CME British Pound Future June 2013
Trading Metrics calculated at close of trading on 28-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.5153 |
1.5124 |
-0.0029 |
-0.2% |
1.5104 |
High |
1.5176 |
1.5195 |
0.0019 |
0.1% |
1.5244 |
Low |
1.5085 |
1.5105 |
0.0020 |
0.1% |
1.5019 |
Close |
1.5122 |
1.5165 |
0.0043 |
0.3% |
1.5222 |
Range |
0.0091 |
0.0090 |
-0.0001 |
-1.1% |
0.0225 |
ATR |
0.0111 |
0.0109 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
84,832 |
105,839 |
21,007 |
24.8% |
653,242 |
|
Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5425 |
1.5385 |
1.5215 |
|
R3 |
1.5335 |
1.5295 |
1.5190 |
|
R2 |
1.5245 |
1.5245 |
1.5182 |
|
R1 |
1.5205 |
1.5205 |
1.5173 |
1.5225 |
PP |
1.5155 |
1.5155 |
1.5155 |
1.5165 |
S1 |
1.5115 |
1.5115 |
1.5157 |
1.5135 |
S2 |
1.5065 |
1.5065 |
1.5149 |
|
S3 |
1.4975 |
1.5025 |
1.5140 |
|
S4 |
1.4885 |
1.4935 |
1.5116 |
|
|
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 |
1.5085 |
0.0175 |
1.2% |
0.0093 |
0.6% |
46% |
False |
False |
94,887 |
10 |
1.5260 |
1.5019 |
0.0241 |
1.6% |
0.0100 |
0.7% |
61% |
False |
False |
117,872 |
20 |
1.5260 |
1.4823 |
0.0437 |
2.9% |
0.0115 |
0.8% |
78% |
False |
False |
76,313 |
40 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0115 |
0.8% |
33% |
False |
False |
38,470 |
60 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0097 |
0.6% |
23% |
False |
False |
25,661 |
80 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0081 |
0.5% |
23% |
False |
False |
19,248 |
100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0065 |
0.4% |
23% |
False |
False |
15,398 |
120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0054 |
0.4% |
23% |
False |
False |
12,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5578 |
2.618 |
1.5431 |
1.618 |
1.5341 |
1.000 |
1.5285 |
0.618 |
1.5251 |
HIGH |
1.5195 |
0.618 |
1.5161 |
0.500 |
1.5150 |
0.382 |
1.5139 |
LOW |
1.5105 |
0.618 |
1.5049 |
1.000 |
1.5015 |
1.618 |
1.4959 |
2.618 |
1.4869 |
4.250 |
1.4723 |
|
|
Fisher Pivots for day following 28-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5160 |
1.5158 |
PP |
1.5155 |
1.5150 |
S1 |
1.5150 |
1.5143 |
|