CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5107 |
1.5127 |
0.0020 |
0.1% |
1.5108 |
| High |
1.5193 |
1.5140 |
-0.0053 |
-0.3% |
1.5214 |
| Low |
1.5085 |
1.5009 |
-0.0076 |
-0.5% |
1.4978 |
| Close |
1.5105 |
1.5033 |
-0.0072 |
-0.5% |
1.5010 |
| Range |
0.0108 |
0.0131 |
0.0023 |
21.3% |
0.0236 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
1.0% |
0.0000 |
| Volume |
4,271 |
10,635 |
6,364 |
149.0% |
9,362 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5454 |
1.5374 |
1.5105 |
|
| R3 |
1.5323 |
1.5243 |
1.5069 |
|
| R2 |
1.5192 |
1.5192 |
1.5057 |
|
| R1 |
1.5112 |
1.5112 |
1.5045 |
1.5087 |
| PP |
1.5061 |
1.5061 |
1.5061 |
1.5048 |
| S1 |
1.4981 |
1.4981 |
1.5021 |
1.4956 |
| S2 |
1.4930 |
1.4930 |
1.5009 |
|
| S3 |
1.4799 |
1.4850 |
1.4997 |
|
| S4 |
1.4668 |
1.4719 |
1.4961 |
|
|
| 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% |
0.0126 |
0.8% |
23% |
False |
False |
5,983 |
| 10 |
1.5311 |
1.4978 |
0.0333 |
2.2% |
0.0127 |
0.8% |
17% |
False |
False |
3,652 |
| 20 |
1.5817 |
1.4978 |
0.0839 |
5.6% |
0.0119 |
0.8% |
7% |
False |
False |
2,023 |
| 40 |
1.6160 |
1.4978 |
0.1182 |
7.9% |
0.0097 |
0.6% |
5% |
False |
False |
1,040 |
| 60 |
1.6300 |
1.4978 |
0.1322 |
8.8% |
0.0078 |
0.5% |
4% |
False |
False |
697 |
| 80 |
1.6300 |
1.4978 |
0.1322 |
8.8% |
0.0059 |
0.4% |
4% |
False |
False |
523 |
| 100 |
1.6300 |
1.4978 |
0.1322 |
8.8% |
0.0047 |
0.3% |
4% |
False |
False |
419 |
| 120 |
1.6300 |
1.4978 |
0.1322 |
8.8% |
0.0040 |
0.3% |
4% |
False |
False |
352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5697 |
|
2.618 |
1.5483 |
|
1.618 |
1.5352 |
|
1.000 |
1.5271 |
|
0.618 |
1.5221 |
|
HIGH |
1.5140 |
|
0.618 |
1.5090 |
|
0.500 |
1.5075 |
|
0.382 |
1.5059 |
|
LOW |
1.5009 |
|
0.618 |
1.4928 |
|
1.000 |
1.4878 |
|
1.618 |
1.4797 |
|
2.618 |
1.4666 |
|
4.250 |
1.4452 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5075 |
1.5092 |
| PP |
1.5061 |
1.5072 |
| S1 |
1.5047 |
1.5053 |
|