871 |
1.5690 |
|
| R1 |
1.5764 |
1.5764 |
1.5674 |
1.5730 |
| PP |
1.5696 |
1.5696 |
1.5696 |
1.5679 |
| S1 |
1.5589 |
1.5589 |
1.5642 |
1.5555 |
| S2 |
1.5521 |
1.5521 |
1.5626 |
|
| S3 |
1.5346 |
1.5414 |
1.5610 |
|
| S4 |
1.5171 |
1.5239 |
1.5562 |
|
|
| 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 |
1.5627 |
0.0247 |
1.6% |
0.0127 |
0.8% |
13% |
False |
True |
122,027 |
| 10 |
1.5888 |
1.5627 |
0.0261 |
1.7% |
0.0111 |
0.7% |
12% |
False |
True |
121,439 |
| 20 |
1.6166 |
1.5627 |
0.0539 |
3.4% |
0.0108 |
0.7% |
6% |
False |
True |
122,138 |
| 40 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0101 |
0.6% |
5% |
False |
True |
96,707 |
| 60 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0083 |
0.5% |
5% |
False |
True |
64,703 |
| 80 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0072 |
0.5% |
5% |
False |
True |
48,536 |
| 100 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0068 |
0.4% |
5% |
False |
True |
38,836 |
| 120 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0058 |
0.4% |
5% |
False |
True |
32,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6546 |
|
2.618 |
1.6260 |
|
1.618 |
1.6085 |
|
1.000 |
1.5977 |
|
0.618 |
1.5910 |
|
HIGH |
1.5802 |
|
0.618 |
1.5735 |
|
0.500 |
1.5715 |
|
0.382 |
1.5694 |
|
LOW |
1.5627 |
|
0.618 |
1.5519 |
|
1.000 |
1.5452 |
|
1.618 |
1.5344 |
|
2.618 |
1.5169 |
|
4.250 |
1.4883 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5715 |
1.5751 |
| PP |
1.5696 |
1.5720 |
| S1 |
1.5677 |
1.5689 |
|