CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5166 |
1.5028 |
-0.0138 |
-0.9% |
1.5112 |
| High |
1.5185 |
1.5117 |
-0.0068 |
-0.4% |
1.5221 |
| Low |
1.4983 |
1.4998 |
0.0015 |
0.1% |
1.4983 |
| Close |
1.5016 |
1.5110 |
0.0094 |
0.6% |
1.5016 |
| Range |
0.0202 |
0.0119 |
-0.0083 |
-41.1% |
0.0238 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
148,947 |
112,199 |
-36,748 |
-24.7% |
726,064 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5432 |
1.5390 |
1.5175 |
|
| R3 |
1.5313 |
1.5271 |
1.5143 |
|
| R2 |
1.5194 |
1.5194 |
1.5132 |
|
| R1 |
1.5152 |
1.5152 |
1.5121 |
1.5173 |
| PP |
1.5075 |
1.5075 |
1.5075 |
1.5086 |
| S1 |
1.5033 |
1.5033 |
1.5099 |
1.5054 |
| S2 |
1.4956 |
1.4956 |
1.5088 |
|
| S3 |
1.4837 |
1.4914 |
1.5077 |
|
| S4 |
1.4718 |
1.4795 |
1.5045 |
|
|
| 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% |
53% |
False |
False |
133,416 |
| 10 |
1.5512 |
1.4983 |
0.0529 |
3.5% |
0.0140 |
0.9% |
24% |
False |
False |
148,109 |
| 20 |
1.5842 |
1.4983 |
0.0859 |
5.7% |
0.0127 |
0.8% |
15% |
False |
False |
137,840 |
| 40 |
1.6166 |
1.4983 |
0.1183 |
7.8% |
0.0118 |
0.8% |
11% |
False |
False |
129,384 |
| 60 |
1.6314 |
1.4983 |
0.1331 |
8.8% |
0.0108 |
0.7% |
10% |
False |
False |
106,456 |
| 80 |
1.6314 |
1.4983 |
0.1331 |
8.8% |
0.0092 |
0.6% |
10% |
False |
False |
79,898 |
| 100 |
1.6314 |
1.4983 |
0.1331 |
8.8% |
0.0081 |
0.5% |
10% |
False |
False |
63,925 |
| 120 |
1.6314 |
1.4983 |
0.1331 |
8.8% |
0.0076 |
0.5% |
10% |
False |
False |
53,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5623 |
|
2.618 |
1.5429 |
|
1.618 |
1.5310 |
|
1.000 |
1.5236 |
|
0.618 |
1.5191 |
|
HIGH |
1.5117 |
|
0.618 |
1.5072 |
|
0.500 |
1.5058 |
|
0.382 |
1.5043 |
|
LOW |
1.4998 |
|
0.618 |
1.4924 |
|
1.000 |
1.4879 |
|
1.618 |
1.4805 |
|
2.618 |
1.4686 |
|
4.250 |
1.4492 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5093 |
1.5107 |
| PP |
1.5075 |
1.5105 |
| S1 |
1.5058 |
1.5102 |
|