CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5223 |
1.5165 |
-0.0058 |
-0.4% |
1.5104 |
| High |
1.5260 |
1.5201 |
-0.0059 |
-0.4% |
1.5244 |
| Low |
1.5137 |
1.5128 |
-0.0009 |
-0.1% |
1.5019 |
| Close |
1.5175 |
1.5151 |
-0.0024 |
-0.2% |
1.5222 |
| Range |
0.0123 |
0.0073 |
-0.0050 |
-40.7% |
0.0225 |
| ATR |
0.0115 |
0.0112 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
105,117 |
73,754 |
-31,363 |
-29.8% |
653,242 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5379 |
1.5338 |
1.5191 |
|
| R3 |
1.5306 |
1.5265 |
1.5171 |
|
| R2 |
1.5233 |
1.5233 |
1.5164 |
|
| R1 |
1.5192 |
1.5192 |
1.5158 |
1.5176 |
| PP |
1.5160 |
1.5160 |
1.5160 |
1.5152 |
| S1 |
1.5119 |
1.5119 |
1.5144 |
1.5103 |
| S2 |
1.5087 |
1.5087 |
1.5138 |
|
| S3 |
1.5014 |
1.5046 |
1.5131 |
|
| S4 |
1.4941 |
1.4973 |
1.5111 |
|
|
| 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% |
55% |
False |
False |
122,327 |
| 10 |
1.5260 |
1.4884 |
0.0376 |
2.5% |
0.0111 |
0.7% |
71% |
False |
False |
117,625 |
| 20 |
1.5260 |
1.4823 |
0.0437 |
2.9% |
0.0115 |
0.8% |
75% |
False |
False |
66,917 |
| 40 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0114 |
0.8% |
31% |
False |
False |
33,709 |
| 60 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0096 |
0.6% |
22% |
False |
False |
22,483 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0079 |
0.5% |
22% |
False |
False |
16,864 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0063 |
0.4% |
22% |
False |
False |
13,492 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0053 |
0.3% |
22% |
False |
False |
11,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5511 |
|
2.618 |
1.5392 |
|
1.618 |
1.5319 |
|
1.000 |
1.5274 |
|
0.618 |
1.5246 |
|
HIGH |
1.5201 |
|
0.618 |
1.5173 |
|
0.500 |
1.5165 |
|
0.382 |
1.5156 |
|
LOW |
1.5128 |
|
0.618 |
1.5083 |
|
1.000 |
1.5055 |
|
1.618 |
1.5010 |
|
2.618 |
1.4937 |
|
4.250 |
1.4818 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5165 |
1.5194 |
| PP |
1.5160 |
1.5180 |
| S1 |
1.5156 |
1.5165 |
|