CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 08-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5662 |
1.5711 |
0.0049 |
0.3% |
1.5695 |
| High |
1.5767 |
1.5842 |
0.0075 |
0.5% |
1.5842 |
| Low |
1.5642 |
1.5702 |
0.0060 |
0.4% |
1.5627 |
| Close |
1.5708 |
1.5794 |
0.0086 |
0.5% |
1.5794 |
| Range |
0.0125 |
0.0140 |
0.0015 |
12.0% |
0.0215 |
| ATR |
0.0105 |
0.0108 |
0.0002 |
2.4% |
0.0000 |
| Volume |
190,908 |
132,489 |
-58,419 |
-30.6% |
666,135 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6199 |
1.6137 |
1.5871 |
|
| R3 |
1.6059 |
1.5997 |
1.5833 |
|
| R2 |
1.5919 |
1.5919 |
1.5820 |
|
| R1 |
1.5857 |
1.5857 |
1.5807 |
1.5888 |
| PP |
1.5779 |
1.5779 |
1.5779 |
1.5795 |
| S1 |
1.5717 |
1.5717 |
1.5781 |
1.5748 |
| S2 |
1.5639 |
1.5639 |
1.5768 |
|
| S3 |
1.5499 |
1.5577 |
1.5756 |
|
| S4 |
1.5359 |
1.5437 |
1.5717 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6399 |
1.6312 |
1.5912 |
|
| R3 |
1.6184 |
1.6097 |
1.5853 |
|
| R2 |
1.5969 |
1.5969 |
1.5833 |
|
| R1 |
1.5882 |
1.5882 |
1.5814 |
1.5926 |
| PP |
1.5754 |
1.5754 |
1.5754 |
1.5776 |
| S1 |
1.5667 |
1.5667 |
1.5774 |
1.5711 |
| S2 |
1.5539 |
1.5539 |
1.5755 |
|
| S3 |
1.5324 |
1.5452 |
1.5735 |
|
| S4 |
1.5109 |
1.5237 |
1.5676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5842 |
1.5627 |
0.0215 |
1.4% |
0.0113 |
0.7% |
78% |
True |
False |
133,227 |
| 10 |
1.5874 |
1.5627 |
0.0247 |
1.6% |
0.0116 |
0.7% |
68% |
False |
False |
125,220 |
| 20 |
1.6166 |
1.5627 |
0.0539 |
3.4% |
0.0107 |
0.7% |
31% |
False |
False |
126,918 |
| 40 |
1.6314 |
1.5627 |
0.0687 |
4.3% |
0.0104 |
0.7% |
24% |
False |
False |
105,506 |
| 60 |
1.6314 |
1.5627 |
0.0687 |
4.3% |
0.0087 |
0.5% |
24% |
False |
False |
71,682 |
| 80 |
1.6314 |
1.5627 |
0.0687 |
4.3% |
0.0075 |
0.5% |
24% |
False |
False |
53,772 |
| 100 |
1.6314 |
1.5627 |
0.0687 |
4.3% |
0.0070 |
0.4% |
24% |
False |
False |
43,024 |
| 120 |
1.6314 |
1.5627 |
0.0687 |
4.3% |
0.0060 |
0.4% |
24% |
False |
False |
35,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6437 |
|
2.618 |
1.6209 |
|
1.618 |
1.6069 |
|
1.000 |
1.5982 |
|
0.618 |
1.5929 |
|
HIGH |
1.5842 |
|
0.618 |
1.5789 |
|
0.500 |
1.5772 |
|
0.382 |
1.5755 |
|
LOW |
1.5702 |
|
0.618 |
1.5615 |
|
1.000 |
1.5562 |
|
1.618 |
1.5475 |
|
2.618 |
1.5335 |
|
4.250 |
1.5107 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5787 |
1.5774 |
| PP |
1.5779 |
1.5755 |
| S1 |
1.5772 |
1.5735 |
|