CME British Pound Future March 2013
Trading Metrics calculated at close of trading on 14-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.5679 |
1.5537 |
-0.0142 |
-0.9% |
1.5695 |
High |
1.5686 |
1.5540 |
-0.0146 |
-0.9% |
1.5842 |
Low |
1.5520 |
1.5471 |
-0.0049 |
-0.3% |
1.5627 |
Close |
1.5539 |
1.5482 |
-0.0057 |
-0.4% |
1.5794 |
Range |
0.0166 |
0.0069 |
-0.0097 |
-58.4% |
0.0215 |
ATR |
0.0114 |
0.0111 |
-0.0003 |
-2.8% |
0.0000 |
Volume |
147,927 |
107,884 |
-40,043 |
-27.1% |
666,135 |
|
Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5705 |
1.5662 |
1.5520 |
|
R3 |
1.5636 |
1.5593 |
1.5501 |
|
R2 |
1.5567 |
1.5567 |
1.5495 |
|
R1 |
1.5524 |
1.5524 |
1.5488 |
1.5511 |
PP |
1.5498 |
1.5498 |
1.5498 |
1.5491 |
S1 |
1.5455 |
1.5455 |
1.5476 |
1.5442 |
S2 |
1.5429 |
1.5429 |
1.5469 |
|
S3 |
1.5360 |
1.5386 |
1.5463 |
|
S4 |
1.5291 |
1.5317 |
1.5444 |
|
|
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 |
1.5471 |
0.0371 |
2.4% |
0.0127 |
0.8% |
3% |
False |
True |
125,114 |
10 |
1.5874 |
1.5471 |
0.0403 |
2.6% |
0.0125 |
0.8% |
3% |
False |
True |
129,762 |
20 |
1.6035 |
1.5471 |
0.0564 |
3.6% |
0.0112 |
0.7% |
2% |
False |
True |
130,058 |
40 |
1.6314 |
1.5471 |
0.0843 |
5.4% |
0.0109 |
0.7% |
1% |
False |
True |
109,640 |
60 |
1.6314 |
1.5471 |
0.0843 |
5.4% |
0.0093 |
0.6% |
1% |
False |
True |
79,896 |
80 |
1.6314 |
1.5471 |
0.0843 |
5.4% |
0.0078 |
0.5% |
1% |
False |
True |
59,935 |
100 |
1.6314 |
1.5471 |
0.0843 |
5.4% |
0.0074 |
0.5% |
1% |
False |
True |
47,954 |
120 |
1.6314 |
1.5471 |
0.0843 |
5.4% |
0.0064 |
0.4% |
1% |
False |
True |
39,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5833 |
2.618 |
1.5721 |
1.618 |
1.5652 |
1.000 |
1.5609 |
0.618 |
1.5583 |
HIGH |
1.5540 |
0.618 |
1.5514 |
0.500 |
1.5506 |
0.382 |
1.5497 |
LOW |
1.5471 |
0.618 |
1.5428 |
1.000 |
1.5402 |
1.618 |
1.5359 |
2.618 |
1.5290 |
4.250 |
1.5178 |
|
|
Fisher Pivots for day following 14-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5506 |
1.5579 |
PP |
1.5498 |
1.5546 |
S1 |
1.5490 |
1.5514 |
|