CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5473 |
1.5422 |
-0.0051 |
-0.3% |
1.5793 |
| High |
1.5497 |
1.5429 |
-0.0068 |
-0.4% |
1.5793 |
| Low |
1.5405 |
1.5185 |
-0.0220 |
-1.4% |
1.5460 |
| Close |
1.5415 |
1.5235 |
-0.0180 |
-1.2% |
1.5504 |
| Range |
0.0092 |
0.0244 |
0.0152 |
165.2% |
0.0333 |
| ATR |
0.0090 |
0.0101 |
0.0011 |
12.1% |
0.0000 |
| Volume |
378 |
2,589 |
2,211 |
584.9% |
682 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6015 |
1.5869 |
1.5369 |
|
| R3 |
1.5771 |
1.5625 |
1.5302 |
|
| R2 |
1.5527 |
1.5527 |
1.5280 |
|
| R1 |
1.5381 |
1.5381 |
1.5257 |
1.5332 |
| PP |
1.5283 |
1.5283 |
1.5283 |
1.5259 |
| S1 |
1.5137 |
1.5137 |
1.5213 |
1.5088 |
| S2 |
1.5039 |
1.5039 |
1.5190 |
|
| S3 |
1.4795 |
1.4893 |
1.5168 |
|
| S4 |
1.4551 |
1.4649 |
1.5101 |
|
|
| 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 |
1.5185 |
0.0494 |
3.2% |
0.0126 |
0.8% |
10% |
False |
True |
714 |
| 10 |
1.5817 |
1.5185 |
0.0632 |
4.1% |
0.0111 |
0.7% |
8% |
False |
True |
394 |
| 20 |
1.5867 |
1.5185 |
0.0682 |
4.5% |
0.0099 |
0.7% |
7% |
False |
True |
234 |
| 40 |
1.6300 |
1.5185 |
0.1115 |
7.3% |
0.0079 |
0.5% |
4% |
False |
True |
131 |
| 60 |
1.6300 |
1.5185 |
0.1115 |
7.3% |
0.0057 |
0.4% |
4% |
False |
True |
89 |
| 80 |
1.6300 |
1.5185 |
0.1115 |
7.3% |
0.0043 |
0.3% |
4% |
False |
True |
67 |
| 100 |
1.6300 |
1.5185 |
0.1115 |
7.3% |
0.0035 |
0.2% |
4% |
False |
True |
54 |
| 120 |
1.6300 |
1.5185 |
0.1115 |
7.3% |
0.0029 |
0.2% |
4% |
False |
True |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6466 |
|
2.618 |
1.6068 |
|
1.618 |
1.5824 |
|
1.000 |
1.5673 |
|
0.618 |
1.5580 |
|
HIGH |
1.5429 |
|
0.618 |
1.5336 |
|
0.500 |
1.5307 |
|
0.382 |
1.5278 |
|
LOW |
1.5185 |
|
0.618 |
1.5034 |
|
1.000 |
1.4941 |
|
1.618 |
1.4790 |
|
2.618 |
1.4546 |
|
4.250 |
1.4148 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5307 |
1.5358 |
| PP |
1.5283 |
1.5317 |
| S1 |
1.5259 |
1.5276 |
|