CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5856 |
1.5686 |
-0.0170 |
-1.1% |
1.5766 |
| High |
1.5867 |
1.5761 |
-0.0106 |
-0.7% |
1.5867 |
| Low |
1.5700 |
1.5686 |
-0.0014 |
-0.1% |
1.5676 |
| Close |
1.5706 |
1.5752 |
0.0046 |
0.3% |
1.5706 |
| Range |
0.0167 |
0.0075 |
-0.0092 |
-55.1% |
0.0191 |
| ATR |
0.0078 |
0.0077 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
46 |
185 |
139 |
302.2% |
433 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5958 |
1.5930 |
1.5793 |
|
| R3 |
1.5883 |
1.5855 |
1.5773 |
|
| R2 |
1.5808 |
1.5808 |
1.5766 |
|
| R1 |
1.5780 |
1.5780 |
1.5759 |
1.5794 |
| PP |
1.5733 |
1.5733 |
1.5733 |
1.5740 |
| S1 |
1.5705 |
1.5705 |
1.5745 |
1.5719 |
| S2 |
1.5658 |
1.5658 |
1.5738 |
|
| S3 |
1.5583 |
1.5630 |
1.5731 |
|
| S4 |
1.5508 |
1.5555 |
1.5711 |
|
|
| 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 |
1.5686 |
0.0181 |
1.1% |
0.0091 |
0.6% |
36% |
False |
True |
119 |
| 10 |
1.5867 |
1.5676 |
0.0191 |
1.2% |
0.0079 |
0.5% |
40% |
False |
False |
75 |
| 20 |
1.6160 |
1.5676 |
0.0484 |
3.1% |
0.0067 |
0.4% |
16% |
False |
False |
58 |
| 40 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0054 |
0.3% |
12% |
False |
False |
34 |
| 60 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0036 |
0.2% |
12% |
False |
False |
23 |
| 80 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0027 |
0.2% |
12% |
False |
False |
18 |
| 100 |
1.6300 |
1.5676 |
0.0624 |
4.0% |
0.0022 |
0.1% |
12% |
False |
False |
18 |
| 120 |
1.6300 |
1.5675 |
0.0625 |
4.0% |
0.0019 |
0.1% |
12% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6080 |
|
2.618 |
1.5957 |
|
1.618 |
1.5882 |
|
1.000 |
1.5836 |
|
0.618 |
1.5807 |
|
HIGH |
1.5761 |
|
0.618 |
1.5732 |
|
0.500 |
1.5724 |
|
0.382 |
1.5715 |
|
LOW |
1.5686 |
|
0.618 |
1.5640 |
|
1.000 |
1.5611 |
|
1.618 |
1.5565 |
|
2.618 |
1.5490 |
|
4.250 |
1.5367 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5743 |
1.5777 |
| PP |
1.5733 |
1.5768 |
| S1 |
1.5724 |
1.5760 |
|