CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5151 |
1.5151 |
0.0000 |
0.0% |
1.5108 |
| High |
1.5214 |
1.5175 |
-0.0039 |
-0.3% |
1.5214 |
| Low |
1.5140 |
1.4978 |
-0.0162 |
-1.1% |
1.4978 |
| Close |
1.5166 |
1.5010 |
-0.0156 |
-1.0% |
1.5010 |
| Range |
0.0074 |
0.0197 |
0.0123 |
166.2% |
0.0236 |
| ATR |
0.0109 |
0.0115 |
0.0006 |
5.8% |
0.0000 |
| Volume |
1,613 |
3,827 |
2,214 |
137.3% |
9,362 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5645 |
1.5525 |
1.5118 |
|
| R3 |
1.5448 |
1.5328 |
1.5064 |
|
| R2 |
1.5251 |
1.5251 |
1.5046 |
|
| R1 |
1.5131 |
1.5131 |
1.5028 |
1.5093 |
| PP |
1.5054 |
1.5054 |
1.5054 |
1.5035 |
| S1 |
1.4934 |
1.4934 |
1.4992 |
1.4896 |
| S2 |
1.4857 |
1.4857 |
1.4974 |
|
| S3 |
1.4660 |
1.4737 |
1.4956 |
|
| S4 |
1.4463 |
1.4540 |
1.4902 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5775 |
1.5629 |
1.5140 |
|
| R3 |
1.5539 |
1.5393 |
1.5075 |
|
| R2 |
1.5303 |
1.5303 |
1.5053 |
|
| R1 |
1.5157 |
1.5157 |
1.5032 |
1.5112 |
| PP |
1.5067 |
1.5067 |
1.5067 |
1.5045 |
| S1 |
1.4921 |
1.4921 |
1.4988 |
1.4876 |
| S2 |
1.4831 |
1.4831 |
1.4967 |
|
| S3 |
1.4595 |
1.4685 |
1.4945 |
|
| S4 |
1.4359 |
1.4449 |
1.4880 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5214 |
1.4978 |
0.0236 |
1.6% |
0.0121 |
0.8% |
14% |
False |
True |
1,872 |
| 10 |
1.5530 |
1.4978 |
0.0552 |
3.7% |
0.0132 |
0.9% |
6% |
False |
True |
1,519 |
| 20 |
1.5867 |
1.4978 |
0.0889 |
5.9% |
0.0121 |
0.8% |
4% |
False |
True |
812 |
| 40 |
1.6160 |
1.4978 |
0.1182 |
7.9% |
0.0091 |
0.6% |
3% |
False |
True |
430 |
| 60 |
1.6300 |
1.4978 |
0.1322 |
8.8% |
0.0072 |
0.5% |
2% |
False |
True |
290 |
| 80 |
1.6300 |
1.4978 |
0.1322 |
8.8% |
0.0054 |
0.4% |
2% |
False |
True |
218 |
| 100 |
1.6300 |
1.4978 |
0.1322 |
8.8% |
0.0044 |
0.3% |
2% |
False |
True |
174 |
| 120 |
1.6300 |
1.4978 |
0.1322 |
8.8% |
0.0037 |
0.2% |
2% |
False |
True |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6012 |
|
2.618 |
1.5691 |
|
1.618 |
1.5494 |
|
1.000 |
1.5372 |
|
0.618 |
1.5297 |
|
HIGH |
1.5175 |
|
0.618 |
1.5100 |
|
0.500 |
1.5077 |
|
0.382 |
1.5053 |
|
LOW |
1.4978 |
|
0.618 |
1.4856 |
|
1.000 |
1.4781 |
|
1.618 |
1.4659 |
|
2.618 |
1.4462 |
|
4.250 |
1.4141 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5077 |
1.5096 |
| PP |
1.5054 |
1.5067 |
| S1 |
1.5032 |
1.5039 |
|