CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5166 |
1.5126 |
-0.0040 |
-0.3% |
1.5487 |
| High |
1.5218 |
1.5187 |
-0.0031 |
-0.2% |
1.5512 |
| Low |
1.5110 |
1.5079 |
-0.0031 |
-0.2% |
1.5124 |
| Close |
1.5129 |
1.5146 |
0.0017 |
0.1% |
1.5239 |
| Range |
0.0108 |
0.0108 |
0.0000 |
0.0% |
0.0388 |
| ATR |
0.0126 |
0.0124 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
151,346 |
134,279 |
-17,067 |
-11.3% |
642,830 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5461 |
1.5412 |
1.5205 |
|
| R3 |
1.5353 |
1.5304 |
1.5176 |
|
| R2 |
1.5245 |
1.5245 |
1.5166 |
|
| R1 |
1.5196 |
1.5196 |
1.5156 |
1.5221 |
| PP |
1.5137 |
1.5137 |
1.5137 |
1.5150 |
| S1 |
1.5088 |
1.5088 |
1.5136 |
1.5113 |
| S2 |
1.5029 |
1.5029 |
1.5126 |
|
| S3 |
1.4921 |
1.4980 |
1.5116 |
|
| S4 |
1.4813 |
1.4872 |
1.5087 |
|
|
| 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 |
1.5320 |
1.5079 |
0.0241 |
1.6% |
0.0129 |
0.9% |
28% |
False |
True |
152,798 |
| 10 |
1.5686 |
1.5079 |
0.0607 |
4.0% |
0.0133 |
0.9% |
11% |
False |
True |
147,195 |
| 20 |
1.5874 |
1.5079 |
0.0795 |
5.2% |
0.0127 |
0.8% |
8% |
False |
True |
136,914 |
| 40 |
1.6314 |
1.5079 |
0.1235 |
8.2% |
0.0118 |
0.8% |
5% |
False |
True |
125,827 |
| 60 |
1.6314 |
1.5079 |
0.1235 |
8.2% |
0.0105 |
0.7% |
5% |
False |
True |
100,152 |
| 80 |
1.6314 |
1.5079 |
0.1235 |
8.2% |
0.0088 |
0.6% |
5% |
False |
True |
75,131 |
| 100 |
1.6314 |
1.5079 |
0.1235 |
8.2% |
0.0080 |
0.5% |
5% |
False |
True |
60,112 |
| 120 |
1.6314 |
1.5079 |
0.1235 |
8.2% |
0.0073 |
0.5% |
5% |
False |
True |
50,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5646 |
|
2.618 |
1.5470 |
|
1.618 |
1.5362 |
|
1.000 |
1.5295 |
|
0.618 |
1.5254 |
|
HIGH |
1.5187 |
|
0.618 |
1.5146 |
|
0.500 |
1.5133 |
|
0.382 |
1.5120 |
|
LOW |
1.5079 |
|
0.618 |
1.5012 |
|
1.000 |
1.4971 |
|
1.618 |
1.4904 |
|
2.618 |
1.4796 |
|
4.250 |
1.4620 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5142 |
1.5149 |
| PP |
1.5137 |
1.5148 |
| S1 |
1.5133 |
1.5147 |
|