CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5079 |
1.5104 |
0.0025 |
0.2% |
1.4913 |
| High |
1.5168 |
1.5137 |
-0.0031 |
-0.2% |
1.5168 |
| Low |
1.5060 |
1.5063 |
0.0003 |
0.0% |
1.4823 |
| Close |
1.5072 |
1.5093 |
0.0021 |
0.1% |
1.5072 |
| Range |
0.0108 |
0.0074 |
-0.0034 |
-31.5% |
0.0345 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
155,942 |
106,987 |
-48,955 |
-31.4% |
436,629 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5320 |
1.5280 |
1.5134 |
|
| R3 |
1.5246 |
1.5206 |
1.5113 |
|
| R2 |
1.5172 |
1.5172 |
1.5107 |
|
| R1 |
1.5132 |
1.5132 |
1.5100 |
1.5115 |
| PP |
1.5098 |
1.5098 |
1.5098 |
1.5089 |
| S1 |
1.5058 |
1.5058 |
1.5086 |
1.5041 |
| S2 |
1.5024 |
1.5024 |
1.5079 |
|
| S3 |
1.4950 |
1.4984 |
1.5073 |
|
| S4 |
1.4876 |
1.4910 |
1.5052 |
|
|
| 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% |
0.0115 |
0.8% |
78% |
False |
False |
102,165 |
| 10 |
1.5193 |
1.4823 |
0.0370 |
2.5% |
0.0117 |
0.8% |
73% |
False |
False |
59,707 |
| 20 |
1.5497 |
1.4823 |
0.0674 |
4.5% |
0.0127 |
0.8% |
40% |
False |
False |
31,083 |
| 40 |
1.5972 |
1.4823 |
0.1149 |
7.6% |
0.0110 |
0.7% |
23% |
False |
False |
15,590 |
| 60 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0090 |
0.6% |
18% |
False |
False |
10,399 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0071 |
0.5% |
18% |
False |
False |
7,800 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0057 |
0.4% |
18% |
False |
False |
6,241 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0047 |
0.3% |
18% |
False |
False |
5,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5452 |
|
2.618 |
1.5331 |
|
1.618 |
1.5257 |
|
1.000 |
1.5211 |
|
0.618 |
1.5183 |
|
HIGH |
1.5137 |
|
0.618 |
1.5109 |
|
0.500 |
1.5100 |
|
0.382 |
1.5091 |
|
LOW |
1.5063 |
|
0.618 |
1.5017 |
|
1.000 |
1.4989 |
|
1.618 |
1.4943 |
|
2.618 |
1.4869 |
|
4.250 |
1.4749 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5100 |
1.5075 |
| PP |
1.5098 |
1.5056 |
| S1 |
1.5095 |
1.5038 |
|