CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6170 |
1.6295 |
0.0125 |
0.8% |
1.6177 |
| High |
1.6238 |
1.6300 |
0.0062 |
0.4% |
1.6192 |
| Low |
1.6170 |
1.6235 |
0.0065 |
0.4% |
1.6101 |
| Close |
1.6235 |
1.6237 |
0.0002 |
0.0% |
1.6143 |
| Range |
0.0068 |
0.0065 |
-0.0003 |
-4.4% |
0.0091 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.0% |
0.0000 |
| Volume |
12 |
10 |
-2 |
-16.7% |
72 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6452 |
1.6410 |
1.6273 |
|
| R3 |
1.6387 |
1.6345 |
1.6255 |
|
| R2 |
1.6322 |
1.6322 |
1.6249 |
|
| R1 |
1.6280 |
1.6280 |
1.6243 |
1.6269 |
| PP |
1.6257 |
1.6257 |
1.6257 |
1.6252 |
| S1 |
1.6215 |
1.6215 |
1.6231 |
1.6204 |
| S2 |
1.6192 |
1.6192 |
1.6225 |
|
| S3 |
1.6127 |
1.6150 |
1.6219 |
|
| S4 |
1.6062 |
1.6085 |
1.6201 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6418 |
1.6372 |
1.6193 |
|
| R3 |
1.6327 |
1.6281 |
1.6168 |
|
| R2 |
1.6236 |
1.6236 |
1.6160 |
|
| R1 |
1.6190 |
1.6190 |
1.6151 |
1.6168 |
| PP |
1.6145 |
1.6145 |
1.6145 |
1.6134 |
| S1 |
1.6099 |
1.6099 |
1.6135 |
1.6077 |
| S2 |
1.6054 |
1.6054 |
1.6126 |
|
| S3 |
1.5963 |
1.6008 |
1.6118 |
|
| S4 |
1.5872 |
1.5917 |
1.6093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6300 |
1.6101 |
0.0199 |
1.2% |
0.0057 |
0.4% |
68% |
True |
False |
17 |
| 10 |
1.6300 |
1.6101 |
0.0199 |
1.2% |
0.0052 |
0.3% |
68% |
True |
False |
11 |
| 20 |
1.6300 |
1.6027 |
0.0273 |
1.7% |
0.0035 |
0.2% |
77% |
True |
False |
10 |
| 40 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0018 |
0.1% |
86% |
True |
False |
5 |
| 60 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0012 |
0.1% |
86% |
True |
False |
4 |
| 80 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0010 |
0.1% |
86% |
True |
False |
9 |
| 100 |
1.6300 |
1.5659 |
0.0641 |
3.9% |
0.0008 |
0.0% |
90% |
True |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6576 |
|
2.618 |
1.6470 |
|
1.618 |
1.6405 |
|
1.000 |
1.6365 |
|
0.618 |
1.6340 |
|
HIGH |
1.6300 |
|
0.618 |
1.6275 |
|
0.500 |
1.6268 |
|
0.382 |
1.6260 |
|
LOW |
1.6235 |
|
0.618 |
1.6195 |
|
1.000 |
1.6170 |
|
1.618 |
1.6130 |
|
2.618 |
1.6065 |
|
4.250 |
1.5959 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6268 |
1.6228 |
| PP |
1.6257 |
1.6219 |
| S1 |
1.6247 |
1.6211 |
|