CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.4911 |
1.5079 |
0.0168 |
1.1% |
1.4913 |
| High |
1.5113 |
1.5168 |
0.0055 |
0.4% |
1.5168 |
| Low |
1.4907 |
1.5060 |
0.0153 |
1.0% |
1.4823 |
| Close |
1.5071 |
1.5072 |
0.0001 |
0.0% |
1.5072 |
| Range |
0.0206 |
0.0108 |
-0.0098 |
-47.6% |
0.0345 |
| ATR |
0.0120 |
0.0119 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
100,198 |
155,942 |
55,744 |
55.6% |
436,629 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5424 |
1.5356 |
1.5131 |
|
| R3 |
1.5316 |
1.5248 |
1.5102 |
|
| R2 |
1.5208 |
1.5208 |
1.5092 |
|
| R1 |
1.5140 |
1.5140 |
1.5082 |
1.5120 |
| PP |
1.5100 |
1.5100 |
1.5100 |
1.5090 |
| S1 |
1.5032 |
1.5032 |
1.5062 |
1.5012 |
| S2 |
1.4992 |
1.4992 |
1.5052 |
|
| S3 |
1.4884 |
1.4924 |
1.5042 |
|
| S4 |
1.4776 |
1.4816 |
1.5013 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6056 |
1.5909 |
1.5262 |
|
| R3 |
1.5711 |
1.5564 |
1.5167 |
|
| R2 |
1.5366 |
1.5366 |
1.5135 |
|
| R1 |
1.5219 |
1.5219 |
1.5104 |
1.5293 |
| PP |
1.5021 |
1.5021 |
1.5021 |
1.5058 |
| S1 |
1.4874 |
1.4874 |
1.5040 |
1.4948 |
| S2 |
1.4676 |
1.4676 |
1.5009 |
|
| S3 |
1.4331 |
1.4529 |
1.4977 |
|
| S4 |
1.3986 |
1.4184 |
1.4882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5168 |
1.4823 |
0.0345 |
2.3% |
0.0116 |
0.8% |
72% |
True |
False |
87,325 |
| 10 |
1.5193 |
1.4823 |
0.0370 |
2.5% |
0.0122 |
0.8% |
67% |
False |
False |
49,966 |
| 20 |
1.5530 |
1.4823 |
0.0707 |
4.7% |
0.0127 |
0.8% |
35% |
False |
False |
25,742 |
| 40 |
1.6003 |
1.4823 |
0.1180 |
7.8% |
0.0109 |
0.7% |
21% |
False |
False |
12,916 |
| 60 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0089 |
0.6% |
17% |
False |
False |
8,616 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0070 |
0.5% |
17% |
False |
False |
6,463 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0056 |
0.4% |
17% |
False |
False |
5,171 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0047 |
0.3% |
17% |
False |
False |
4,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5627 |
|
2.618 |
1.5451 |
|
1.618 |
1.5343 |
|
1.000 |
1.5276 |
|
0.618 |
1.5235 |
|
HIGH |
1.5168 |
|
0.618 |
1.5127 |
|
0.500 |
1.5114 |
|
0.382 |
1.5101 |
|
LOW |
1.5060 |
|
0.618 |
1.4993 |
|
1.000 |
1.4952 |
|
1.618 |
1.4885 |
|
2.618 |
1.4777 |
|
4.250 |
1.4601 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5114 |
1.5057 |
| PP |
1.5100 |
1.5041 |
| S1 |
1.5086 |
1.5026 |
|