CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.4982 |
1.5015 |
0.0033 |
0.2% |
1.5021 |
| High |
1.5074 |
1.5038 |
-0.0036 |
-0.2% |
1.5193 |
| Low |
1.4960 |
1.4875 |
-0.0085 |
-0.6% |
1.4875 |
| Close |
1.5008 |
1.4926 |
-0.0082 |
-0.5% |
1.4926 |
| Range |
0.0114 |
0.0163 |
0.0049 |
43.0% |
0.0318 |
| ATR |
0.0116 |
0.0119 |
0.0003 |
2.9% |
0.0000 |
| Volume |
15,559 |
22,997 |
7,438 |
47.8% |
63,033 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5435 |
1.5344 |
1.5016 |
|
| R3 |
1.5272 |
1.5181 |
1.4971 |
|
| R2 |
1.5109 |
1.5109 |
1.4956 |
|
| R1 |
1.5018 |
1.5018 |
1.4941 |
1.4982 |
| PP |
1.4946 |
1.4946 |
1.4946 |
1.4929 |
| S1 |
1.4855 |
1.4855 |
1.4911 |
1.4819 |
| S2 |
1.4783 |
1.4783 |
1.4896 |
|
| S3 |
1.4620 |
1.4692 |
1.4881 |
|
| S4 |
1.4457 |
1.4529 |
1.4836 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5952 |
1.5757 |
1.5101 |
|
| R3 |
1.5634 |
1.5439 |
1.5013 |
|
| R2 |
1.5316 |
1.5316 |
1.4984 |
|
| R1 |
1.5121 |
1.5121 |
1.4955 |
1.5060 |
| PP |
1.4998 |
1.4998 |
1.4998 |
1.4967 |
| S1 |
1.4803 |
1.4803 |
1.4897 |
1.4742 |
| S2 |
1.4680 |
1.4680 |
1.4868 |
|
| S3 |
1.4362 |
1.4485 |
1.4839 |
|
| S4 |
1.4044 |
1.4167 |
1.4751 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5193 |
1.4875 |
0.0318 |
2.1% |
0.0127 |
0.9% |
16% |
False |
True |
12,606 |
| 10 |
1.5214 |
1.4875 |
0.0339 |
2.3% |
0.0124 |
0.8% |
15% |
False |
True |
7,239 |
| 20 |
1.5817 |
1.4875 |
0.0942 |
6.3% |
0.0126 |
0.8% |
5% |
False |
True |
3,942 |
| 40 |
1.6160 |
1.4875 |
0.1285 |
8.6% |
0.0104 |
0.7% |
4% |
False |
True |
2,004 |
| 60 |
1.6300 |
1.4875 |
0.1425 |
9.5% |
0.0082 |
0.6% |
4% |
False |
True |
1,340 |
| 80 |
1.6300 |
1.4875 |
0.1425 |
9.5% |
0.0062 |
0.4% |
4% |
False |
True |
1,005 |
| 100 |
1.6300 |
1.4875 |
0.1425 |
9.5% |
0.0050 |
0.3% |
4% |
False |
True |
804 |
| 120 |
1.6300 |
1.4875 |
0.1425 |
9.5% |
0.0042 |
0.3% |
4% |
False |
True |
673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5731 |
|
2.618 |
1.5465 |
|
1.618 |
1.5302 |
|
1.000 |
1.5201 |
|
0.618 |
1.5139 |
|
HIGH |
1.5038 |
|
0.618 |
1.4976 |
|
0.500 |
1.4957 |
|
0.382 |
1.4937 |
|
LOW |
1.4875 |
|
0.618 |
1.4774 |
|
1.000 |
1.4712 |
|
1.618 |
1.4611 |
|
2.618 |
1.4448 |
|
4.250 |
1.4182 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.4957 |
1.5008 |
| PP |
1.4946 |
1.4980 |
| S1 |
1.4936 |
1.4953 |
|