CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5125 |
1.4989 |
-0.0136 |
-0.9% |
1.5112 |
| High |
1.5154 |
1.5082 |
-0.0072 |
-0.5% |
1.5221 |
| Low |
1.5014 |
1.4967 |
-0.0047 |
-0.3% |
1.4983 |
| Close |
1.5040 |
1.5016 |
-0.0024 |
-0.2% |
1.5016 |
| Range |
0.0140 |
0.0115 |
-0.0025 |
-17.9% |
0.0238 |
| ATR |
0.0126 |
0.0125 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
109,670 |
157,489 |
47,819 |
43.6% |
726,064 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5367 |
1.5306 |
1.5079 |
|
| R3 |
1.5252 |
1.5191 |
1.5048 |
|
| R2 |
1.5137 |
1.5137 |
1.5037 |
|
| R1 |
1.5076 |
1.5076 |
1.5027 |
1.5107 |
| PP |
1.5022 |
1.5022 |
1.5022 |
1.5037 |
| S1 |
1.4961 |
1.4961 |
1.5005 |
1.4992 |
| S2 |
1.4907 |
1.4907 |
1.4995 |
|
| S3 |
1.4792 |
1.4846 |
1.4984 |
|
| S4 |
1.4677 |
1.4731 |
1.4953 |
|
|
| 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 |
1.5199 |
1.4967 |
0.0232 |
1.5% |
0.0136 |
0.9% |
21% |
False |
True |
129,960 |
| 10 |
1.5320 |
1.4967 |
0.0353 |
2.4% |
0.0125 |
0.8% |
14% |
False |
True |
136,939 |
| 20 |
1.5842 |
1.4967 |
0.0875 |
5.8% |
0.0130 |
0.9% |
6% |
False |
True |
140,136 |
| 40 |
1.6166 |
1.4967 |
0.1199 |
8.0% |
0.0118 |
0.8% |
4% |
False |
True |
131,378 |
| 60 |
1.6314 |
1.4967 |
0.1347 |
9.0% |
0.0111 |
0.7% |
4% |
False |
True |
112,616 |
| 80 |
1.6314 |
1.4967 |
0.1347 |
9.0% |
0.0095 |
0.6% |
4% |
False |
True |
84,754 |
| 100 |
1.6314 |
1.4967 |
0.1347 |
9.0% |
0.0084 |
0.6% |
4% |
False |
True |
67,811 |
| 120 |
1.6314 |
1.4967 |
0.1347 |
9.0% |
0.0078 |
0.5% |
4% |
False |
True |
56,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5571 |
|
2.618 |
1.5383 |
|
1.618 |
1.5268 |
|
1.000 |
1.5197 |
|
0.618 |
1.5153 |
|
HIGH |
1.5082 |
|
0.618 |
1.5038 |
|
0.500 |
1.5025 |
|
0.382 |
1.5011 |
|
LOW |
1.4967 |
|
0.618 |
1.4896 |
|
1.000 |
1.4852 |
|
1.618 |
1.4781 |
|
2.618 |
1.4666 |
|
4.250 |
1.4478 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5025 |
1.5083 |
| PP |
1.5022 |
1.5061 |
| S1 |
1.5019 |
1.5038 |
|