CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5800 |
1.5766 |
-0.0034 |
-0.2% |
1.5836 |
| High |
1.5807 |
1.5766 |
-0.0041 |
-0.3% |
1.5866 |
| Low |
1.5752 |
1.5676 |
-0.0076 |
-0.5% |
1.5750 |
| Close |
1.5789 |
1.5686 |
-0.0103 |
-0.7% |
1.5789 |
| Range |
0.0055 |
0.0090 |
0.0035 |
63.6% |
0.0116 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
4.9% |
0.0000 |
| Volume |
33 |
22 |
-11 |
-33.3% |
136 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5979 |
1.5923 |
1.5736 |
|
| R3 |
1.5889 |
1.5833 |
1.5711 |
|
| R2 |
1.5799 |
1.5799 |
1.5703 |
|
| R1 |
1.5743 |
1.5743 |
1.5694 |
1.5726 |
| PP |
1.5709 |
1.5709 |
1.5709 |
1.5701 |
| S1 |
1.5653 |
1.5653 |
1.5678 |
1.5636 |
| S2 |
1.5619 |
1.5619 |
1.5670 |
|
| S3 |
1.5529 |
1.5563 |
1.5661 |
|
| S4 |
1.5439 |
1.5473 |
1.5637 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6150 |
1.6085 |
1.5853 |
|
| R3 |
1.6034 |
1.5969 |
1.5821 |
|
| R2 |
1.5918 |
1.5918 |
1.5810 |
|
| R1 |
1.5853 |
1.5853 |
1.5800 |
1.5828 |
| PP |
1.5802 |
1.5802 |
1.5802 |
1.5789 |
| S1 |
1.5737 |
1.5737 |
1.5778 |
1.5712 |
| S2 |
1.5686 |
1.5686 |
1.5768 |
|
| S3 |
1.5570 |
1.5621 |
1.5757 |
|
| S4 |
1.5454 |
1.5505 |
1.5725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5866 |
1.5676 |
0.0190 |
1.2% |
0.0066 |
0.4% |
5% |
False |
True |
31 |
| 10 |
1.6103 |
1.5676 |
0.0427 |
2.7% |
0.0066 |
0.4% |
2% |
False |
True |
44 |
| 20 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0059 |
0.4% |
2% |
False |
True |
32 |
| 40 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0043 |
0.3% |
2% |
False |
True |
19 |
| 60 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0029 |
0.2% |
2% |
False |
True |
13 |
| 80 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0022 |
0.1% |
2% |
False |
True |
10 |
| 100 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0018 |
0.1% |
2% |
False |
True |
14 |
| 120 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0015 |
0.1% |
9% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6149 |
|
2.618 |
1.6002 |
|
1.618 |
1.5912 |
|
1.000 |
1.5856 |
|
0.618 |
1.5822 |
|
HIGH |
1.5766 |
|
0.618 |
1.5732 |
|
0.500 |
1.5721 |
|
0.382 |
1.5710 |
|
LOW |
1.5676 |
|
0.618 |
1.5620 |
|
1.000 |
1.5586 |
|
1.618 |
1.5530 |
|
2.618 |
1.5440 |
|
4.250 |
1.5294 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5721 |
1.5757 |
| PP |
1.5709 |
1.5733 |
| S1 |
1.5698 |
1.5710 |
|