CME British Pound Future March 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.4917 |
1.4898 |
-0.0019 |
-0.1% |
1.5028 |
| High |
1.4930 |
1.4983 |
0.0053 |
0.4% |
1.5199 |
| Low |
1.4831 |
1.4892 |
0.0061 |
0.4% |
1.4884 |
| Close |
1.4909 |
1.4923 |
0.0014 |
0.1% |
1.4933 |
| Range |
0.0099 |
0.0091 |
-0.0008 |
-8.1% |
0.0315 |
| ATR |
0.0122 |
0.0120 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
158,277 |
163,182 |
4,905 |
3.1% |
645,744 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5206 |
1.5155 |
1.4973 |
|
| R3 |
1.5115 |
1.5064 |
1.4948 |
|
| R2 |
1.5024 |
1.5024 |
1.4940 |
|
| R1 |
1.4973 |
1.4973 |
1.4931 |
1.4999 |
| PP |
1.4933 |
1.4933 |
1.4933 |
1.4945 |
| S1 |
1.4882 |
1.4882 |
1.4915 |
1.4908 |
| S2 |
1.4842 |
1.4842 |
1.4906 |
|
| S3 |
1.4751 |
1.4791 |
1.4898 |
|
| S4 |
1.4660 |
1.4700 |
1.4873 |
|
|
| 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 |
1.5082 |
1.4831 |
0.0251 |
1.7% |
0.0109 |
0.7% |
37% |
False |
False |
146,326 |
| 10 |
1.5221 |
1.4831 |
0.0390 |
2.6% |
0.0119 |
0.8% |
24% |
False |
False |
134,425 |
| 20 |
1.5686 |
1.4831 |
0.0855 |
5.7% |
0.0126 |
0.8% |
11% |
False |
False |
140,810 |
| 40 |
1.6097 |
1.4831 |
0.1266 |
8.5% |
0.0118 |
0.8% |
7% |
False |
False |
134,754 |
| 60 |
1.6314 |
1.4831 |
0.1483 |
9.9% |
0.0113 |
0.8% |
6% |
False |
False |
118,690 |
| 80 |
1.6314 |
1.4831 |
0.1483 |
9.9% |
0.0099 |
0.7% |
6% |
False |
False |
91,928 |
| 100 |
1.6314 |
1.4831 |
0.1483 |
9.9% |
0.0087 |
0.6% |
6% |
False |
False |
73,552 |
| 120 |
1.6314 |
1.4831 |
0.1483 |
9.9% |
0.0081 |
0.5% |
6% |
False |
False |
61,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5370 |
|
2.618 |
1.5221 |
|
1.618 |
1.5130 |
|
1.000 |
1.5074 |
|
0.618 |
1.5039 |
|
HIGH |
1.4983 |
|
0.618 |
1.4948 |
|
0.500 |
1.4938 |
|
0.382 |
1.4927 |
|
LOW |
1.4892 |
|
0.618 |
1.4836 |
|
1.000 |
1.4801 |
|
1.618 |
1.4745 |
|
2.618 |
1.4654 |
|
4.250 |
1.4505 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.4938 |
1.4918 |
| PP |
1.4933 |
1.4912 |
| S1 |
1.4928 |
1.4907 |
|