CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5711 |
1.5787 |
0.0076 |
0.5% |
1.5695 |
| High |
1.5842 |
1.5807 |
-0.0035 |
-0.2% |
1.5842 |
| Low |
1.5702 |
1.5649 |
-0.0053 |
-0.3% |
1.5627 |
| Close |
1.5794 |
1.5660 |
-0.0134 |
-0.8% |
1.5794 |
| Range |
0.0140 |
0.0158 |
0.0018 |
12.9% |
0.0215 |
| ATR |
0.0108 |
0.0111 |
0.0004 |
3.3% |
0.0000 |
| Volume |
132,489 |
105,729 |
-26,760 |
-20.2% |
666,135 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6179 |
1.6078 |
1.5747 |
|
| R3 |
1.6021 |
1.5920 |
1.5703 |
|
| R2 |
1.5863 |
1.5863 |
1.5689 |
|
| R1 |
1.5762 |
1.5762 |
1.5674 |
1.5734 |
| PP |
1.5705 |
1.5705 |
1.5705 |
1.5691 |
| S1 |
1.5604 |
1.5604 |
1.5646 |
1.5576 |
| S2 |
1.5547 |
1.5547 |
1.5631 |
|
| S3 |
1.5389 |
1.5446 |
1.5617 |
|
| S4 |
1.5231 |
1.5288 |
1.5573 |
|
|
| 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% |
0.0129 |
0.8% |
15% |
False |
False |
133,604 |
| 10 |
1.5874 |
1.5627 |
0.0247 |
1.6% |
0.0119 |
0.8% |
13% |
False |
False |
123,981 |
| 20 |
1.6151 |
1.5627 |
0.0524 |
3.3% |
0.0111 |
0.7% |
6% |
False |
False |
127,182 |
| 40 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0106 |
0.7% |
5% |
False |
False |
106,329 |
| 60 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0089 |
0.6% |
5% |
False |
False |
73,443 |
| 80 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0076 |
0.5% |
5% |
False |
False |
55,094 |
| 100 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0072 |
0.5% |
5% |
False |
False |
44,081 |
| 120 |
1.6314 |
1.5627 |
0.0687 |
4.4% |
0.0062 |
0.4% |
5% |
False |
False |
36,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6479 |
|
2.618 |
1.6221 |
|
1.618 |
1.6063 |
|
1.000 |
1.5965 |
|
0.618 |
1.5905 |
|
HIGH |
1.5807 |
|
0.618 |
1.5747 |
|
0.500 |
1.5728 |
|
0.382 |
1.5709 |
|
LOW |
1.5649 |
|
0.618 |
1.5551 |
|
1.000 |
1.5491 |
|
1.618 |
1.5393 |
|
2.618 |
1.5235 |
|
4.250 |
1.4978 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5728 |
1.5742 |
| PP |
1.5705 |
1.5715 |
| S1 |
1.5683 |
1.5687 |
|