CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 08-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5640 |
1.5699 |
0.0059 |
0.4% |
1.5686 |
| High |
1.5752 |
1.5817 |
0.0065 |
0.4% |
1.5817 |
| Low |
1.5640 |
1.5699 |
0.0059 |
0.4% |
1.5622 |
| Close |
1.5701 |
1.5787 |
0.0086 |
0.5% |
1.5787 |
| Range |
0.0112 |
0.0118 |
0.0006 |
5.4% |
0.0195 |
| ATR |
0.0081 |
0.0083 |
0.0003 |
3.3% |
0.0000 |
| Volume |
92 |
130 |
38 |
41.3% |
513 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6122 |
1.6072 |
1.5852 |
|
| R3 |
1.6004 |
1.5954 |
1.5819 |
|
| R2 |
1.5886 |
1.5886 |
1.5809 |
|
| R1 |
1.5836 |
1.5836 |
1.5798 |
1.5861 |
| PP |
1.5768 |
1.5768 |
1.5768 |
1.5780 |
| S1 |
1.5718 |
1.5718 |
1.5776 |
1.5743 |
| S2 |
1.5650 |
1.5650 |
1.5765 |
|
| S3 |
1.5532 |
1.5600 |
1.5755 |
|
| S4 |
1.5414 |
1.5482 |
1.5722 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6327 |
1.6252 |
1.5894 |
|
| R3 |
1.6132 |
1.6057 |
1.5841 |
|
| R2 |
1.5937 |
1.5937 |
1.5823 |
|
| R1 |
1.5862 |
1.5862 |
1.5805 |
1.5900 |
| PP |
1.5742 |
1.5742 |
1.5742 |
1.5761 |
| S1 |
1.5667 |
1.5667 |
1.5769 |
1.5705 |
| S2 |
1.5547 |
1.5547 |
1.5751 |
|
| S3 |
1.5352 |
1.5472 |
1.5733 |
|
| S4 |
1.5157 |
1.5277 |
1.5680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5817 |
1.5622 |
0.0195 |
1.2% |
0.0095 |
0.6% |
85% |
True |
False |
102 |
| 10 |
1.5867 |
1.5622 |
0.0245 |
1.6% |
0.0095 |
0.6% |
67% |
False |
False |
94 |
| 20 |
1.6154 |
1.5622 |
0.0532 |
3.4% |
0.0078 |
0.5% |
31% |
False |
False |
71 |
| 40 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0062 |
0.4% |
24% |
False |
False |
42 |
| 60 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0043 |
0.3% |
24% |
False |
False |
28 |
| 80 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0032 |
0.2% |
24% |
False |
False |
22 |
| 100 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0026 |
0.2% |
24% |
False |
False |
20 |
| 120 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0022 |
0.1% |
24% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6319 |
|
2.618 |
1.6126 |
|
1.618 |
1.6008 |
|
1.000 |
1.5935 |
|
0.618 |
1.5890 |
|
HIGH |
1.5817 |
|
0.618 |
1.5772 |
|
0.500 |
1.5758 |
|
0.382 |
1.5744 |
|
LOW |
1.5699 |
|
0.618 |
1.5626 |
|
1.000 |
1.5581 |
|
1.618 |
1.5508 |
|
2.618 |
1.5390 |
|
4.250 |
1.5198 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5777 |
1.5767 |
| PP |
1.5768 |
1.5747 |
| S1 |
1.5758 |
1.5727 |
|