CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5657 |
1.5662 |
0.0005 |
0.0% |
1.5766 |
| High |
1.5675 |
1.5767 |
0.0092 |
0.6% |
1.5874 |
| Low |
1.5628 |
1.5642 |
0.0014 |
0.1% |
1.5670 |
| Close |
1.5663 |
1.5708 |
0.0045 |
0.3% |
1.5713 |
| Range |
0.0047 |
0.0125 |
0.0078 |
166.0% |
0.0204 |
| ATR |
0.0104 |
0.0105 |
0.0002 |
1.5% |
0.0000 |
| Volume |
95,529 |
190,908 |
95,379 |
99.8% |
586,067 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6081 |
1.6019 |
1.5777 |
|
| R3 |
1.5956 |
1.5894 |
1.5742 |
|
| R2 |
1.5831 |
1.5831 |
1.5731 |
|
| R1 |
1.5769 |
1.5769 |
1.5719 |
1.5800 |
| PP |
1.5706 |
1.5706 |
1.5706 |
1.5721 |
| S1 |
1.5644 |
1.5644 |
1.5697 |
1.5675 |
| S2 |
1.5581 |
1.5581 |
1.5685 |
|
| S3 |
1.5456 |
1.5519 |
1.5674 |
|
| S4 |
1.5331 |
1.5394 |
1.5639 |
|
|
| 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% |
0.0123 |
0.8% |
33% |
False |
False |
134,411 |
| 10 |
1.5874 |
1.5627 |
0.0247 |
1.6% |
0.0110 |
0.7% |
33% |
False |
False |
125,658 |
| 20 |
1.6166 |
1.5627 |
0.0539 |
3.4% |
0.0108 |
0.7% |
15% |
False |
False |
126,822 |
| 40 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0102 |
0.7% |
12% |
False |
False |
103,240 |
| 60 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0085 |
0.5% |
12% |
False |
False |
69,475 |
| 80 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0073 |
0.5% |
12% |
False |
False |
52,116 |
| 100 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0069 |
0.4% |
12% |
False |
False |
41,699 |
| 120 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0059 |
0.4% |
12% |
False |
False |
34,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6298 |
|
2.618 |
1.6094 |
|
1.618 |
1.5969 |
|
1.000 |
1.5892 |
|
0.618 |
1.5844 |
|
HIGH |
1.5767 |
|
0.618 |
1.5719 |
|
0.500 |
1.5705 |
|
0.382 |
1.5690 |
|
LOW |
1.5642 |
|
0.618 |
1.5565 |
|
1.000 |
1.5517 |
|
1.618 |
1.5440 |
|
2.618 |
1.5315 |
|
4.250 |
1.5111 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5707 |
1.5715 |
| PP |
1.5706 |
1.5712 |
| S1 |
1.5705 |
1.5710 |
|