CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5423 |
1.5238 |
-0.0185 |
-1.2% |
1.5787 |
| High |
1.5449 |
1.5271 |
-0.0178 |
-1.2% |
1.5807 |
| Low |
1.5189 |
1.5124 |
-0.0065 |
-0.4% |
1.5459 |
| Close |
1.5242 |
1.5239 |
-0.0003 |
0.0% |
1.5512 |
| Range |
0.0260 |
0.0147 |
-0.0113 |
-43.5% |
0.0348 |
| ATR |
0.0120 |
0.0122 |
0.0002 |
1.6% |
0.0000 |
| Volume |
186,212 |
164,712 |
-21,500 |
-11.5% |
609,588 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5652 |
1.5593 |
1.5320 |
|
| R3 |
1.5505 |
1.5446 |
1.5279 |
|
| R2 |
1.5358 |
1.5358 |
1.5266 |
|
| R1 |
1.5299 |
1.5299 |
1.5252 |
1.5329 |
| PP |
1.5211 |
1.5211 |
1.5211 |
1.5226 |
| S1 |
1.5152 |
1.5152 |
1.5226 |
1.5182 |
| S2 |
1.5064 |
1.5064 |
1.5212 |
|
| S3 |
1.4917 |
1.5005 |
1.5199 |
|
| S4 |
1.4770 |
1.4858 |
1.5158 |
|
|
| 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 |
1.5548 |
1.5124 |
0.0424 |
2.8% |
0.0133 |
0.9% |
27% |
False |
True |
144,949 |
| 10 |
1.5842 |
1.5124 |
0.0718 |
4.7% |
0.0136 |
0.9% |
16% |
False |
True |
143,333 |
| 20 |
1.5874 |
1.5124 |
0.0750 |
4.9% |
0.0121 |
0.8% |
15% |
False |
True |
131,288 |
| 40 |
1.6314 |
1.5124 |
0.1190 |
7.8% |
0.0116 |
0.8% |
10% |
False |
True |
115,934 |
| 60 |
1.6314 |
1.5124 |
0.1190 |
7.8% |
0.0099 |
0.6% |
10% |
False |
True |
90,174 |
| 80 |
1.6314 |
1.5124 |
0.1190 |
7.8% |
0.0083 |
0.5% |
10% |
False |
True |
67,643 |
| 100 |
1.6314 |
1.5124 |
0.1190 |
7.8% |
0.0077 |
0.5% |
10% |
False |
True |
54,120 |
| 120 |
1.6314 |
1.5124 |
0.1190 |
7.8% |
0.0069 |
0.5% |
10% |
False |
True |
45,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5896 |
|
2.618 |
1.5656 |
|
1.618 |
1.5509 |
|
1.000 |
1.5418 |
|
0.618 |
1.5362 |
|
HIGH |
1.5271 |
|
0.618 |
1.5215 |
|
0.500 |
1.5198 |
|
0.382 |
1.5180 |
|
LOW |
1.5124 |
|
0.618 |
1.5033 |
|
1.000 |
1.4977 |
|
1.618 |
1.4886 |
|
2.618 |
1.4739 |
|
4.250 |
1.4499 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5225 |
1.5318 |
| PP |
1.5211 |
1.5292 |
| S1 |
1.5198 |
1.5265 |
|