CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5100 |
1.5086 |
-0.0014 |
-0.1% |
1.4913 |
| High |
1.5138 |
1.5180 |
0.0042 |
0.3% |
1.5168 |
| Low |
1.5066 |
1.5019 |
-0.0047 |
-0.3% |
1.4823 |
| Close |
1.5094 |
1.5108 |
0.0014 |
0.1% |
1.5072 |
| Range |
0.0072 |
0.0161 |
0.0089 |
123.6% |
0.0345 |
| ATR |
0.0113 |
0.0116 |
0.0003 |
3.1% |
0.0000 |
| Volume |
113,490 |
202,830 |
89,340 |
78.7% |
436,629 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5585 |
1.5508 |
1.5197 |
|
| R3 |
1.5424 |
1.5347 |
1.5152 |
|
| R2 |
1.5263 |
1.5263 |
1.5138 |
|
| R1 |
1.5186 |
1.5186 |
1.5123 |
1.5225 |
| PP |
1.5102 |
1.5102 |
1.5102 |
1.5122 |
| S1 |
1.5025 |
1.5025 |
1.5093 |
1.5064 |
| S2 |
1.4941 |
1.4941 |
1.5078 |
|
| S3 |
1.4780 |
1.4864 |
1.5064 |
|
| S4 |
1.4619 |
1.4703 |
1.5019 |
|
|
| 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 |
1.5180 |
1.4907 |
0.0273 |
1.8% |
0.0124 |
0.8% |
74% |
True |
False |
135,889 |
| 10 |
1.5180 |
1.4823 |
0.0357 |
2.4% |
0.0117 |
0.8% |
80% |
True |
False |
89,849 |
| 20 |
1.5311 |
1.4823 |
0.0488 |
3.2% |
0.0122 |
0.8% |
58% |
False |
False |
46,750 |
| 40 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0110 |
0.7% |
27% |
False |
False |
23,492 |
| 60 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0093 |
0.6% |
19% |
False |
False |
15,671 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0074 |
0.5% |
19% |
False |
False |
11,754 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0059 |
0.4% |
19% |
False |
False |
9,404 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0049 |
0.3% |
19% |
False |
False |
7,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5864 |
|
2.618 |
1.5601 |
|
1.618 |
1.5440 |
|
1.000 |
1.5341 |
|
0.618 |
1.5279 |
|
HIGH |
1.5180 |
|
0.618 |
1.5118 |
|
0.500 |
1.5100 |
|
0.382 |
1.5081 |
|
LOW |
1.5019 |
|
0.618 |
1.4920 |
|
1.000 |
1.4858 |
|
1.618 |
1.4759 |
|
2.618 |
1.4598 |
|
4.250 |
1.4335 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5105 |
1.5105 |
| PP |
1.5102 |
1.5102 |
| S1 |
1.5100 |
1.5100 |
|