CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5810 |
1.5856 |
0.0046 |
0.3% |
1.5766 |
| High |
1.5848 |
1.5867 |
0.0019 |
0.1% |
1.5867 |
| Low |
1.5781 |
1.5700 |
-0.0081 |
-0.5% |
1.5676 |
| Close |
1.5846 |
1.5706 |
-0.0140 |
-0.9% |
1.5706 |
| Range |
0.0067 |
0.0167 |
0.0100 |
149.3% |
0.0191 |
| ATR |
0.0071 |
0.0078 |
0.0007 |
9.7% |
0.0000 |
| Volume |
103 |
46 |
-57 |
-55.3% |
433 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6259 |
1.6149 |
1.5798 |
|
| R3 |
1.6092 |
1.5982 |
1.5752 |
|
| R2 |
1.5925 |
1.5925 |
1.5737 |
|
| R1 |
1.5815 |
1.5815 |
1.5721 |
1.5787 |
| PP |
1.5758 |
1.5758 |
1.5758 |
1.5743 |
| S1 |
1.5648 |
1.5648 |
1.5691 |
1.5620 |
| S2 |
1.5591 |
1.5591 |
1.5675 |
|
| S3 |
1.5424 |
1.5481 |
1.5660 |
|
| S4 |
1.5257 |
1.5314 |
1.5614 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6323 |
1.6205 |
1.5811 |
|
| R3 |
1.6132 |
1.6014 |
1.5759 |
|
| R2 |
1.5941 |
1.5941 |
1.5741 |
|
| R1 |
1.5823 |
1.5823 |
1.5724 |
1.5787 |
| PP |
1.5750 |
1.5750 |
1.5750 |
1.5731 |
| S1 |
1.5632 |
1.5632 |
1.5688 |
1.5596 |
| S2 |
1.5559 |
1.5559 |
1.5671 |
|
| S3 |
1.5368 |
1.5441 |
1.5653 |
|
| S4 |
1.5177 |
1.5250 |
1.5601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5867 |
1.5676 |
0.0191 |
1.2% |
0.0094 |
0.6% |
16% |
True |
False |
86 |
| 10 |
1.5972 |
1.5676 |
0.0296 |
1.9% |
0.0084 |
0.5% |
10% |
False |
False |
74 |
| 20 |
1.6160 |
1.5676 |
0.0484 |
3.1% |
0.0067 |
0.4% |
6% |
False |
False |
49 |
| 40 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0052 |
0.3% |
5% |
False |
False |
29 |
| 60 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0035 |
0.2% |
5% |
False |
False |
20 |
| 80 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0027 |
0.2% |
5% |
False |
False |
15 |
| 100 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0021 |
0.1% |
5% |
False |
False |
17 |
| 120 |
1.6300 |
1.5671 |
0.0629 |
4.0% |
0.0018 |
0.1% |
6% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6577 |
|
2.618 |
1.6304 |
|
1.618 |
1.6137 |
|
1.000 |
1.6034 |
|
0.618 |
1.5970 |
|
HIGH |
1.5867 |
|
0.618 |
1.5803 |
|
0.500 |
1.5784 |
|
0.382 |
1.5764 |
|
LOW |
1.5700 |
|
0.618 |
1.5597 |
|
1.000 |
1.5533 |
|
1.618 |
1.5430 |
|
2.618 |
1.5263 |
|
4.250 |
1.4990 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5784 |
1.5784 |
| PP |
1.5758 |
1.5758 |
| S1 |
1.5732 |
1.5732 |
|