CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5221 |
1.5250 |
0.0029 |
0.2% |
1.5473 |
| High |
1.5263 |
1.5311 |
0.0048 |
0.3% |
1.5497 |
| Low |
1.5117 |
1.5151 |
0.0034 |
0.2% |
1.5117 |
| Close |
1.5232 |
1.5232 |
0.0000 |
0.0% |
1.5232 |
| Range |
0.0146 |
0.0160 |
0.0014 |
9.6% |
0.0380 |
| ATR |
0.0105 |
0.0109 |
0.0004 |
3.8% |
0.0000 |
| Volume |
1,604 |
1,081 |
-523 |
-32.6% |
5,652 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5711 |
1.5632 |
1.5320 |
|
| R3 |
1.5551 |
1.5472 |
1.5276 |
|
| R2 |
1.5391 |
1.5391 |
1.5261 |
|
| R1 |
1.5312 |
1.5312 |
1.5247 |
1.5272 |
| PP |
1.5231 |
1.5231 |
1.5231 |
1.5211 |
| S1 |
1.5152 |
1.5152 |
1.5217 |
1.5112 |
| S2 |
1.5071 |
1.5071 |
1.5203 |
|
| S3 |
1.4911 |
1.4992 |
1.5188 |
|
| S4 |
1.4751 |
1.4832 |
1.5144 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6422 |
1.6207 |
1.5441 |
|
| R3 |
1.6042 |
1.5827 |
1.5337 |
|
| R2 |
1.5662 |
1.5662 |
1.5302 |
|
| R1 |
1.5447 |
1.5447 |
1.5267 |
1.5365 |
| PP |
1.5282 |
1.5282 |
1.5282 |
1.5241 |
| S1 |
1.5067 |
1.5067 |
1.5197 |
1.4985 |
| S2 |
1.4902 |
1.4902 |
1.5162 |
|
| S3 |
1.4522 |
1.4687 |
1.5128 |
|
| S4 |
1.4142 |
1.4307 |
1.5023 |
|
|
| 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% |
0.0142 |
0.9% |
28% |
False |
False |
1,166 |
| 10 |
1.5817 |
1.5117 |
0.0700 |
4.6% |
0.0129 |
0.8% |
16% |
False |
False |
646 |
| 20 |
1.5867 |
1.5117 |
0.0750 |
4.9% |
0.0109 |
0.7% |
15% |
False |
False |
365 |
| 40 |
1.6300 |
1.5117 |
0.1183 |
7.8% |
0.0083 |
0.5% |
10% |
False |
False |
198 |
| 60 |
1.6300 |
1.5117 |
0.1183 |
7.8% |
0.0063 |
0.4% |
10% |
False |
False |
134 |
| 80 |
1.6300 |
1.5117 |
0.1183 |
7.8% |
0.0047 |
0.3% |
10% |
False |
False |
101 |
| 100 |
1.6300 |
1.5117 |
0.1183 |
7.8% |
0.0038 |
0.2% |
10% |
False |
False |
81 |
| 120 |
1.6300 |
1.5117 |
0.1183 |
7.8% |
0.0032 |
0.2% |
10% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5991 |
|
2.618 |
1.5730 |
|
1.618 |
1.5570 |
|
1.000 |
1.5471 |
|
0.618 |
1.5410 |
|
HIGH |
1.5311 |
|
0.618 |
1.5250 |
|
0.500 |
1.5231 |
|
0.382 |
1.5212 |
|
LOW |
1.5151 |
|
0.618 |
1.5052 |
|
1.000 |
1.4991 |
|
1.618 |
1.4892 |
|
2.618 |
1.4732 |
|
4.250 |
1.4471 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5232 |
1.5273 |
| PP |
1.5231 |
1.5259 |
| S1 |
1.5231 |
1.5246 |
|