CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5717 |
1.5651 |
-0.0066 |
-0.4% |
1.5766 |
| High |
1.5775 |
1.5656 |
-0.0119 |
-0.8% |
1.5867 |
| Low |
1.5622 |
1.5637 |
0.0015 |
0.1% |
1.5676 |
| Close |
1.5651 |
1.5656 |
0.0005 |
0.0% |
1.5706 |
| Range |
0.0153 |
0.0019 |
-0.0134 |
-87.6% |
0.0191 |
| ATR |
0.0083 |
0.0078 |
-0.0005 |
-5.5% |
0.0000 |
| Volume |
36 |
70 |
34 |
94.4% |
433 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5707 |
1.5700 |
1.5666 |
|
| R3 |
1.5688 |
1.5681 |
1.5661 |
|
| R2 |
1.5669 |
1.5669 |
1.5659 |
|
| R1 |
1.5662 |
1.5662 |
1.5658 |
1.5666 |
| PP |
1.5650 |
1.5650 |
1.5650 |
1.5651 |
| S1 |
1.5643 |
1.5643 |
1.5654 |
1.5647 |
| S2 |
1.5631 |
1.5631 |
1.5653 |
|
| S3 |
1.5612 |
1.5624 |
1.5651 |
|
| S4 |
1.5593 |
1.5605 |
1.5646 |
|
|
| 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% |
0.0096 |
0.6% |
14% |
False |
False |
88 |
| 10 |
1.5867 |
1.5622 |
0.0245 |
1.6% |
0.0086 |
0.5% |
14% |
False |
False |
77 |
| 20 |
1.6160 |
1.5622 |
0.0538 |
3.4% |
0.0076 |
0.5% |
6% |
False |
False |
60 |
| 40 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0058 |
0.4% |
5% |
False |
False |
37 |
| 60 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0039 |
0.3% |
5% |
False |
False |
25 |
| 80 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0030 |
0.2% |
5% |
False |
False |
19 |
| 100 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0024 |
0.2% |
5% |
False |
False |
18 |
| 120 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0020 |
0.1% |
5% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5737 |
|
2.618 |
1.5706 |
|
1.618 |
1.5687 |
|
1.000 |
1.5675 |
|
0.618 |
1.5668 |
|
HIGH |
1.5656 |
|
0.618 |
1.5649 |
|
0.500 |
1.5647 |
|
0.382 |
1.5644 |
|
LOW |
1.5637 |
|
0.618 |
1.5625 |
|
1.000 |
1.5618 |
|
1.618 |
1.5606 |
|
2.618 |
1.5587 |
|
4.250 |
1.5556 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5653 |
1.5699 |
| PP |
1.5650 |
1.5684 |
| S1 |
1.5647 |
1.5670 |
|