CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5028 |
1.5112 |
0.0084 |
0.6% |
1.5112 |
| High |
1.5117 |
1.5199 |
0.0082 |
0.5% |
1.5221 |
| Low |
1.4998 |
1.5093 |
0.0095 |
0.6% |
1.4983 |
| Close |
1.5110 |
1.5112 |
0.0002 |
0.0% |
1.5016 |
| Range |
0.0119 |
0.0106 |
-0.0013 |
-10.9% |
0.0238 |
| ATR |
0.0126 |
0.0125 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
112,199 |
121,495 |
9,296 |
8.3% |
726,064 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5453 |
1.5388 |
1.5170 |
|
| R3 |
1.5347 |
1.5282 |
1.5141 |
|
| R2 |
1.5241 |
1.5241 |
1.5131 |
|
| R1 |
1.5176 |
1.5176 |
1.5122 |
1.5165 |
| PP |
1.5135 |
1.5135 |
1.5135 |
1.5129 |
| S1 |
1.5070 |
1.5070 |
1.5102 |
1.5059 |
| S2 |
1.5029 |
1.5029 |
1.5093 |
|
| S3 |
1.4923 |
1.4964 |
1.5083 |
|
| S4 |
1.4817 |
1.4858 |
1.5054 |
|
|
| 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% |
54% |
False |
False |
127,446 |
| 10 |
1.5449 |
1.4983 |
0.0466 |
3.1% |
0.0141 |
0.9% |
28% |
False |
False |
145,315 |
| 20 |
1.5842 |
1.4983 |
0.0859 |
5.7% |
0.0129 |
0.9% |
15% |
False |
False |
138,723 |
| 40 |
1.6166 |
1.4983 |
0.1183 |
7.8% |
0.0117 |
0.8% |
11% |
False |
False |
129,252 |
| 60 |
1.6314 |
1.4983 |
0.1331 |
8.8% |
0.0109 |
0.7% |
10% |
False |
False |
108,425 |
| 80 |
1.6314 |
1.4983 |
0.1331 |
8.8% |
0.0093 |
0.6% |
10% |
False |
False |
81,416 |
| 100 |
1.6314 |
1.4983 |
0.1331 |
8.8% |
0.0082 |
0.5% |
10% |
False |
False |
65,140 |
| 120 |
1.6314 |
1.4983 |
0.1331 |
8.8% |
0.0077 |
0.5% |
10% |
False |
False |
54,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5650 |
|
2.618 |
1.5477 |
|
1.618 |
1.5371 |
|
1.000 |
1.5305 |
|
0.618 |
1.5265 |
|
HIGH |
1.5199 |
|
0.618 |
1.5159 |
|
0.500 |
1.5146 |
|
0.382 |
1.5133 |
|
LOW |
1.5093 |
|
0.618 |
1.5027 |
|
1.000 |
1.4987 |
|
1.618 |
1.4921 |
|
2.618 |
1.4815 |
|
4.250 |
1.4643 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5146 |
1.5105 |
| PP |
1.5135 |
1.5098 |
| S1 |
1.5123 |
1.5091 |
|