CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5104 |
1.5100 |
-0.0004 |
0.0% |
1.4913 |
| High |
1.5137 |
1.5138 |
0.0001 |
0.0% |
1.5168 |
| Low |
1.5063 |
1.5066 |
0.0003 |
0.0% |
1.4823 |
| Close |
1.5093 |
1.5094 |
0.0001 |
0.0% |
1.5072 |
| Range |
0.0074 |
0.0072 |
-0.0002 |
-2.7% |
0.0345 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
106,987 |
113,490 |
6,503 |
6.1% |
436,629 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5315 |
1.5277 |
1.5134 |
|
| R3 |
1.5243 |
1.5205 |
1.5114 |
|
| R2 |
1.5171 |
1.5171 |
1.5107 |
|
| R1 |
1.5133 |
1.5133 |
1.5101 |
1.5116 |
| PP |
1.5099 |
1.5099 |
1.5099 |
1.5091 |
| S1 |
1.5061 |
1.5061 |
1.5087 |
1.5044 |
| S2 |
1.5027 |
1.5027 |
1.5081 |
|
| S3 |
1.4955 |
1.4989 |
1.5074 |
|
| S4 |
1.4883 |
1.4917 |
1.5054 |
|
|
| 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 |
1.4884 |
0.0284 |
1.9% |
0.0110 |
0.7% |
74% |
False |
False |
112,924 |
| 10 |
1.5168 |
1.4823 |
0.0345 |
2.3% |
0.0114 |
0.8% |
79% |
False |
False |
70,629 |
| 20 |
1.5429 |
1.4823 |
0.0606 |
4.0% |
0.0126 |
0.8% |
45% |
False |
False |
36,738 |
| 40 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0108 |
0.7% |
26% |
False |
False |
18,422 |
| 60 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0091 |
0.6% |
18% |
False |
False |
12,290 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0071 |
0.5% |
18% |
False |
False |
9,219 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0057 |
0.4% |
18% |
False |
False |
7,375 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0048 |
0.3% |
18% |
False |
False |
6,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5444 |
|
2.618 |
1.5326 |
|
1.618 |
1.5254 |
|
1.000 |
1.5210 |
|
0.618 |
1.5182 |
|
HIGH |
1.5138 |
|
0.618 |
1.5110 |
|
0.500 |
1.5102 |
|
0.382 |
1.5094 |
|
LOW |
1.5066 |
|
0.618 |
1.5022 |
|
1.000 |
1.4994 |
|
1.618 |
1.4950 |
|
2.618 |
1.4878 |
|
4.250 |
1.4760 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5102 |
1.5114 |
| PP |
1.5099 |
1.5107 |
| S1 |
1.5097 |
1.5101 |
|