CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5238 |
1.5248 |
0.0010 |
0.1% |
1.5487 |
| High |
1.5271 |
1.5320 |
0.0049 |
0.3% |
1.5512 |
| Low |
1.5124 |
1.5155 |
0.0031 |
0.2% |
1.5124 |
| Close |
1.5239 |
1.5239 |
0.0000 |
0.0% |
1.5239 |
| Range |
0.0147 |
0.0165 |
0.0018 |
12.2% |
0.0388 |
| ATR |
0.0122 |
0.0125 |
0.0003 |
2.5% |
0.0000 |
| Volume |
164,712 |
142,476 |
-22,236 |
-13.5% |
642,830 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5733 |
1.5651 |
1.5330 |
|
| R3 |
1.5568 |
1.5486 |
1.5284 |
|
| R2 |
1.5403 |
1.5403 |
1.5269 |
|
| R1 |
1.5321 |
1.5321 |
1.5254 |
1.5280 |
| PP |
1.5238 |
1.5238 |
1.5238 |
1.5217 |
| S1 |
1.5156 |
1.5156 |
1.5224 |
1.5115 |
| S2 |
1.5073 |
1.5073 |
1.5209 |
|
| S3 |
1.4908 |
1.4991 |
1.5194 |
|
| S4 |
1.4743 |
1.4826 |
1.5148 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6456 |
1.6235 |
1.5452 |
|
| R3 |
1.6068 |
1.5847 |
1.5346 |
|
| R2 |
1.5680 |
1.5680 |
1.5310 |
|
| R1 |
1.5459 |
1.5459 |
1.5275 |
1.5376 |
| PP |
1.5292 |
1.5292 |
1.5292 |
1.5250 |
| S1 |
1.5071 |
1.5071 |
1.5203 |
1.4988 |
| S2 |
1.4904 |
1.4904 |
1.5168 |
|
| S3 |
1.4516 |
1.4683 |
1.5132 |
|
| S4 |
1.4128 |
1.4295 |
1.5026 |
|
|
| 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% |
0.0152 |
1.0% |
27% |
False |
False |
151,867 |
| 10 |
1.5842 |
1.5124 |
0.0718 |
4.7% |
0.0140 |
0.9% |
16% |
False |
False |
138,490 |
| 20 |
1.5874 |
1.5124 |
0.0750 |
4.9% |
0.0125 |
0.8% |
15% |
False |
False |
132,074 |
| 40 |
1.6314 |
1.5124 |
0.1190 |
7.8% |
0.0117 |
0.8% |
10% |
False |
False |
118,613 |
| 60 |
1.6314 |
1.5124 |
0.1190 |
7.8% |
0.0101 |
0.7% |
10% |
False |
False |
92,544 |
| 80 |
1.6314 |
1.5124 |
0.1190 |
7.8% |
0.0085 |
0.6% |
10% |
False |
False |
69,423 |
| 100 |
1.6314 |
1.5124 |
0.1190 |
7.8% |
0.0078 |
0.5% |
10% |
False |
False |
55,545 |
| 120 |
1.6314 |
1.5124 |
0.1190 |
7.8% |
0.0070 |
0.5% |
10% |
False |
False |
46,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6021 |
|
2.618 |
1.5752 |
|
1.618 |
1.5587 |
|
1.000 |
1.5485 |
|
0.618 |
1.5422 |
|
HIGH |
1.5320 |
|
0.618 |
1.5257 |
|
0.500 |
1.5238 |
|
0.382 |
1.5218 |
|
LOW |
1.5155 |
|
0.618 |
1.5053 |
|
1.000 |
1.4990 |
|
1.618 |
1.4888 |
|
2.618 |
1.4723 |
|
4.250 |
1.4454 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5239 |
1.5287 |
| PP |
1.5238 |
1.5271 |
| S1 |
1.5238 |
1.5255 |
|