CME British Pound Future June 2013
Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.5422 |
1.5221 |
-0.0201 |
-1.3% |
1.5793 |
High |
1.5429 |
1.5263 |
-0.0166 |
-1.1% |
1.5793 |
Low |
1.5185 |
1.5117 |
-0.0068 |
-0.4% |
1.5460 |
Close |
1.5235 |
1.5232 |
-0.0003 |
0.0% |
1.5504 |
Range |
0.0244 |
0.0146 |
-0.0098 |
-40.2% |
0.0333 |
ATR |
0.0101 |
0.0105 |
0.0003 |
3.1% |
0.0000 |
Volume |
2,589 |
1,604 |
-985 |
-38.0% |
682 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5642 |
1.5583 |
1.5312 |
|
R3 |
1.5496 |
1.5437 |
1.5272 |
|
R2 |
1.5350 |
1.5350 |
1.5259 |
|
R1 |
1.5291 |
1.5291 |
1.5245 |
1.5321 |
PP |
1.5204 |
1.5204 |
1.5204 |
1.5219 |
S1 |
1.5145 |
1.5145 |
1.5219 |
1.5175 |
S2 |
1.5058 |
1.5058 |
1.5205 |
|
S3 |
1.4912 |
1.4999 |
1.5192 |
|
S4 |
1.4766 |
1.4853 |
1.5152 |
|
|
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 |
1.5530 |
1.5117 |
0.0413 |
2.7% |
0.0122 |
0.8% |
28% |
False |
True |
995 |
10 |
1.5817 |
1.5117 |
0.0700 |
4.6% |
0.0124 |
0.8% |
16% |
False |
True |
547 |
20 |
1.5867 |
1.5117 |
0.0750 |
4.9% |
0.0105 |
0.7% |
15% |
False |
True |
312 |
40 |
1.6300 |
1.5117 |
0.1183 |
7.8% |
0.0081 |
0.5% |
10% |
False |
True |
171 |
60 |
1.6300 |
1.5117 |
0.1183 |
7.8% |
0.0060 |
0.4% |
10% |
False |
True |
116 |
80 |
1.6300 |
1.5117 |
0.1183 |
7.8% |
0.0045 |
0.3% |
10% |
False |
True |
87 |
100 |
1.6300 |
1.5117 |
0.1183 |
7.8% |
0.0036 |
0.2% |
10% |
False |
True |
70 |
120 |
1.6300 |
1.5117 |
0.1183 |
7.8% |
0.0030 |
0.2% |
10% |
False |
True |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5884 |
2.618 |
1.5645 |
1.618 |
1.5499 |
1.000 |
1.5409 |
0.618 |
1.5353 |
HIGH |
1.5263 |
0.618 |
1.5207 |
0.500 |
1.5190 |
0.382 |
1.5173 |
LOW |
1.5117 |
0.618 |
1.5027 |
1.000 |
1.4971 |
1.618 |
1.4881 |
2.618 |
1.4735 |
4.250 |
1.4497 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5218 |
1.5307 |
PP |
1.5204 |
1.5282 |
S1 |
1.5190 |
1.5257 |
|