CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5120 |
1.5151 |
0.0031 |
0.2% |
1.5473 |
| High |
1.5180 |
1.5214 |
0.0034 |
0.2% |
1.5497 |
| Low |
1.5075 |
1.5140 |
0.0065 |
0.4% |
1.5117 |
| Close |
1.5140 |
1.5166 |
0.0026 |
0.2% |
1.5232 |
| Range |
0.0105 |
0.0074 |
-0.0031 |
-29.5% |
0.0380 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
1,137 |
1,613 |
476 |
41.9% |
5,652 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5395 |
1.5355 |
1.5207 |
|
| R3 |
1.5321 |
1.5281 |
1.5186 |
|
| R2 |
1.5247 |
1.5247 |
1.5180 |
|
| R1 |
1.5207 |
1.5207 |
1.5173 |
1.5227 |
| PP |
1.5173 |
1.5173 |
1.5173 |
1.5184 |
| S1 |
1.5133 |
1.5133 |
1.5159 |
1.5153 |
| S2 |
1.5099 |
1.5099 |
1.5152 |
|
| S3 |
1.5025 |
1.5059 |
1.5146 |
|
| S4 |
1.4951 |
1.4985 |
1.5125 |
|
|
| 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 |
1.6% |
0.0114 |
0.7% |
42% |
False |
False |
1,323 |
| 10 |
1.5530 |
1.5061 |
0.0469 |
3.1% |
0.0118 |
0.8% |
22% |
False |
False |
1,159 |
| 20 |
1.5867 |
1.5061 |
0.0806 |
5.3% |
0.0114 |
0.8% |
13% |
False |
False |
626 |
| 40 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0088 |
0.6% |
8% |
False |
False |
334 |
| 60 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0069 |
0.5% |
8% |
False |
False |
226 |
| 80 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0052 |
0.3% |
8% |
False |
False |
170 |
| 100 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0042 |
0.3% |
8% |
False |
False |
136 |
| 120 |
1.6300 |
1.5061 |
0.1239 |
8.2% |
0.0035 |
0.2% |
8% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5529 |
|
2.618 |
1.5408 |
|
1.618 |
1.5334 |
|
1.000 |
1.5288 |
|
0.618 |
1.5260 |
|
HIGH |
1.5214 |
|
0.618 |
1.5186 |
|
0.500 |
1.5177 |
|
0.382 |
1.5168 |
|
LOW |
1.5140 |
|
0.618 |
1.5094 |
|
1.000 |
1.5066 |
|
1.618 |
1.5020 |
|
2.618 |
1.4946 |
|
4.250 |
1.4826 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5177 |
1.5159 |
| PP |
1.5173 |
1.5152 |
| S1 |
1.5170 |
1.5145 |
|