CME British Pound Future March 2013
Trading Metrics calculated at close of trading on 25-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.5248 |
1.5112 |
-0.0136 |
-0.9% |
1.5487 |
High |
1.5320 |
1.5198 |
-0.0122 |
-0.8% |
1.5512 |
Low |
1.5155 |
1.5082 |
-0.0073 |
-0.5% |
1.5124 |
Close |
1.5239 |
1.5187 |
-0.0052 |
-0.3% |
1.5239 |
Range |
0.0165 |
0.0116 |
-0.0049 |
-29.7% |
0.0388 |
ATR |
0.0125 |
0.0127 |
0.0002 |
1.8% |
0.0000 |
Volume |
142,476 |
171,181 |
28,705 |
20.1% |
642,830 |
|
Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5504 |
1.5461 |
1.5251 |
|
R3 |
1.5388 |
1.5345 |
1.5219 |
|
R2 |
1.5272 |
1.5272 |
1.5208 |
|
R1 |
1.5229 |
1.5229 |
1.5198 |
1.5251 |
PP |
1.5156 |
1.5156 |
1.5156 |
1.5166 |
S1 |
1.5113 |
1.5113 |
1.5176 |
1.5135 |
S2 |
1.5040 |
1.5040 |
1.5166 |
|
S3 |
1.4924 |
1.4997 |
1.5155 |
|
S4 |
1.4808 |
1.4881 |
1.5123 |
|
|
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 |
1.5512 |
1.5082 |
0.0430 |
2.8% |
0.0158 |
1.0% |
24% |
False |
True |
162,802 |
10 |
1.5807 |
1.5082 |
0.0725 |
4.8% |
0.0137 |
0.9% |
14% |
False |
True |
142,359 |
20 |
1.5874 |
1.5082 |
0.0792 |
5.2% |
0.0126 |
0.8% |
13% |
False |
True |
133,790 |
40 |
1.6314 |
1.5082 |
0.1232 |
8.1% |
0.0118 |
0.8% |
9% |
False |
True |
122,116 |
60 |
1.6314 |
1.5082 |
0.1232 |
8.1% |
0.0103 |
0.7% |
9% |
False |
True |
95,397 |
80 |
1.6314 |
1.5082 |
0.1232 |
8.1% |
0.0086 |
0.6% |
9% |
False |
True |
71,562 |
100 |
1.6314 |
1.5082 |
0.1232 |
8.1% |
0.0079 |
0.5% |
9% |
False |
True |
57,256 |
120 |
1.6314 |
1.5082 |
0.1232 |
8.1% |
0.0071 |
0.5% |
9% |
False |
True |
47,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5691 |
2.618 |
1.5502 |
1.618 |
1.5386 |
1.000 |
1.5314 |
0.618 |
1.5270 |
HIGH |
1.5198 |
0.618 |
1.5154 |
0.500 |
1.5140 |
0.382 |
1.5126 |
LOW |
1.5082 |
0.618 |
1.5010 |
1.000 |
1.4966 |
1.618 |
1.4894 |
2.618 |
1.4778 |
4.250 |
1.4589 |
|
|
Fisher Pivots for day following 25-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5171 |
1.5201 |
PP |
1.5156 |
1.5196 |
S1 |
1.5140 |
1.5192 |
|