CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5097 |
1.5163 |
0.0066 |
0.4% |
1.5104 |
| High |
1.5204 |
1.5244 |
0.0040 |
0.3% |
1.5244 |
| Low |
1.5083 |
1.5158 |
0.0075 |
0.5% |
1.5019 |
| Close |
1.5175 |
1.5222 |
0.0047 |
0.3% |
1.5222 |
| Range |
0.0121 |
0.0086 |
-0.0035 |
-28.9% |
0.0225 |
| ATR |
0.0117 |
0.0114 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
125,039 |
104,896 |
-20,143 |
-16.1% |
653,242 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5466 |
1.5430 |
1.5269 |
|
| R3 |
1.5380 |
1.5344 |
1.5246 |
|
| R2 |
1.5294 |
1.5294 |
1.5238 |
|
| R1 |
1.5258 |
1.5258 |
1.5230 |
1.5276 |
| PP |
1.5208 |
1.5208 |
1.5208 |
1.5217 |
| S1 |
1.5172 |
1.5172 |
1.5214 |
1.5190 |
| S2 |
1.5122 |
1.5122 |
1.5206 |
|
| S3 |
1.5036 |
1.5086 |
1.5198 |
|
| S4 |
1.4950 |
1.5000 |
1.5175 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5837 |
1.5754 |
1.5346 |
|
| R3 |
1.5612 |
1.5529 |
1.5284 |
|
| R2 |
1.5387 |
1.5387 |
1.5263 |
|
| R1 |
1.5304 |
1.5304 |
1.5243 |
1.5346 |
| PP |
1.5162 |
1.5162 |
1.5162 |
1.5182 |
| S1 |
1.5079 |
1.5079 |
1.5201 |
1.5121 |
| S2 |
1.4937 |
1.4937 |
1.5181 |
|
| S3 |
1.4712 |
1.4854 |
1.5160 |
|
| S4 |
1.4487 |
1.4629 |
1.5098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5244 |
1.5019 |
0.0225 |
1.5% |
0.0103 |
0.7% |
90% |
True |
False |
130,648 |
| 10 |
1.5244 |
1.4823 |
0.0421 |
2.8% |
0.0110 |
0.7% |
95% |
True |
False |
108,987 |
| 20 |
1.5244 |
1.4823 |
0.0421 |
2.8% |
0.0117 |
0.8% |
95% |
True |
False |
58,113 |
| 40 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0113 |
0.7% |
38% |
False |
False |
29,239 |
| 60 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0094 |
0.6% |
27% |
False |
False |
19,503 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0076 |
0.5% |
27% |
False |
False |
14,629 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0061 |
0.4% |
27% |
False |
False |
11,703 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0051 |
0.3% |
27% |
False |
False |
9,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5610 |
|
2.618 |
1.5469 |
|
1.618 |
1.5383 |
|
1.000 |
1.5330 |
|
0.618 |
1.5297 |
|
HIGH |
1.5244 |
|
0.618 |
1.5211 |
|
0.500 |
1.5201 |
|
0.382 |
1.5191 |
|
LOW |
1.5158 |
|
0.618 |
1.5105 |
|
1.000 |
1.5072 |
|
1.618 |
1.5019 |
|
2.618 |
1.4933 |
|
4.250 |
1.4793 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5215 |
1.5192 |
| PP |
1.5208 |
1.5162 |
| S1 |
1.5201 |
1.5132 |
|