CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5686 |
1.5717 |
0.0031 |
0.2% |
1.5766 |
| High |
1.5761 |
1.5775 |
0.0014 |
0.1% |
1.5867 |
| Low |
1.5686 |
1.5622 |
-0.0064 |
-0.4% |
1.5676 |
| Close |
1.5752 |
1.5651 |
-0.0101 |
-0.6% |
1.5706 |
| Range |
0.0075 |
0.0153 |
0.0078 |
104.0% |
0.0191 |
| ATR |
0.0077 |
0.0083 |
0.0005 |
7.0% |
0.0000 |
| Volume |
185 |
36 |
-149 |
-80.5% |
433 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6142 |
1.6049 |
1.5735 |
|
| R3 |
1.5989 |
1.5896 |
1.5693 |
|
| R2 |
1.5836 |
1.5836 |
1.5679 |
|
| R1 |
1.5743 |
1.5743 |
1.5665 |
1.5713 |
| PP |
1.5683 |
1.5683 |
1.5683 |
1.5668 |
| S1 |
1.5590 |
1.5590 |
1.5637 |
1.5560 |
| S2 |
1.5530 |
1.5530 |
1.5623 |
|
| S3 |
1.5377 |
1.5437 |
1.5609 |
|
| S4 |
1.5224 |
1.5284 |
1.5567 |
|
|
| 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 |
1.5622 |
0.0245 |
1.6% |
0.0107 |
0.7% |
12% |
False |
True |
120 |
| 10 |
1.5867 |
1.5622 |
0.0245 |
1.6% |
0.0087 |
0.6% |
12% |
False |
True |
75 |
| 20 |
1.6160 |
1.5622 |
0.0538 |
3.4% |
0.0075 |
0.5% |
5% |
False |
True |
58 |
| 40 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0058 |
0.4% |
4% |
False |
True |
35 |
| 60 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0039 |
0.2% |
4% |
False |
True |
24 |
| 80 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0029 |
0.2% |
4% |
False |
True |
18 |
| 100 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0024 |
0.2% |
4% |
False |
True |
18 |
| 120 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0020 |
0.1% |
4% |
False |
True |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6425 |
|
2.618 |
1.6176 |
|
1.618 |
1.6023 |
|
1.000 |
1.5928 |
|
0.618 |
1.5870 |
|
HIGH |
1.5775 |
|
0.618 |
1.5717 |
|
0.500 |
1.5699 |
|
0.382 |
1.5680 |
|
LOW |
1.5622 |
|
0.618 |
1.5527 |
|
1.000 |
1.5469 |
|
1.618 |
1.5374 |
|
2.618 |
1.5221 |
|
4.250 |
1.4972 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5699 |
1.5745 |
| PP |
1.5683 |
1.5713 |
| S1 |
1.5667 |
1.5682 |
|