CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5163 |
1.5223 |
0.0060 |
0.4% |
1.5104 |
| High |
1.5244 |
1.5260 |
0.0016 |
0.1% |
1.5244 |
| Low |
1.5158 |
1.5137 |
-0.0021 |
-0.1% |
1.5019 |
| Close |
1.5222 |
1.5175 |
-0.0047 |
-0.3% |
1.5222 |
| Range |
0.0086 |
0.0123 |
0.0037 |
43.0% |
0.0225 |
| ATR |
0.0114 |
0.0115 |
0.0001 |
0.5% |
0.0000 |
| Volume |
104,896 |
105,117 |
221 |
0.2% |
653,242 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5560 |
1.5490 |
1.5243 |
|
| R3 |
1.5437 |
1.5367 |
1.5209 |
|
| R2 |
1.5314 |
1.5314 |
1.5198 |
|
| R1 |
1.5244 |
1.5244 |
1.5186 |
1.5218 |
| PP |
1.5191 |
1.5191 |
1.5191 |
1.5177 |
| S1 |
1.5121 |
1.5121 |
1.5164 |
1.5095 |
| S2 |
1.5068 |
1.5068 |
1.5152 |
|
| S3 |
1.4945 |
1.4998 |
1.5141 |
|
| S4 |
1.4822 |
1.4875 |
1.5107 |
|
|
| 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 |
1.5260 |
1.5019 |
0.0241 |
1.6% |
0.0113 |
0.7% |
65% |
True |
False |
130,274 |
| 10 |
1.5260 |
1.4823 |
0.0437 |
2.9% |
0.0114 |
0.8% |
81% |
True |
False |
116,219 |
| 20 |
1.5260 |
1.4823 |
0.0437 |
2.9% |
0.0117 |
0.8% |
81% |
True |
False |
63,327 |
| 40 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0114 |
0.8% |
34% |
False |
False |
31,866 |
| 60 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0095 |
0.6% |
24% |
False |
False |
21,255 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0078 |
0.5% |
24% |
False |
False |
15,942 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0062 |
0.4% |
24% |
False |
False |
12,754 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0052 |
0.3% |
24% |
False |
False |
10,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5783 |
|
2.618 |
1.5582 |
|
1.618 |
1.5459 |
|
1.000 |
1.5383 |
|
0.618 |
1.5336 |
|
HIGH |
1.5260 |
|
0.618 |
1.5213 |
|
0.500 |
1.5199 |
|
0.382 |
1.5184 |
|
LOW |
1.5137 |
|
0.618 |
1.5061 |
|
1.000 |
1.5014 |
|
1.618 |
1.4938 |
|
2.618 |
1.4815 |
|
4.250 |
1.4614 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5199 |
1.5174 |
| PP |
1.5191 |
1.5173 |
| S1 |
1.5183 |
1.5172 |
|