CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.6003 |
1.5972 |
-0.0031 |
-0.2% |
1.6103 |
| High |
1.6003 |
1.5972 |
-0.0031 |
-0.2% |
1.6103 |
| Low |
1.5953 |
1.5842 |
-0.0111 |
-0.7% |
1.5842 |
| Close |
1.5998 |
1.5853 |
-0.0145 |
-0.9% |
1.5853 |
| Range |
0.0050 |
0.0130 |
0.0080 |
160.0% |
0.0261 |
| ATR |
0.0063 |
0.0069 |
0.0007 |
10.6% |
0.0000 |
| Volume |
26 |
174 |
148 |
569.2% |
285 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6279 |
1.6196 |
1.5925 |
|
| R3 |
1.6149 |
1.6066 |
1.5889 |
|
| R2 |
1.6019 |
1.6019 |
1.5877 |
|
| R1 |
1.5936 |
1.5936 |
1.5865 |
1.5913 |
| PP |
1.5889 |
1.5889 |
1.5889 |
1.5877 |
| S1 |
1.5806 |
1.5806 |
1.5841 |
1.5783 |
| S2 |
1.5759 |
1.5759 |
1.5829 |
|
| S3 |
1.5629 |
1.5676 |
1.5817 |
|
| S4 |
1.5499 |
1.5546 |
1.5782 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6716 |
1.6545 |
1.5997 |
|
| R3 |
1.6455 |
1.6284 |
1.5925 |
|
| R2 |
1.6194 |
1.6194 |
1.5901 |
|
| R1 |
1.6023 |
1.6023 |
1.5877 |
1.5978 |
| PP |
1.5933 |
1.5933 |
1.5933 |
1.5910 |
| S1 |
1.5762 |
1.5762 |
1.5829 |
1.5717 |
| S2 |
1.5672 |
1.5672 |
1.5805 |
|
| S3 |
1.5411 |
1.5501 |
1.5781 |
|
| S4 |
1.5150 |
1.5240 |
1.5709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6103 |
1.5842 |
0.0261 |
1.6% |
0.0066 |
0.4% |
4% |
False |
True |
57 |
| 10 |
1.6160 |
1.5842 |
0.0318 |
2.0% |
0.0056 |
0.4% |
3% |
False |
True |
41 |
| 20 |
1.6300 |
1.5842 |
0.0458 |
2.9% |
0.0056 |
0.4% |
2% |
False |
True |
26 |
| 40 |
1.6300 |
1.5842 |
0.0458 |
2.9% |
0.0035 |
0.2% |
2% |
False |
True |
16 |
| 60 |
1.6300 |
1.5842 |
0.0458 |
2.9% |
0.0023 |
0.1% |
2% |
False |
True |
11 |
| 80 |
1.6300 |
1.5842 |
0.0458 |
2.9% |
0.0018 |
0.1% |
2% |
False |
True |
9 |
| 100 |
1.6300 |
1.5779 |
0.0521 |
3.3% |
0.0014 |
0.1% |
14% |
False |
False |
15 |
| 120 |
1.6300 |
1.5500 |
0.0800 |
5.0% |
0.0012 |
0.1% |
44% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6525 |
|
2.618 |
1.6312 |
|
1.618 |
1.6182 |
|
1.000 |
1.6102 |
|
0.618 |
1.6052 |
|
HIGH |
1.5972 |
|
0.618 |
1.5922 |
|
0.500 |
1.5907 |
|
0.382 |
1.5892 |
|
LOW |
1.5842 |
|
0.618 |
1.5762 |
|
1.000 |
1.5712 |
|
1.618 |
1.5632 |
|
2.618 |
1.5502 |
|
4.250 |
1.5290 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5907 |
1.5932 |
| PP |
1.5889 |
1.5906 |
| S1 |
1.5871 |
1.5879 |
|