CME British Pound Future June 2013
Trading Metrics calculated at close of trading on 19-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.5483 |
1.5473 |
-0.0010 |
-0.1% |
1.5793 |
High |
1.5530 |
1.5497 |
-0.0033 |
-0.2% |
1.5793 |
Low |
1.5460 |
1.5405 |
-0.0055 |
-0.4% |
1.5460 |
Close |
1.5504 |
1.5415 |
-0.0089 |
-0.6% |
1.5504 |
Range |
0.0070 |
0.0092 |
0.0022 |
31.4% |
0.0333 |
ATR |
0.0090 |
0.0090 |
0.0001 |
0.7% |
0.0000 |
Volume |
178 |
378 |
200 |
112.4% |
682 |
|
Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5715 |
1.5657 |
1.5466 |
|
R3 |
1.5623 |
1.5565 |
1.5440 |
|
R2 |
1.5531 |
1.5531 |
1.5432 |
|
R1 |
1.5473 |
1.5473 |
1.5423 |
1.5456 |
PP |
1.5439 |
1.5439 |
1.5439 |
1.5431 |
S1 |
1.5381 |
1.5381 |
1.5407 |
1.5364 |
S2 |
1.5347 |
1.5347 |
1.5398 |
|
S3 |
1.5255 |
1.5289 |
1.5390 |
|
S4 |
1.5163 |
1.5197 |
1.5364 |
|
|
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 |
1.5679 |
1.5405 |
0.0274 |
1.8% |
0.0095 |
0.6% |
4% |
False |
True |
204 |
10 |
1.5817 |
1.5405 |
0.0412 |
2.7% |
0.0102 |
0.7% |
2% |
False |
True |
138 |
20 |
1.5867 |
1.5405 |
0.0462 |
3.0% |
0.0090 |
0.6% |
2% |
False |
True |
107 |
40 |
1.6300 |
1.5405 |
0.0895 |
5.8% |
0.0073 |
0.5% |
1% |
False |
True |
66 |
60 |
1.6300 |
1.5405 |
0.0895 |
5.8% |
0.0053 |
0.3% |
1% |
False |
True |
46 |
80 |
1.6300 |
1.5405 |
0.0895 |
5.8% |
0.0040 |
0.3% |
1% |
False |
True |
35 |
100 |
1.6300 |
1.5405 |
0.0895 |
5.8% |
0.0032 |
0.2% |
1% |
False |
True |
28 |
120 |
1.6300 |
1.5405 |
0.0895 |
5.8% |
0.0027 |
0.2% |
1% |
False |
True |
30 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5888 |
2.618 |
1.5738 |
1.618 |
1.5646 |
1.000 |
1.5589 |
0.618 |
1.5554 |
HIGH |
1.5497 |
0.618 |
1.5462 |
0.500 |
1.5451 |
0.382 |
1.5440 |
LOW |
1.5405 |
0.618 |
1.5348 |
1.000 |
1.5313 |
1.618 |
1.5256 |
2.618 |
1.5164 |
4.250 |
1.5014 |
|
|
Fisher Pivots for day following 19-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5451 |
1.5468 |
PP |
1.5439 |
1.5450 |
S1 |
1.5427 |
1.5433 |
|