CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6010 |
1.5998 |
-0.0012 |
-0.1% |
1.6170 |
| High |
1.6010 |
1.6160 |
0.0150 |
0.9% |
1.6300 |
| Low |
1.5994 |
1.5998 |
0.0004 |
0.0% |
1.6009 |
| Close |
1.6006 |
1.6143 |
0.0137 |
0.9% |
1.6053 |
| Range |
0.0016 |
0.0162 |
0.0146 |
912.5% |
0.0291 |
| ATR |
0.0058 |
0.0065 |
0.0007 |
12.9% |
0.0000 |
| Volume |
1 |
13 |
12 |
1,200.0% |
38 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6586 |
1.6527 |
1.6232 |
|
| R3 |
1.6424 |
1.6365 |
1.6188 |
|
| R2 |
1.6262 |
1.6262 |
1.6173 |
|
| R1 |
1.6203 |
1.6203 |
1.6158 |
1.6233 |
| PP |
1.6100 |
1.6100 |
1.6100 |
1.6115 |
| S1 |
1.6041 |
1.6041 |
1.6128 |
1.6071 |
| S2 |
1.5938 |
1.5938 |
1.6113 |
|
| S3 |
1.5776 |
1.5879 |
1.6098 |
|
| S4 |
1.5614 |
1.5717 |
1.6054 |
|
|
| 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 |
1.6160 |
1.5994 |
0.0166 |
1.0% |
0.0049 |
0.3% |
90% |
True |
False |
14 |
| 10 |
1.6300 |
1.5994 |
0.0306 |
1.9% |
0.0052 |
0.3% |
49% |
False |
False |
16 |
| 20 |
1.6300 |
1.5994 |
0.0306 |
1.9% |
0.0046 |
0.3% |
49% |
False |
False |
13 |
| 40 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0025 |
0.2% |
66% |
False |
False |
7 |
| 60 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0017 |
0.1% |
66% |
False |
False |
5 |
| 80 |
1.6300 |
1.5843 |
0.0457 |
2.8% |
0.0013 |
0.1% |
66% |
False |
False |
7 |
| 100 |
1.6300 |
1.5699 |
0.0601 |
3.7% |
0.0011 |
0.1% |
74% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6849 |
|
2.618 |
1.6584 |
|
1.618 |
1.6422 |
|
1.000 |
1.6322 |
|
0.618 |
1.6260 |
|
HIGH |
1.6160 |
|
0.618 |
1.6098 |
|
0.500 |
1.6079 |
|
0.382 |
1.6060 |
|
LOW |
1.5998 |
|
0.618 |
1.5898 |
|
1.000 |
1.5836 |
|
1.618 |
1.5736 |
|
2.618 |
1.5574 |
|
4.250 |
1.5310 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.6122 |
1.6121 |
| PP |
1.6100 |
1.6099 |
| S1 |
1.6079 |
1.6077 |
|