CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 13-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5649 |
1.5679 |
0.0030 |
0.2% |
1.5695 |
| High |
1.5669 |
1.5686 |
0.0017 |
0.1% |
1.5842 |
| Low |
1.5568 |
1.5520 |
-0.0048 |
-0.3% |
1.5627 |
| Close |
1.5651 |
1.5539 |
-0.0112 |
-0.7% |
1.5794 |
| Range |
0.0101 |
0.0166 |
0.0065 |
64.4% |
0.0215 |
| ATR |
0.0111 |
0.0114 |
0.0004 |
3.6% |
0.0000 |
| Volume |
131,541 |
147,927 |
16,386 |
12.5% |
666,135 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6080 |
1.5975 |
1.5630 |
|
| R3 |
1.5914 |
1.5809 |
1.5585 |
|
| R2 |
1.5748 |
1.5748 |
1.5569 |
|
| R1 |
1.5643 |
1.5643 |
1.5554 |
1.5613 |
| PP |
1.5582 |
1.5582 |
1.5582 |
1.5566 |
| S1 |
1.5477 |
1.5477 |
1.5524 |
1.5447 |
| S2 |
1.5416 |
1.5416 |
1.5509 |
|
| S3 |
1.5250 |
1.5311 |
1.5493 |
|
| S4 |
1.5084 |
1.5145 |
1.5448 |
|
|
| 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 |
1.5520 |
0.0322 |
2.1% |
0.0138 |
0.9% |
6% |
False |
True |
141,718 |
| 10 |
1.5874 |
1.5520 |
0.0354 |
2.3% |
0.0128 |
0.8% |
5% |
False |
True |
130,958 |
| 20 |
1.6076 |
1.5520 |
0.0556 |
3.6% |
0.0114 |
0.7% |
3% |
False |
True |
130,597 |
| 40 |
1.6314 |
1.5520 |
0.0794 |
5.1% |
0.0109 |
0.7% |
2% |
False |
True |
108,806 |
| 60 |
1.6314 |
1.5520 |
0.0794 |
5.1% |
0.0092 |
0.6% |
2% |
False |
True |
78,099 |
| 80 |
1.6314 |
1.5520 |
0.0794 |
5.1% |
0.0078 |
0.5% |
2% |
False |
True |
58,586 |
| 100 |
1.6314 |
1.5520 |
0.0794 |
5.1% |
0.0073 |
0.5% |
2% |
False |
True |
46,875 |
| 120 |
1.6314 |
1.5520 |
0.0794 |
5.1% |
0.0063 |
0.4% |
2% |
False |
True |
39,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6392 |
|
2.618 |
1.6121 |
|
1.618 |
1.5955 |
|
1.000 |
1.5852 |
|
0.618 |
1.5789 |
|
HIGH |
1.5686 |
|
0.618 |
1.5623 |
|
0.500 |
1.5603 |
|
0.382 |
1.5583 |
|
LOW |
1.5520 |
|
0.618 |
1.5417 |
|
1.000 |
1.5354 |
|
1.618 |
1.5251 |
|
2.618 |
1.5085 |
|
4.250 |
1.4815 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5603 |
1.5664 |
| PP |
1.5582 |
1.5622 |
| S1 |
1.5560 |
1.5581 |
|