CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5250 |
1.5108 |
-0.0142 |
-0.9% |
1.5473 |
| High |
1.5311 |
1.5186 |
-0.0125 |
-0.8% |
1.5497 |
| Low |
1.5151 |
1.5061 |
-0.0090 |
-0.6% |
1.5117 |
| Close |
1.5232 |
1.5179 |
-0.0053 |
-0.3% |
1.5232 |
| Range |
0.0160 |
0.0125 |
-0.0035 |
-21.9% |
0.0380 |
| ATR |
0.0109 |
0.0113 |
0.0004 |
4.1% |
0.0000 |
| Volume |
1,081 |
835 |
-246 |
-22.8% |
5,652 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5517 |
1.5473 |
1.5248 |
|
| R3 |
1.5392 |
1.5348 |
1.5213 |
|
| R2 |
1.5267 |
1.5267 |
1.5202 |
|
| R1 |
1.5223 |
1.5223 |
1.5190 |
1.5245 |
| PP |
1.5142 |
1.5142 |
1.5142 |
1.5153 |
| S1 |
1.5098 |
1.5098 |
1.5168 |
1.5120 |
| S2 |
1.5017 |
1.5017 |
1.5156 |
|
| S3 |
1.4892 |
1.4973 |
1.5145 |
|
| S4 |
1.4767 |
1.4848 |
1.5110 |
|
|
| 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 |
1.5497 |
1.5061 |
0.0436 |
2.9% |
0.0153 |
1.0% |
27% |
False |
True |
1,297 |
| 10 |
1.5793 |
1.5061 |
0.0732 |
4.8% |
0.0130 |
0.9% |
16% |
False |
True |
716 |
| 20 |
1.5867 |
1.5061 |
0.0806 |
5.3% |
0.0112 |
0.7% |
15% |
False |
True |
405 |
| 40 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0085 |
0.6% |
10% |
False |
True |
218 |
| 60 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0065 |
0.4% |
10% |
False |
True |
148 |
| 80 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0049 |
0.3% |
10% |
False |
True |
111 |
| 100 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0039 |
0.3% |
10% |
False |
True |
89 |
| 120 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0033 |
0.2% |
10% |
False |
True |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5717 |
|
2.618 |
1.5513 |
|
1.618 |
1.5388 |
|
1.000 |
1.5311 |
|
0.618 |
1.5263 |
|
HIGH |
1.5186 |
|
0.618 |
1.5138 |
|
0.500 |
1.5124 |
|
0.382 |
1.5109 |
|
LOW |
1.5061 |
|
0.618 |
1.4984 |
|
1.000 |
1.4936 |
|
1.618 |
1.4859 |
|
2.618 |
1.4734 |
|
4.250 |
1.4530 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5161 |
1.5186 |
| PP |
1.5142 |
1.5184 |
| S1 |
1.5124 |
1.5181 |
|