CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5160 |
1.5120 |
-0.0040 |
-0.3% |
1.5473 |
| High |
1.5209 |
1.5180 |
-0.0029 |
-0.2% |
1.5497 |
| Low |
1.5105 |
1.5075 |
-0.0030 |
-0.2% |
1.5117 |
| Close |
1.5123 |
1.5140 |
0.0017 |
0.1% |
1.5232 |
| Range |
0.0104 |
0.0105 |
0.0001 |
1.0% |
0.0380 |
| ATR |
0.0112 |
0.0112 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
1,950 |
1,137 |
-813 |
-41.7% |
5,652 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5447 |
1.5398 |
1.5198 |
|
| R3 |
1.5342 |
1.5293 |
1.5169 |
|
| R2 |
1.5237 |
1.5237 |
1.5159 |
|
| R1 |
1.5188 |
1.5188 |
1.5150 |
1.5213 |
| PP |
1.5132 |
1.5132 |
1.5132 |
1.5144 |
| S1 |
1.5083 |
1.5083 |
1.5130 |
1.5108 |
| S2 |
1.5027 |
1.5027 |
1.5121 |
|
| S3 |
1.4922 |
1.4978 |
1.5111 |
|
| S4 |
1.4817 |
1.4873 |
1.5082 |
|
|
| 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 |
1.5311 |
1.5061 |
0.0250 |
1.7% |
0.0128 |
0.8% |
32% |
False |
False |
1,321 |
| 10 |
1.5679 |
1.5061 |
0.0618 |
4.1% |
0.0127 |
0.8% |
13% |
False |
False |
1,018 |
| 20 |
1.5867 |
1.5061 |
0.0806 |
5.3% |
0.0114 |
0.8% |
10% |
False |
False |
557 |
| 40 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0087 |
0.6% |
6% |
False |
False |
294 |
| 60 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0068 |
0.4% |
6% |
False |
False |
199 |
| 80 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0051 |
0.3% |
6% |
False |
False |
150 |
| 100 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0041 |
0.3% |
6% |
False |
False |
120 |
| 120 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0034 |
0.2% |
6% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5626 |
|
2.618 |
1.5455 |
|
1.618 |
1.5350 |
|
1.000 |
1.5285 |
|
0.618 |
1.5245 |
|
HIGH |
1.5180 |
|
0.618 |
1.5140 |
|
0.500 |
1.5128 |
|
0.382 |
1.5115 |
|
LOW |
1.5075 |
|
0.618 |
1.5010 |
|
1.000 |
1.4970 |
|
1.618 |
1.4905 |
|
2.618 |
1.4800 |
|
4.250 |
1.4629 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5136 |
1.5138 |
| PP |
1.5132 |
1.5137 |
| S1 |
1.5128 |
1.5135 |
|