CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.4911 |
1.4894 |
-0.0017 |
-0.1% |
1.5021 |
| High |
1.4923 |
1.4973 |
0.0050 |
0.3% |
1.5193 |
| Low |
1.4823 |
1.4884 |
0.0061 |
0.4% |
1.4875 |
| Close |
1.4901 |
1.4915 |
0.0014 |
0.1% |
1.4926 |
| Range |
0.0100 |
0.0089 |
-0.0011 |
-11.0% |
0.0318 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
59,694 |
88,005 |
28,311 |
47.4% |
63,033 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5191 |
1.5142 |
1.4964 |
|
| R3 |
1.5102 |
1.5053 |
1.4939 |
|
| R2 |
1.5013 |
1.5013 |
1.4931 |
|
| R1 |
1.4964 |
1.4964 |
1.4923 |
1.4989 |
| PP |
1.4924 |
1.4924 |
1.4924 |
1.4936 |
| S1 |
1.4875 |
1.4875 |
1.4907 |
1.4900 |
| S2 |
1.4835 |
1.4835 |
1.4899 |
|
| S3 |
1.4746 |
1.4786 |
1.4891 |
|
| S4 |
1.4657 |
1.4697 |
1.4866 |
|
|
| 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 |
1.5074 |
1.4823 |
0.0251 |
1.7% |
0.0109 |
0.7% |
37% |
False |
False |
43,809 |
| 10 |
1.5214 |
1.4823 |
0.0391 |
2.6% |
0.0117 |
0.8% |
24% |
False |
False |
24,896 |
| 20 |
1.5679 |
1.4823 |
0.0856 |
5.7% |
0.0122 |
0.8% |
11% |
False |
False |
12,957 |
| 40 |
1.6080 |
1.4823 |
0.1257 |
8.4% |
0.0103 |
0.7% |
7% |
False |
False |
6,513 |
| 60 |
1.6300 |
1.4823 |
0.1477 |
9.9% |
0.0085 |
0.6% |
6% |
False |
False |
4,347 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.9% |
0.0066 |
0.4% |
6% |
False |
False |
3,261 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.9% |
0.0053 |
0.4% |
6% |
False |
False |
2,609 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.9% |
0.0044 |
0.3% |
6% |
False |
False |
2,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5351 |
|
2.618 |
1.5206 |
|
1.618 |
1.5117 |
|
1.000 |
1.5062 |
|
0.618 |
1.5028 |
|
HIGH |
1.4973 |
|
0.618 |
1.4939 |
|
0.500 |
1.4929 |
|
0.382 |
1.4918 |
|
LOW |
1.4884 |
|
0.618 |
1.4829 |
|
1.000 |
1.4795 |
|
1.618 |
1.4740 |
|
2.618 |
1.4651 |
|
4.250 |
1.4506 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.4929 |
1.4909 |
| PP |
1.4924 |
1.4904 |
| S1 |
1.4920 |
1.4898 |
|