CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6080 |
1.6022 |
-0.0058 |
-0.4% |
1.6096 |
| High |
1.6080 |
1.6022 |
-0.0058 |
-0.4% |
1.6160 |
| Low |
1.6037 |
1.5972 |
-0.0065 |
-0.4% |
1.5994 |
| Close |
1.6047 |
1.5995 |
-0.0052 |
-0.3% |
1.6112 |
| Range |
0.0043 |
0.0050 |
0.0007 |
16.3% |
0.0166 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.4% |
0.0000 |
| Volume |
7 |
13 |
6 |
85.7% |
126 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6146 |
1.6121 |
1.6023 |
|
| R3 |
1.6096 |
1.6071 |
1.6009 |
|
| R2 |
1.6046 |
1.6046 |
1.6004 |
|
| R1 |
1.6021 |
1.6021 |
1.6000 |
1.6009 |
| PP |
1.5996 |
1.5996 |
1.5996 |
1.5990 |
| S1 |
1.5971 |
1.5971 |
1.5990 |
1.5959 |
| S2 |
1.5946 |
1.5946 |
1.5986 |
|
| S3 |
1.5896 |
1.5921 |
1.5981 |
|
| S4 |
1.5846 |
1.5871 |
1.5968 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6587 |
1.6515 |
1.6203 |
|
| R3 |
1.6421 |
1.6349 |
1.6158 |
|
| R2 |
1.6255 |
1.6255 |
1.6142 |
|
| R1 |
1.6183 |
1.6183 |
1.6127 |
1.6219 |
| PP |
1.6089 |
1.6089 |
1.6089 |
1.6107 |
| S1 |
1.6017 |
1.6017 |
1.6097 |
1.6053 |
| S2 |
1.5923 |
1.5923 |
1.6082 |
|
| S3 |
1.5757 |
1.5851 |
1.6066 |
|
| S4 |
1.5591 |
1.5685 |
1.6021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6160 |
1.5972 |
0.0188 |
1.2% |
0.0073 |
0.5% |
12% |
False |
True |
31 |
| 10 |
1.6160 |
1.5972 |
0.0188 |
1.2% |
0.0049 |
0.3% |
12% |
False |
True |
22 |
| 20 |
1.6300 |
1.5972 |
0.0328 |
2.1% |
0.0051 |
0.3% |
7% |
False |
True |
17 |
| 40 |
1.6300 |
1.5896 |
0.0404 |
2.5% |
0.0030 |
0.2% |
25% |
False |
False |
11 |
| 60 |
1.6300 |
1.5843 |
0.0457 |
2.9% |
0.0020 |
0.1% |
33% |
False |
False |
8 |
| 80 |
1.6300 |
1.5843 |
0.0457 |
2.9% |
0.0015 |
0.1% |
33% |
False |
False |
6 |
| 100 |
1.6300 |
1.5779 |
0.0521 |
3.3% |
0.0013 |
0.1% |
41% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6235 |
|
2.618 |
1.6153 |
|
1.618 |
1.6103 |
|
1.000 |
1.6072 |
|
0.618 |
1.6053 |
|
HIGH |
1.6022 |
|
0.618 |
1.6003 |
|
0.500 |
1.5997 |
|
0.382 |
1.5991 |
|
LOW |
1.5972 |
|
0.618 |
1.5941 |
|
1.000 |
1.5922 |
|
1.618 |
1.5891 |
|
2.618 |
1.5841 |
|
4.250 |
1.5760 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5997 |
1.6038 |
| PP |
1.5996 |
1.6023 |
| S1 |
1.5996 |
1.6009 |
|