CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5487 |
1.5423 |
-0.0064 |
-0.4% |
1.5787 |
| High |
1.5512 |
1.5449 |
-0.0063 |
-0.4% |
1.5807 |
| Low |
1.5412 |
1.5189 |
-0.0223 |
-1.4% |
1.5459 |
| Close |
1.5422 |
1.5242 |
-0.0180 |
-1.2% |
1.5512 |
| Range |
0.0100 |
0.0260 |
0.0160 |
160.0% |
0.0348 |
| ATR |
0.0109 |
0.0120 |
0.0011 |
9.9% |
0.0000 |
| Volume |
149,430 |
186,212 |
36,782 |
24.6% |
609,588 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6073 |
1.5918 |
1.5385 |
|
| R3 |
1.5813 |
1.5658 |
1.5314 |
|
| R2 |
1.5553 |
1.5553 |
1.5290 |
|
| R1 |
1.5398 |
1.5398 |
1.5266 |
1.5346 |
| PP |
1.5293 |
1.5293 |
1.5293 |
1.5267 |
| S1 |
1.5138 |
1.5138 |
1.5218 |
1.5086 |
| S2 |
1.5033 |
1.5033 |
1.5194 |
|
| S3 |
1.4773 |
1.4878 |
1.5171 |
|
| S4 |
1.4513 |
1.4618 |
1.5099 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6637 |
1.6422 |
1.5703 |
|
| R3 |
1.6289 |
1.6074 |
1.5608 |
|
| R2 |
1.5941 |
1.5941 |
1.5576 |
|
| R1 |
1.5726 |
1.5726 |
1.5544 |
1.5660 |
| PP |
1.5593 |
1.5593 |
1.5593 |
1.5559 |
| S1 |
1.5378 |
1.5378 |
1.5480 |
1.5312 |
| S2 |
1.5245 |
1.5245 |
1.5448 |
|
| S3 |
1.4897 |
1.5030 |
1.5416 |
|
| S4 |
1.4549 |
1.4682 |
1.5321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5686 |
1.5189 |
0.0497 |
3.3% |
0.0137 |
0.9% |
11% |
False |
True |
141,592 |
| 10 |
1.5842 |
1.5189 |
0.0653 |
4.3% |
0.0126 |
0.8% |
8% |
False |
True |
136,415 |
| 20 |
1.5888 |
1.5189 |
0.0699 |
4.6% |
0.0118 |
0.8% |
8% |
False |
True |
128,927 |
| 40 |
1.6314 |
1.5189 |
0.1125 |
7.4% |
0.0115 |
0.8% |
5% |
False |
True |
114,104 |
| 60 |
1.6314 |
1.5189 |
0.1125 |
7.4% |
0.0099 |
0.6% |
5% |
False |
True |
87,430 |
| 80 |
1.6314 |
1.5189 |
0.1125 |
7.4% |
0.0081 |
0.5% |
5% |
False |
True |
65,584 |
| 100 |
1.6314 |
1.5189 |
0.1125 |
7.4% |
0.0076 |
0.5% |
5% |
False |
True |
52,474 |
| 120 |
1.6314 |
1.5189 |
0.1125 |
7.4% |
0.0068 |
0.4% |
5% |
False |
True |
43,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6554 |
|
2.618 |
1.6130 |
|
1.618 |
1.5870 |
|
1.000 |
1.5709 |
|
0.618 |
1.5610 |
|
HIGH |
1.5449 |
|
0.618 |
1.5350 |
|
0.500 |
1.5319 |
|
0.382 |
1.5288 |
|
LOW |
1.5189 |
|
0.618 |
1.5028 |
|
1.000 |
1.4929 |
|
1.618 |
1.4768 |
|
2.618 |
1.4508 |
|
4.250 |
1.4084 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5319 |
1.5369 |
| PP |
1.5293 |
1.5326 |
| S1 |
1.5268 |
1.5284 |
|