CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5086 |
1.5097 |
0.0011 |
0.1% |
1.4913 |
| High |
1.5180 |
1.5204 |
0.0024 |
0.2% |
1.5168 |
| Low |
1.5019 |
1.5083 |
0.0064 |
0.4% |
1.4823 |
| Close |
1.5108 |
1.5175 |
0.0067 |
0.4% |
1.5072 |
| Range |
0.0161 |
0.0121 |
-0.0040 |
-24.8% |
0.0345 |
| ATR |
0.0116 |
0.0117 |
0.0000 |
0.3% |
0.0000 |
| Volume |
202,830 |
125,039 |
-77,791 |
-38.4% |
436,629 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5517 |
1.5467 |
1.5242 |
|
| R3 |
1.5396 |
1.5346 |
1.5208 |
|
| R2 |
1.5275 |
1.5275 |
1.5197 |
|
| R1 |
1.5225 |
1.5225 |
1.5186 |
1.5250 |
| PP |
1.5154 |
1.5154 |
1.5154 |
1.5167 |
| S1 |
1.5104 |
1.5104 |
1.5164 |
1.5129 |
| S2 |
1.5033 |
1.5033 |
1.5153 |
|
| S3 |
1.4912 |
1.4983 |
1.5142 |
|
| S4 |
1.4791 |
1.4862 |
1.5108 |
|
|
| 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 |
1.5204 |
1.5019 |
0.0185 |
1.2% |
0.0107 |
0.7% |
84% |
True |
False |
140,857 |
| 10 |
1.5204 |
1.4823 |
0.0381 |
2.5% |
0.0117 |
0.8% |
92% |
True |
False |
100,797 |
| 20 |
1.5311 |
1.4823 |
0.0488 |
3.2% |
0.0120 |
0.8% |
72% |
False |
False |
52,922 |
| 40 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0113 |
0.7% |
34% |
False |
False |
26,617 |
| 60 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0094 |
0.6% |
24% |
False |
False |
17,755 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0075 |
0.5% |
24% |
False |
False |
13,317 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0060 |
0.4% |
24% |
False |
False |
10,654 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0050 |
0.3% |
24% |
False |
False |
8,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5718 |
|
2.618 |
1.5521 |
|
1.618 |
1.5400 |
|
1.000 |
1.5325 |
|
0.618 |
1.5279 |
|
HIGH |
1.5204 |
|
0.618 |
1.5158 |
|
0.500 |
1.5144 |
|
0.382 |
1.5129 |
|
LOW |
1.5083 |
|
0.618 |
1.5008 |
|
1.000 |
1.4962 |
|
1.618 |
1.4887 |
|
2.618 |
1.4766 |
|
4.250 |
1.4569 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5165 |
1.5154 |
| PP |
1.5154 |
1.5133 |
| S1 |
1.5144 |
1.5112 |
|