CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6140 |
1.6077 |
-0.0063 |
-0.4% |
1.6170 |
| High |
1.6144 |
1.6077 |
-0.0067 |
-0.4% |
1.6300 |
| Low |
1.6097 |
1.6009 |
-0.0088 |
-0.5% |
1.6009 |
| Close |
1.6097 |
1.6053 |
-0.0044 |
-0.3% |
1.6053 |
| Range |
0.0047 |
0.0068 |
0.0021 |
44.7% |
0.0291 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.7% |
0.0000 |
| Volume |
10 |
6 |
-4 |
-40.0% |
38 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6250 |
1.6220 |
1.6090 |
|
| R3 |
1.6182 |
1.6152 |
1.6072 |
|
| R2 |
1.6114 |
1.6114 |
1.6065 |
|
| R1 |
1.6084 |
1.6084 |
1.6059 |
1.6065 |
| PP |
1.6046 |
1.6046 |
1.6046 |
1.6037 |
| S1 |
1.6016 |
1.6016 |
1.6047 |
1.5997 |
| S2 |
1.5978 |
1.5978 |
1.6041 |
|
| S3 |
1.5910 |
1.5948 |
1.6034 |
|
| S4 |
1.5842 |
1.5880 |
1.6016 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6994 |
1.6814 |
1.6213 |
|
| R3 |
1.6703 |
1.6523 |
1.6133 |
|
| R2 |
1.6412 |
1.6412 |
1.6106 |
|
| R1 |
1.6232 |
1.6232 |
1.6080 |
1.6177 |
| PP |
1.6121 |
1.6121 |
1.6121 |
1.6093 |
| S1 |
1.5941 |
1.5941 |
1.6026 |
1.5886 |
| S2 |
1.5830 |
1.5830 |
1.6000 |
|
| S3 |
1.5539 |
1.5650 |
1.5973 |
|
| S4 |
1.5248 |
1.5359 |
1.5893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6300 |
1.6009 |
0.0291 |
1.8% |
0.0058 |
0.4% |
15% |
False |
True |
14 |
| 10 |
1.6300 |
1.6009 |
0.0291 |
1.8% |
0.0055 |
0.3% |
15% |
False |
True |
11 |
| 20 |
1.6300 |
1.6009 |
0.0291 |
1.8% |
0.0041 |
0.3% |
15% |
False |
True |
10 |
| 40 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0021 |
0.1% |
46% |
False |
False |
6 |
| 60 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0014 |
0.1% |
46% |
False |
False |
4 |
| 80 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0011 |
0.1% |
46% |
False |
False |
8 |
| 100 |
1.6300 |
1.5675 |
0.0625 |
3.9% |
0.0009 |
0.1% |
60% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6366 |
|
2.618 |
1.6255 |
|
1.618 |
1.6187 |
|
1.000 |
1.6145 |
|
0.618 |
1.6119 |
|
HIGH |
1.6077 |
|
0.618 |
1.6051 |
|
0.500 |
1.6043 |
|
0.382 |
1.6035 |
|
LOW |
1.6009 |
|
0.618 |
1.5967 |
|
1.000 |
1.5941 |
|
1.618 |
1.5899 |
|
2.618 |
1.5831 |
|
4.250 |
1.5720 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6050 |
1.6155 |
| PP |
1.6046 |
1.6121 |
| S1 |
1.6043 |
1.6087 |
|