CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5015 |
1.4913 |
-0.0102 |
-0.7% |
1.5021 |
| High |
1.5038 |
1.4935 |
-0.0103 |
-0.7% |
1.5193 |
| Low |
1.4875 |
1.4857 |
-0.0018 |
-0.1% |
1.4875 |
| Close |
1.4926 |
1.4923 |
-0.0003 |
0.0% |
1.4926 |
| Range |
0.0163 |
0.0078 |
-0.0085 |
-52.1% |
0.0318 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
22,997 |
32,790 |
9,793 |
42.6% |
63,033 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5139 |
1.5109 |
1.4966 |
|
| R3 |
1.5061 |
1.5031 |
1.4944 |
|
| R2 |
1.4983 |
1.4983 |
1.4937 |
|
| R1 |
1.4953 |
1.4953 |
1.4930 |
1.4968 |
| PP |
1.4905 |
1.4905 |
1.4905 |
1.4913 |
| S1 |
1.4875 |
1.4875 |
1.4916 |
1.4890 |
| S2 |
1.4827 |
1.4827 |
1.4909 |
|
| S3 |
1.4749 |
1.4797 |
1.4902 |
|
| S4 |
1.4671 |
1.4719 |
1.4880 |
|
|
| 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 |
1.4857 |
0.0336 |
2.3% |
0.0119 |
0.8% |
20% |
False |
True |
17,250 |
| 10 |
1.5214 |
1.4857 |
0.0357 |
2.4% |
0.0119 |
0.8% |
18% |
False |
True |
10,435 |
| 20 |
1.5793 |
1.4857 |
0.0936 |
6.3% |
0.0124 |
0.8% |
7% |
False |
True |
5,575 |
| 40 |
1.6154 |
1.4857 |
0.1297 |
8.7% |
0.0101 |
0.7% |
5% |
False |
True |
2,823 |
| 60 |
1.6300 |
1.4857 |
0.1443 |
9.7% |
0.0083 |
0.6% |
5% |
False |
True |
1,886 |
| 80 |
1.6300 |
1.4857 |
0.1443 |
9.7% |
0.0063 |
0.4% |
5% |
False |
True |
1,415 |
| 100 |
1.6300 |
1.4857 |
0.1443 |
9.7% |
0.0051 |
0.3% |
5% |
False |
True |
1,132 |
| 120 |
1.6300 |
1.4857 |
0.1443 |
9.7% |
0.0043 |
0.3% |
5% |
False |
True |
946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5267 |
|
2.618 |
1.5139 |
|
1.618 |
1.5061 |
|
1.000 |
1.5013 |
|
0.618 |
1.4983 |
|
HIGH |
1.4935 |
|
0.618 |
1.4905 |
|
0.500 |
1.4896 |
|
0.382 |
1.4887 |
|
LOW |
1.4857 |
|
0.618 |
1.4809 |
|
1.000 |
1.4779 |
|
1.618 |
1.4731 |
|
2.618 |
1.4653 |
|
4.250 |
1.4526 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.4914 |
1.4966 |
| PP |
1.4905 |
1.4951 |
| S1 |
1.4896 |
1.4937 |
|