CME British Pound Future June 2013
Trading Metrics calculated at close of trading on 12-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.5793 |
1.5645 |
-0.0148 |
-0.9% |
1.5686 |
High |
1.5793 |
1.5658 |
-0.0135 |
-0.9% |
1.5817 |
Low |
1.5650 |
1.5566 |
-0.0084 |
-0.5% |
1.5622 |
Close |
1.5653 |
1.5644 |
-0.0009 |
-0.1% |
1.5787 |
Range |
0.0143 |
0.0092 |
-0.0051 |
-35.7% |
0.0195 |
ATR |
0.0088 |
0.0088 |
0.0000 |
0.4% |
0.0000 |
Volume |
36 |
39 |
3 |
8.3% |
513 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5899 |
1.5863 |
1.5695 |
|
R3 |
1.5807 |
1.5771 |
1.5669 |
|
R2 |
1.5715 |
1.5715 |
1.5661 |
|
R1 |
1.5679 |
1.5679 |
1.5652 |
1.5651 |
PP |
1.5623 |
1.5623 |
1.5623 |
1.5609 |
S1 |
1.5587 |
1.5587 |
1.5636 |
1.5559 |
S2 |
1.5531 |
1.5531 |
1.5627 |
|
S3 |
1.5439 |
1.5495 |
1.5619 |
|
S4 |
1.5347 |
1.5403 |
1.5593 |
|
|
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 |
1.5566 |
0.0251 |
1.6% |
0.0097 |
0.6% |
31% |
False |
True |
73 |
10 |
1.5867 |
1.5566 |
0.0301 |
1.9% |
0.0102 |
0.7% |
26% |
False |
True |
96 |
20 |
1.6080 |
1.5566 |
0.0514 |
3.3% |
0.0085 |
0.5% |
15% |
False |
True |
68 |
40 |
1.6300 |
1.5566 |
0.0734 |
4.7% |
0.0067 |
0.4% |
11% |
False |
True |
42 |
60 |
1.6300 |
1.5566 |
0.0734 |
4.7% |
0.0047 |
0.3% |
11% |
False |
True |
30 |
80 |
1.6300 |
1.5566 |
0.0734 |
4.7% |
0.0035 |
0.2% |
11% |
False |
True |
23 |
100 |
1.6300 |
1.5566 |
0.0734 |
4.7% |
0.0029 |
0.2% |
11% |
False |
True |
19 |
120 |
1.6300 |
1.5566 |
0.0734 |
4.7% |
0.0024 |
0.2% |
11% |
False |
True |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6049 |
2.618 |
1.5899 |
1.618 |
1.5807 |
1.000 |
1.5750 |
0.618 |
1.5715 |
HIGH |
1.5658 |
0.618 |
1.5623 |
0.500 |
1.5612 |
0.382 |
1.5601 |
LOW |
1.5566 |
0.618 |
1.5509 |
1.000 |
1.5474 |
1.618 |
1.5417 |
2.618 |
1.5325 |
4.250 |
1.5175 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5633 |
1.5692 |
PP |
1.5623 |
1.5676 |
S1 |
1.5612 |
1.5660 |
|