CME British Pound Future June 2013
Trading Metrics calculated at close of trading on 14-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.5664 |
1.5526 |
-0.0138 |
-0.9% |
1.5686 |
High |
1.5679 |
1.5526 |
-0.0153 |
-1.0% |
1.5817 |
Low |
1.5515 |
1.5467 |
-0.0048 |
-0.3% |
1.5622 |
Close |
1.5532 |
1.5474 |
-0.0058 |
-0.4% |
1.5787 |
Range |
0.0164 |
0.0059 |
-0.0105 |
-64.0% |
0.0195 |
ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.2% |
0.0000 |
Volume |
199 |
230 |
31 |
15.6% |
513 |
|
Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5666 |
1.5629 |
1.5506 |
|
R3 |
1.5607 |
1.5570 |
1.5490 |
|
R2 |
1.5548 |
1.5548 |
1.5485 |
|
R1 |
1.5511 |
1.5511 |
1.5479 |
1.5500 |
PP |
1.5489 |
1.5489 |
1.5489 |
1.5484 |
S1 |
1.5452 |
1.5452 |
1.5469 |
1.5441 |
S2 |
1.5430 |
1.5430 |
1.5463 |
|
S3 |
1.5371 |
1.5393 |
1.5458 |
|
S4 |
1.5312 |
1.5334 |
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 |
1.5467 |
0.0350 |
2.3% |
0.0115 |
0.7% |
2% |
False |
True |
126 |
10 |
1.5867 |
1.5467 |
0.0400 |
2.6% |
0.0110 |
0.7% |
2% |
False |
True |
106 |
20 |
1.6003 |
1.5467 |
0.0536 |
3.5% |
0.0091 |
0.6% |
1% |
False |
True |
89 |
40 |
1.6300 |
1.5467 |
0.0833 |
5.4% |
0.0071 |
0.5% |
1% |
False |
True |
53 |
60 |
1.6300 |
1.5467 |
0.0833 |
5.4% |
0.0051 |
0.3% |
1% |
False |
True |
37 |
80 |
1.6300 |
1.5467 |
0.0833 |
5.4% |
0.0038 |
0.2% |
1% |
False |
True |
28 |
100 |
1.6300 |
1.5467 |
0.0833 |
5.4% |
0.0031 |
0.2% |
1% |
False |
True |
23 |
120 |
1.6300 |
1.5467 |
0.0833 |
5.4% |
0.0026 |
0.2% |
1% |
False |
True |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5777 |
2.618 |
1.5680 |
1.618 |
1.5621 |
1.000 |
1.5585 |
0.618 |
1.5562 |
HIGH |
1.5526 |
0.618 |
1.5503 |
0.500 |
1.5497 |
0.382 |
1.5490 |
LOW |
1.5467 |
0.618 |
1.5431 |
1.000 |
1.5408 |
1.618 |
1.5372 |
2.618 |
1.5313 |
4.250 |
1.5216 |
|
|
Fisher Pivots for day following 14-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5497 |
1.5573 |
PP |
1.5489 |
1.5540 |
S1 |
1.5482 |
1.5507 |
|