CME British Pound Future March 2013
Trading Metrics calculated at close of trading on 12-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.5787 |
1.5649 |
-0.0138 |
-0.9% |
1.5695 |
High |
1.5807 |
1.5669 |
-0.0138 |
-0.9% |
1.5842 |
Low |
1.5649 |
1.5568 |
-0.0081 |
-0.5% |
1.5627 |
Close |
1.5660 |
1.5651 |
-0.0009 |
-0.1% |
1.5794 |
Range |
0.0158 |
0.0101 |
-0.0057 |
-36.1% |
0.0215 |
ATR |
0.0111 |
0.0111 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
105,729 |
131,541 |
25,812 |
24.4% |
666,135 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5932 |
1.5893 |
1.5707 |
|
R3 |
1.5831 |
1.5792 |
1.5679 |
|
R2 |
1.5730 |
1.5730 |
1.5670 |
|
R1 |
1.5691 |
1.5691 |
1.5660 |
1.5711 |
PP |
1.5629 |
1.5629 |
1.5629 |
1.5639 |
S1 |
1.5590 |
1.5590 |
1.5642 |
1.5610 |
S2 |
1.5528 |
1.5528 |
1.5632 |
|
S3 |
1.5427 |
1.5489 |
1.5623 |
|
S4 |
1.5326 |
1.5388 |
1.5595 |
|
|
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 |
1.5568 |
0.0274 |
1.8% |
0.0114 |
0.7% |
30% |
False |
True |
131,239 |
10 |
1.5874 |
1.5568 |
0.0306 |
2.0% |
0.0121 |
0.8% |
27% |
False |
True |
126,633 |
20 |
1.6097 |
1.5568 |
0.0529 |
3.4% |
0.0109 |
0.7% |
16% |
False |
True |
128,697 |
40 |
1.6314 |
1.5568 |
0.0746 |
4.8% |
0.0106 |
0.7% |
11% |
False |
True |
107,630 |
60 |
1.6314 |
1.5568 |
0.0746 |
4.8% |
0.0090 |
0.6% |
11% |
False |
True |
75,634 |
80 |
1.6314 |
1.5568 |
0.0746 |
4.8% |
0.0077 |
0.5% |
11% |
False |
True |
56,738 |
100 |
1.6314 |
1.5568 |
0.0746 |
4.8% |
0.0072 |
0.5% |
11% |
False |
True |
45,396 |
120 |
1.6314 |
1.5568 |
0.0746 |
4.8% |
0.0063 |
0.4% |
11% |
False |
True |
37,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6098 |
2.618 |
1.5933 |
1.618 |
1.5832 |
1.000 |
1.5770 |
0.618 |
1.5731 |
HIGH |
1.5669 |
0.618 |
1.5630 |
0.500 |
1.5619 |
0.382 |
1.5607 |
LOW |
1.5568 |
0.618 |
1.5506 |
1.000 |
1.5467 |
1.618 |
1.5405 |
2.618 |
1.5304 |
4.250 |
1.5139 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5640 |
1.5705 |
PP |
1.5629 |
1.5687 |
S1 |
1.5619 |
1.5669 |
|