CME British Pound Future June 2013
Trading Metrics calculated at close of trading on 13-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.5645 |
1.5664 |
0.0019 |
0.1% |
1.5686 |
High |
1.5658 |
1.5679 |
0.0021 |
0.1% |
1.5817 |
Low |
1.5566 |
1.5515 |
-0.0051 |
-0.3% |
1.5622 |
Close |
1.5644 |
1.5532 |
-0.0112 |
-0.7% |
1.5787 |
Range |
0.0092 |
0.0164 |
0.0072 |
78.3% |
0.0195 |
ATR |
0.0088 |
0.0093 |
0.0005 |
6.2% |
0.0000 |
Volume |
39 |
199 |
160 |
410.3% |
513 |
|
Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6067 |
1.5964 |
1.5622 |
|
R3 |
1.5903 |
1.5800 |
1.5577 |
|
R2 |
1.5739 |
1.5739 |
1.5562 |
|
R1 |
1.5636 |
1.5636 |
1.5547 |
1.5606 |
PP |
1.5575 |
1.5575 |
1.5575 |
1.5560 |
S1 |
1.5472 |
1.5472 |
1.5517 |
1.5442 |
S2 |
1.5411 |
1.5411 |
1.5502 |
|
S3 |
1.5247 |
1.5308 |
1.5487 |
|
S4 |
1.5083 |
1.5144 |
1.5442 |
|
|
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 |
1.5515 |
0.0302 |
1.9% |
0.0126 |
0.8% |
6% |
False |
True |
99 |
10 |
1.5867 |
1.5515 |
0.0352 |
2.3% |
0.0111 |
0.7% |
5% |
False |
True |
93 |
20 |
1.6022 |
1.5515 |
0.0507 |
3.3% |
0.0091 |
0.6% |
3% |
False |
True |
78 |
40 |
1.6300 |
1.5515 |
0.0785 |
5.1% |
0.0070 |
0.5% |
2% |
False |
True |
47 |
60 |
1.6300 |
1.5515 |
0.0785 |
5.1% |
0.0050 |
0.3% |
2% |
False |
True |
33 |
80 |
1.6300 |
1.5515 |
0.0785 |
5.1% |
0.0037 |
0.2% |
2% |
False |
True |
25 |
100 |
1.6300 |
1.5515 |
0.0785 |
5.1% |
0.0030 |
0.2% |
2% |
False |
True |
21 |
120 |
1.6300 |
1.5515 |
0.0785 |
5.1% |
0.0025 |
0.2% |
2% |
False |
True |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.6376 |
2.618 |
1.6108 |
1.618 |
1.5944 |
1.000 |
1.5843 |
0.618 |
1.5780 |
HIGH |
1.5679 |
0.618 |
1.5616 |
0.500 |
1.5597 |
0.382 |
1.5578 |
LOW |
1.5515 |
0.618 |
1.5414 |
1.000 |
1.5351 |
1.618 |
1.5250 |
2.618 |
1.5086 |
4.250 |
1.4818 |
|
|
Fisher Pivots for day following 13-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5597 |
1.5654 |
PP |
1.5575 |
1.5613 |
S1 |
1.5554 |
1.5573 |
|