CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5749 |
1.5657 |
-0.0092 |
-0.6% |
1.5766 |
| High |
1.5802 |
1.5675 |
-0.0127 |
-0.8% |
1.5874 |
| Low |
1.5627 |
1.5628 |
0.0001 |
0.0% |
1.5670 |
| Close |
1.5658 |
1.5663 |
0.0005 |
0.0% |
1.5713 |
| Range |
0.0175 |
0.0047 |
-0.0128 |
-73.1% |
0.0204 |
| ATR |
0.0108 |
0.0104 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
143,369 |
95,529 |
-47,840 |
-33.4% |
586,067 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5796 |
1.5777 |
1.5689 |
|
| R3 |
1.5749 |
1.5730 |
1.5676 |
|
| R2 |
1.5702 |
1.5702 |
1.5672 |
|
| R1 |
1.5683 |
1.5683 |
1.5667 |
1.5693 |
| PP |
1.5655 |
1.5655 |
1.5655 |
1.5660 |
| S1 |
1.5636 |
1.5636 |
1.5659 |
1.5646 |
| S2 |
1.5608 |
1.5608 |
1.5654 |
|
| S3 |
1.5561 |
1.5589 |
1.5650 |
|
| S4 |
1.5514 |
1.5542 |
1.5637 |
|
|
| 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% |
0.0118 |
0.8% |
15% |
False |
False |
120,197 |
| 10 |
1.5874 |
1.5627 |
0.0247 |
1.6% |
0.0107 |
0.7% |
15% |
False |
False |
119,242 |
| 20 |
1.6166 |
1.5627 |
0.0539 |
3.4% |
0.0106 |
0.7% |
7% |
False |
False |
122,620 |
| 40 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0101 |
0.6% |
5% |
False |
False |
98,856 |
| 60 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0083 |
0.5% |
5% |
False |
False |
66,293 |
| 80 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0072 |
0.5% |
5% |
False |
False |
49,730 |
| 100 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0068 |
0.4% |
5% |
False |
False |
39,790 |
| 120 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0059 |
0.4% |
5% |
False |
False |
33,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5875 |
|
2.618 |
1.5798 |
|
1.618 |
1.5751 |
|
1.000 |
1.5722 |
|
0.618 |
1.5704 |
|
HIGH |
1.5675 |
|
0.618 |
1.5657 |
|
0.500 |
1.5652 |
|
0.382 |
1.5646 |
|
LOW |
1.5628 |
|
0.618 |
1.5599 |
|
1.000 |
1.5581 |
|
1.618 |
1.5552 |
|
2.618 |
1.5505 |
|
4.250 |
1.5428 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5659 |
1.5715 |
| PP |
1.5655 |
1.5697 |
| S1 |
1.5652 |
1.5680 |
|