CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5108 |
1.5160 |
0.0052 |
0.3% |
1.5473 |
| High |
1.5186 |
1.5209 |
0.0023 |
0.2% |
1.5497 |
| Low |
1.5061 |
1.5105 |
0.0044 |
0.3% |
1.5117 |
| Close |
1.5179 |
1.5123 |
-0.0056 |
-0.4% |
1.5232 |
| Range |
0.0125 |
0.0104 |
-0.0021 |
-16.8% |
0.0380 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
835 |
1,950 |
1,115 |
133.5% |
5,652 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5458 |
1.5394 |
1.5180 |
|
| R3 |
1.5354 |
1.5290 |
1.5152 |
|
| R2 |
1.5250 |
1.5250 |
1.5142 |
|
| R1 |
1.5186 |
1.5186 |
1.5133 |
1.5166 |
| PP |
1.5146 |
1.5146 |
1.5146 |
1.5136 |
| S1 |
1.5082 |
1.5082 |
1.5113 |
1.5062 |
| S2 |
1.5042 |
1.5042 |
1.5104 |
|
| S3 |
1.4938 |
1.4978 |
1.5094 |
|
| S4 |
1.4834 |
1.4874 |
1.5066 |
|
|
| 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 |
1.5429 |
1.5061 |
0.0368 |
2.4% |
0.0156 |
1.0% |
17% |
False |
False |
1,611 |
| 10 |
1.5679 |
1.5061 |
0.0618 |
4.1% |
0.0126 |
0.8% |
10% |
False |
False |
908 |
| 20 |
1.5867 |
1.5061 |
0.0806 |
5.3% |
0.0113 |
0.7% |
8% |
False |
False |
502 |
| 40 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0086 |
0.6% |
5% |
False |
False |
267 |
| 60 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0066 |
0.4% |
5% |
False |
False |
180 |
| 80 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0050 |
0.3% |
5% |
False |
False |
135 |
| 100 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0040 |
0.3% |
5% |
False |
False |
109 |
| 120 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0034 |
0.2% |
5% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5651 |
|
2.618 |
1.5481 |
|
1.618 |
1.5377 |
|
1.000 |
1.5313 |
|
0.618 |
1.5273 |
|
HIGH |
1.5209 |
|
0.618 |
1.5169 |
|
0.500 |
1.5157 |
|
0.382 |
1.5145 |
|
LOW |
1.5105 |
|
0.618 |
1.5041 |
|
1.000 |
1.5001 |
|
1.618 |
1.4937 |
|
2.618 |
1.4833 |
|
4.250 |
1.4663 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5157 |
1.5186 |
| PP |
1.5146 |
1.5165 |
| S1 |
1.5134 |
1.5144 |
|