CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6022 |
1.6003 |
-0.0019 |
-0.1% |
1.6096 |
| High |
1.6022 |
1.6003 |
-0.0019 |
-0.1% |
1.6160 |
| Low |
1.5972 |
1.5953 |
-0.0019 |
-0.1% |
1.5994 |
| Close |
1.5995 |
1.5998 |
0.0003 |
0.0% |
1.6112 |
| Range |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0166 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
13 |
26 |
13 |
100.0% |
126 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6135 |
1.6116 |
1.6026 |
|
| R3 |
1.6085 |
1.6066 |
1.6012 |
|
| R2 |
1.6035 |
1.6035 |
1.6007 |
|
| R1 |
1.6016 |
1.6016 |
1.6003 |
1.6001 |
| PP |
1.5985 |
1.5985 |
1.5985 |
1.5977 |
| S1 |
1.5966 |
1.5966 |
1.5993 |
1.5951 |
| S2 |
1.5935 |
1.5935 |
1.5989 |
|
| S3 |
1.5885 |
1.5916 |
1.5984 |
|
| S4 |
1.5835 |
1.5866 |
1.5971 |
|
|
| 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 |
1.6154 |
1.5953 |
0.0201 |
1.3% |
0.0050 |
0.3% |
22% |
False |
True |
33 |
| 10 |
1.6160 |
1.5953 |
0.0207 |
1.3% |
0.0050 |
0.3% |
22% |
False |
True |
24 |
| 20 |
1.6300 |
1.5953 |
0.0347 |
2.2% |
0.0051 |
0.3% |
13% |
False |
True |
18 |
| 40 |
1.6300 |
1.5908 |
0.0392 |
2.5% |
0.0032 |
0.2% |
23% |
False |
False |
11 |
| 60 |
1.6300 |
1.5843 |
0.0457 |
2.9% |
0.0021 |
0.1% |
34% |
False |
False |
8 |
| 80 |
1.6300 |
1.5843 |
0.0457 |
2.9% |
0.0016 |
0.1% |
34% |
False |
False |
6 |
| 100 |
1.6300 |
1.5779 |
0.0521 |
3.3% |
0.0013 |
0.1% |
42% |
False |
False |
14 |
| 120 |
1.6300 |
1.5500 |
0.0800 |
5.0% |
0.0011 |
0.1% |
62% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6216 |
|
2.618 |
1.6134 |
|
1.618 |
1.6084 |
|
1.000 |
1.6053 |
|
0.618 |
1.6034 |
|
HIGH |
1.6003 |
|
0.618 |
1.5984 |
|
0.500 |
1.5978 |
|
0.382 |
1.5972 |
|
LOW |
1.5953 |
|
0.618 |
1.5922 |
|
1.000 |
1.5903 |
|
1.618 |
1.5872 |
|
2.618 |
1.5822 |
|
4.250 |
1.5741 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5991 |
1.6017 |
| PP |
1.5985 |
1.6010 |
| S1 |
1.5978 |
1.6004 |
|