CME British Pound Future March 2013
Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.5012 |
1.4924 |
-0.0088 |
-0.6% |
1.5028 |
High |
1.5046 |
1.4944 |
-0.0102 |
-0.7% |
1.5199 |
Low |
1.4884 |
1.4865 |
-0.0019 |
-0.1% |
1.4884 |
Close |
1.4933 |
1.4930 |
-0.0003 |
0.0% |
1.4933 |
Range |
0.0162 |
0.0079 |
-0.0083 |
-51.2% |
0.0315 |
ATR |
0.0128 |
0.0124 |
-0.0003 |
-2.7% |
0.0000 |
Volume |
144,891 |
107,793 |
-37,098 |
-25.6% |
645,744 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5150 |
1.5119 |
1.4973 |
|
R3 |
1.5071 |
1.5040 |
1.4952 |
|
R2 |
1.4992 |
1.4992 |
1.4944 |
|
R1 |
1.4961 |
1.4961 |
1.4937 |
1.4977 |
PP |
1.4913 |
1.4913 |
1.4913 |
1.4921 |
S1 |
1.4882 |
1.4882 |
1.4923 |
1.4898 |
S2 |
1.4834 |
1.4834 |
1.4916 |
|
S3 |
1.4755 |
1.4803 |
1.4908 |
|
S4 |
1.4676 |
1.4724 |
1.4887 |
|
|
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 |
1.4865 |
0.0334 |
2.2% |
0.0120 |
0.8% |
19% |
False |
True |
128,267 |
10 |
1.5221 |
1.4865 |
0.0356 |
2.4% |
0.0121 |
0.8% |
18% |
False |
True |
130,842 |
20 |
1.5807 |
1.4865 |
0.0942 |
6.3% |
0.0129 |
0.9% |
7% |
False |
True |
136,600 |
40 |
1.6166 |
1.4865 |
0.1301 |
8.7% |
0.0118 |
0.8% |
5% |
False |
True |
131,759 |
60 |
1.6314 |
1.4865 |
0.1449 |
9.7% |
0.0113 |
0.8% |
4% |
False |
True |
115,871 |
80 |
1.6314 |
1.4865 |
0.1449 |
9.7% |
0.0097 |
0.7% |
4% |
False |
True |
87,912 |
100 |
1.6314 |
1.4865 |
0.1449 |
9.7% |
0.0086 |
0.6% |
4% |
False |
True |
70,338 |
120 |
1.6314 |
1.4865 |
0.1449 |
9.7% |
0.0080 |
0.5% |
4% |
False |
True |
58,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5280 |
2.618 |
1.5151 |
1.618 |
1.5072 |
1.000 |
1.5023 |
0.618 |
1.4993 |
HIGH |
1.4944 |
0.618 |
1.4914 |
0.500 |
1.4905 |
0.382 |
1.4895 |
LOW |
1.4865 |
0.618 |
1.4816 |
1.000 |
1.4786 |
1.618 |
1.4737 |
2.618 |
1.4658 |
4.250 |
1.4529 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.4922 |
1.4974 |
PP |
1.4913 |
1.4959 |
S1 |
1.4905 |
1.4945 |
|