CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5526 |
1.5483 |
-0.0043 |
-0.3% |
1.5793 |
| High |
1.5526 |
1.5530 |
0.0004 |
0.0% |
1.5793 |
| Low |
1.5467 |
1.5460 |
-0.0007 |
0.0% |
1.5460 |
| Close |
1.5474 |
1.5504 |
0.0030 |
0.2% |
1.5504 |
| Range |
0.0059 |
0.0070 |
0.0011 |
18.6% |
0.0333 |
| ATR |
0.0091 |
0.0090 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
230 |
178 |
-52 |
-22.6% |
682 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5708 |
1.5676 |
1.5543 |
|
| R3 |
1.5638 |
1.5606 |
1.5523 |
|
| R2 |
1.5568 |
1.5568 |
1.5517 |
|
| R1 |
1.5536 |
1.5536 |
1.5510 |
1.5552 |
| PP |
1.5498 |
1.5498 |
1.5498 |
1.5506 |
| S1 |
1.5466 |
1.5466 |
1.5498 |
1.5482 |
| S2 |
1.5428 |
1.5428 |
1.5491 |
|
| S3 |
1.5358 |
1.5396 |
1.5485 |
|
| S4 |
1.5288 |
1.5326 |
1.5466 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6585 |
1.6377 |
1.5687 |
|
| R3 |
1.6252 |
1.6044 |
1.5596 |
|
| R2 |
1.5919 |
1.5919 |
1.5565 |
|
| R1 |
1.5711 |
1.5711 |
1.5535 |
1.5649 |
| PP |
1.5586 |
1.5586 |
1.5586 |
1.5554 |
| S1 |
1.5378 |
1.5378 |
1.5473 |
1.5316 |
| S2 |
1.5253 |
1.5253 |
1.5443 |
|
| S3 |
1.4920 |
1.5045 |
1.5412 |
|
| S4 |
1.4587 |
1.4712 |
1.5321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5793 |
1.5460 |
0.0333 |
2.1% |
0.0106 |
0.7% |
13% |
False |
True |
136 |
| 10 |
1.5817 |
1.5460 |
0.0357 |
2.3% |
0.0101 |
0.6% |
12% |
False |
True |
119 |
| 20 |
1.5972 |
1.5460 |
0.0512 |
3.3% |
0.0092 |
0.6% |
9% |
False |
True |
96 |
| 40 |
1.6300 |
1.5460 |
0.0840 |
5.4% |
0.0071 |
0.5% |
5% |
False |
True |
57 |
| 60 |
1.6300 |
1.5460 |
0.0840 |
5.4% |
0.0052 |
0.3% |
5% |
False |
True |
40 |
| 80 |
1.6300 |
1.5460 |
0.0840 |
5.4% |
0.0039 |
0.3% |
5% |
False |
True |
30 |
| 100 |
1.6300 |
1.5460 |
0.0840 |
5.4% |
0.0031 |
0.2% |
5% |
False |
True |
24 |
| 120 |
1.6300 |
1.5460 |
0.0840 |
5.4% |
0.0026 |
0.2% |
5% |
False |
True |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5828 |
|
2.618 |
1.5713 |
|
1.618 |
1.5643 |
|
1.000 |
1.5600 |
|
0.618 |
1.5573 |
|
HIGH |
1.5530 |
|
0.618 |
1.5503 |
|
0.500 |
1.5495 |
|
0.382 |
1.5487 |
|
LOW |
1.5460 |
|
0.618 |
1.5417 |
|
1.000 |
1.5390 |
|
1.618 |
1.5347 |
|
2.618 |
1.5277 |
|
4.250 |
1.5163 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5501 |
1.5570 |
| PP |
1.5498 |
1.5548 |
| S1 |
1.5495 |
1.5526 |
|