CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.4894 |
1.4911 |
0.0017 |
0.1% |
1.5021 |
| High |
1.4973 |
1.5113 |
0.0140 |
0.9% |
1.5193 |
| Low |
1.4884 |
1.4907 |
0.0023 |
0.2% |
1.4875 |
| Close |
1.4915 |
1.5071 |
0.0156 |
1.0% |
1.4926 |
| Range |
0.0089 |
0.0206 |
0.0117 |
131.5% |
0.0318 |
| ATR |
0.0113 |
0.0120 |
0.0007 |
5.8% |
0.0000 |
| Volume |
88,005 |
100,198 |
12,193 |
13.9% |
63,033 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5648 |
1.5566 |
1.5184 |
|
| R3 |
1.5442 |
1.5360 |
1.5128 |
|
| R2 |
1.5236 |
1.5236 |
1.5109 |
|
| R1 |
1.5154 |
1.5154 |
1.5090 |
1.5195 |
| PP |
1.5030 |
1.5030 |
1.5030 |
1.5051 |
| S1 |
1.4948 |
1.4948 |
1.5052 |
1.4989 |
| S2 |
1.4824 |
1.4824 |
1.5033 |
|
| S3 |
1.4618 |
1.4742 |
1.5014 |
|
| S4 |
1.4412 |
1.4536 |
1.4958 |
|
|
| 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 |
1.5113 |
1.4823 |
0.0290 |
1.9% |
0.0127 |
0.8% |
86% |
True |
False |
60,736 |
| 10 |
1.5193 |
1.4823 |
0.0370 |
2.5% |
0.0131 |
0.9% |
67% |
False |
False |
34,754 |
| 20 |
1.5530 |
1.4823 |
0.0707 |
4.7% |
0.0124 |
0.8% |
35% |
False |
False |
17,957 |
| 40 |
1.6022 |
1.4823 |
0.1199 |
8.0% |
0.0108 |
0.7% |
21% |
False |
False |
9,017 |
| 60 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0088 |
0.6% |
17% |
False |
False |
6,017 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0068 |
0.5% |
17% |
False |
False |
4,514 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0055 |
0.4% |
17% |
False |
False |
3,611 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0046 |
0.3% |
17% |
False |
False |
3,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5989 |
|
2.618 |
1.5652 |
|
1.618 |
1.5446 |
|
1.000 |
1.5319 |
|
0.618 |
1.5240 |
|
HIGH |
1.5113 |
|
0.618 |
1.5034 |
|
0.500 |
1.5010 |
|
0.382 |
1.4986 |
|
LOW |
1.4907 |
|
0.618 |
1.4780 |
|
1.000 |
1.4701 |
|
1.618 |
1.4574 |
|
2.618 |
1.4368 |
|
4.250 |
1.4032 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5051 |
1.5037 |
| PP |
1.5030 |
1.5002 |
| S1 |
1.5010 |
1.4968 |
|