CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5747 |
1.5810 |
0.0063 |
0.4% |
1.5836 |
| High |
1.5805 |
1.5848 |
0.0043 |
0.3% |
1.5866 |
| Low |
1.5732 |
1.5781 |
0.0049 |
0.3% |
1.5750 |
| Close |
1.5780 |
1.5846 |
0.0066 |
0.4% |
1.5789 |
| Range |
0.0073 |
0.0067 |
-0.0006 |
-8.2% |
0.0116 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
232 |
103 |
-129 |
-55.6% |
136 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6026 |
1.6003 |
1.5883 |
|
| R3 |
1.5959 |
1.5936 |
1.5864 |
|
| R2 |
1.5892 |
1.5892 |
1.5858 |
|
| R1 |
1.5869 |
1.5869 |
1.5852 |
1.5881 |
| PP |
1.5825 |
1.5825 |
1.5825 |
1.5831 |
| S1 |
1.5802 |
1.5802 |
1.5840 |
1.5814 |
| S2 |
1.5758 |
1.5758 |
1.5834 |
|
| S3 |
1.5691 |
1.5735 |
1.5828 |
|
| S4 |
1.5624 |
1.5668 |
1.5809 |
|
|
| 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 |
1.5848 |
1.5676 |
0.0172 |
1.1% |
0.0071 |
0.4% |
99% |
True |
False |
84 |
| 10 |
1.6003 |
1.5676 |
0.0327 |
2.1% |
0.0072 |
0.5% |
52% |
False |
False |
72 |
| 20 |
1.6160 |
1.5676 |
0.0484 |
3.1% |
0.0061 |
0.4% |
35% |
False |
False |
47 |
| 40 |
1.6300 |
1.5676 |
0.0624 |
3.9% |
0.0048 |
0.3% |
27% |
False |
False |
28 |
| 60 |
1.6300 |
1.5676 |
0.0624 |
3.9% |
0.0032 |
0.2% |
27% |
False |
False |
19 |
| 80 |
1.6300 |
1.5676 |
0.0624 |
3.9% |
0.0024 |
0.2% |
27% |
False |
False |
15 |
| 100 |
1.6300 |
1.5676 |
0.0624 |
3.9% |
0.0020 |
0.1% |
27% |
False |
False |
17 |
| 120 |
1.6300 |
1.5659 |
0.0641 |
4.0% |
0.0017 |
0.1% |
29% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6133 |
|
2.618 |
1.6023 |
|
1.618 |
1.5956 |
|
1.000 |
1.5915 |
|
0.618 |
1.5889 |
|
HIGH |
1.5848 |
|
0.618 |
1.5822 |
|
0.500 |
1.5815 |
|
0.382 |
1.5807 |
|
LOW |
1.5781 |
|
0.618 |
1.5740 |
|
1.000 |
1.5714 |
|
1.618 |
1.5673 |
|
2.618 |
1.5606 |
|
4.250 |
1.5496 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5836 |
1.5820 |
| PP |
1.5825 |
1.5794 |
| S1 |
1.5815 |
1.5769 |
|