CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5699 |
1.5793 |
0.0094 |
0.6% |
1.5686 |
| High |
1.5817 |
1.5793 |
-0.0024 |
-0.2% |
1.5817 |
| Low |
1.5699 |
1.5650 |
-0.0049 |
-0.3% |
1.5622 |
| Close |
1.5787 |
1.5653 |
-0.0134 |
-0.8% |
1.5787 |
| Range |
0.0118 |
0.0143 |
0.0025 |
21.2% |
0.0195 |
| ATR |
0.0083 |
0.0088 |
0.0004 |
5.1% |
0.0000 |
| Volume |
130 |
36 |
-94 |
-72.3% |
513 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6128 |
1.6033 |
1.5732 |
|
| R3 |
1.5985 |
1.5890 |
1.5692 |
|
| R2 |
1.5842 |
1.5842 |
1.5679 |
|
| R1 |
1.5747 |
1.5747 |
1.5666 |
1.5723 |
| PP |
1.5699 |
1.5699 |
1.5699 |
1.5687 |
| S1 |
1.5604 |
1.5604 |
1.5640 |
1.5580 |
| S2 |
1.5556 |
1.5556 |
1.5627 |
|
| S3 |
1.5413 |
1.5461 |
1.5614 |
|
| S4 |
1.5270 |
1.5318 |
1.5574 |
|
|
| 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% |
0.0109 |
0.7% |
16% |
False |
False |
72 |
| 10 |
1.5867 |
1.5622 |
0.0245 |
1.6% |
0.0100 |
0.6% |
13% |
False |
False |
96 |
| 20 |
1.6103 |
1.5622 |
0.0481 |
3.1% |
0.0083 |
0.5% |
6% |
False |
False |
70 |
| 40 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0065 |
0.4% |
5% |
False |
False |
41 |
| 60 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0045 |
0.3% |
5% |
False |
False |
29 |
| 80 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0034 |
0.2% |
5% |
False |
False |
22 |
| 100 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0028 |
0.2% |
5% |
False |
False |
19 |
| 120 |
1.6300 |
1.5622 |
0.0678 |
4.3% |
0.0023 |
0.1% |
5% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6401 |
|
2.618 |
1.6167 |
|
1.618 |
1.6024 |
|
1.000 |
1.5936 |
|
0.618 |
1.5881 |
|
HIGH |
1.5793 |
|
0.618 |
1.5738 |
|
0.500 |
1.5722 |
|
0.382 |
1.5705 |
|
LOW |
1.5650 |
|
0.618 |
1.5562 |
|
1.000 |
1.5507 |
|
1.618 |
1.5419 |
|
2.618 |
1.5276 |
|
4.250 |
1.5042 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5722 |
1.5729 |
| PP |
1.5699 |
1.5703 |
| S1 |
1.5676 |
1.5678 |
|