CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5157 |
1.5166 |
0.0009 |
0.1% |
1.5112 |
| High |
1.5221 |
1.5185 |
-0.0036 |
-0.2% |
1.5221 |
| Low |
1.5146 |
1.4983 |
-0.0163 |
-1.1% |
1.4983 |
| Close |
1.5172 |
1.5016 |
-0.0156 |
-1.0% |
1.5016 |
| Range |
0.0075 |
0.0202 |
0.0127 |
169.3% |
0.0238 |
| ATR |
0.0121 |
0.0127 |
0.0006 |
4.8% |
0.0000 |
| Volume |
120,311 |
148,947 |
28,636 |
23.8% |
726,064 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5667 |
1.5544 |
1.5127 |
|
| R3 |
1.5465 |
1.5342 |
1.5072 |
|
| R2 |
1.5263 |
1.5263 |
1.5053 |
|
| R1 |
1.5140 |
1.5140 |
1.5035 |
1.5101 |
| PP |
1.5061 |
1.5061 |
1.5061 |
1.5042 |
| S1 |
1.4938 |
1.4938 |
1.4997 |
1.4899 |
| S2 |
1.4859 |
1.4859 |
1.4979 |
|
| S3 |
1.4657 |
1.4736 |
1.4960 |
|
| S4 |
1.4455 |
1.4534 |
1.4905 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5787 |
1.5640 |
1.5147 |
|
| R3 |
1.5549 |
1.5402 |
1.5081 |
|
| R2 |
1.5311 |
1.5311 |
1.5060 |
|
| R1 |
1.5164 |
1.5164 |
1.5038 |
1.5119 |
| PP |
1.5073 |
1.5073 |
1.5073 |
1.5051 |
| S1 |
1.4926 |
1.4926 |
1.4994 |
1.4881 |
| S2 |
1.4835 |
1.4835 |
1.4972 |
|
| S3 |
1.4597 |
1.4688 |
1.4951 |
|
| S4 |
1.4359 |
1.4450 |
1.4885 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5221 |
1.4983 |
0.0238 |
1.6% |
0.0122 |
0.8% |
14% |
False |
True |
145,212 |
| 10 |
1.5548 |
1.4983 |
0.0565 |
3.8% |
0.0137 |
0.9% |
6% |
False |
True |
148,540 |
| 20 |
1.5874 |
1.4983 |
0.0891 |
5.9% |
0.0131 |
0.9% |
4% |
False |
True |
139,151 |
| 40 |
1.6252 |
1.4983 |
0.1269 |
8.5% |
0.0119 |
0.8% |
3% |
False |
True |
129,103 |
| 60 |
1.6314 |
1.4983 |
0.1331 |
8.9% |
0.0107 |
0.7% |
2% |
False |
True |
104,604 |
| 80 |
1.6314 |
1.4983 |
0.1331 |
8.9% |
0.0091 |
0.6% |
2% |
False |
True |
78,496 |
| 100 |
1.6314 |
1.4983 |
0.1331 |
8.9% |
0.0081 |
0.5% |
2% |
False |
True |
62,804 |
| 120 |
1.6314 |
1.4983 |
0.1331 |
8.9% |
0.0075 |
0.5% |
2% |
False |
True |
52,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6044 |
|
2.618 |
1.5714 |
|
1.618 |
1.5512 |
|
1.000 |
1.5387 |
|
0.618 |
1.5310 |
|
HIGH |
1.5185 |
|
0.618 |
1.5108 |
|
0.500 |
1.5084 |
|
0.382 |
1.5060 |
|
LOW |
1.4983 |
|
0.618 |
1.4858 |
|
1.000 |
1.4781 |
|
1.618 |
1.4656 |
|
2.618 |
1.4454 |
|
4.250 |
1.4125 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5084 |
1.5102 |
| PP |
1.5061 |
1.5073 |
| S1 |
1.5039 |
1.5045 |
|