CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.4989 |
1.5012 |
0.0023 |
0.2% |
1.5028 |
| High |
1.5082 |
1.5046 |
-0.0036 |
-0.2% |
1.5199 |
| Low |
1.4967 |
1.4884 |
-0.0083 |
-0.6% |
1.4884 |
| Close |
1.5016 |
1.4933 |
-0.0083 |
-0.6% |
1.4933 |
| Range |
0.0115 |
0.0162 |
0.0047 |
40.9% |
0.0315 |
| ATR |
0.0125 |
0.0128 |
0.0003 |
2.1% |
0.0000 |
| Volume |
157,489 |
144,891 |
-12,598 |
-8.0% |
645,744 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5440 |
1.5349 |
1.5022 |
|
| R3 |
1.5278 |
1.5187 |
1.4978 |
|
| R2 |
1.5116 |
1.5116 |
1.4963 |
|
| R1 |
1.5025 |
1.5025 |
1.4948 |
1.4990 |
| PP |
1.4954 |
1.4954 |
1.4954 |
1.4937 |
| S1 |
1.4863 |
1.4863 |
1.4918 |
1.4828 |
| S2 |
1.4792 |
1.4792 |
1.4903 |
|
| S3 |
1.4630 |
1.4701 |
1.4888 |
|
| S4 |
1.4468 |
1.4539 |
1.4844 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5950 |
1.5757 |
1.5106 |
|
| R3 |
1.5635 |
1.5442 |
1.5020 |
|
| R2 |
1.5320 |
1.5320 |
1.4991 |
|
| R1 |
1.5127 |
1.5127 |
1.4962 |
1.5066 |
| PP |
1.5005 |
1.5005 |
1.5005 |
1.4975 |
| S1 |
1.4812 |
1.4812 |
1.4904 |
1.4751 |
| S2 |
1.4690 |
1.4690 |
1.4875 |
|
| S3 |
1.4375 |
1.4497 |
1.4846 |
|
| S4 |
1.4060 |
1.4182 |
1.4760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5199 |
1.4884 |
0.0315 |
2.1% |
0.0128 |
0.9% |
16% |
False |
True |
129,148 |
| 10 |
1.5221 |
1.4884 |
0.0337 |
2.3% |
0.0125 |
0.8% |
15% |
False |
True |
137,180 |
| 20 |
1.5842 |
1.4884 |
0.0958 |
6.4% |
0.0132 |
0.9% |
5% |
False |
True |
137,835 |
| 40 |
1.6166 |
1.4884 |
0.1282 |
8.6% |
0.0120 |
0.8% |
4% |
False |
True |
132,328 |
| 60 |
1.6314 |
1.4884 |
0.1430 |
9.6% |
0.0112 |
0.8% |
3% |
False |
True |
114,772 |
| 80 |
1.6314 |
1.4884 |
0.1430 |
9.6% |
0.0097 |
0.6% |
3% |
False |
True |
86,565 |
| 100 |
1.6314 |
1.4884 |
0.1430 |
9.6% |
0.0085 |
0.6% |
3% |
False |
True |
69,260 |
| 120 |
1.6314 |
1.4884 |
0.1430 |
9.6% |
0.0079 |
0.5% |
3% |
False |
True |
57,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5735 |
|
2.618 |
1.5470 |
|
1.618 |
1.5308 |
|
1.000 |
1.5208 |
|
0.618 |
1.5146 |
|
HIGH |
1.5046 |
|
0.618 |
1.4984 |
|
0.500 |
1.4965 |
|
0.382 |
1.4946 |
|
LOW |
1.4884 |
|
0.618 |
1.4784 |
|
1.000 |
1.4722 |
|
1.618 |
1.4622 |
|
2.618 |
1.4460 |
|
4.250 |
1.4196 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.4965 |
1.5019 |
| PP |
1.4954 |
1.4990 |
| S1 |
1.4944 |
1.4962 |
|