CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5688 |
1.5697 |
0.0009 |
0.1% |
1.5828 |
| High |
1.5688 |
1.5743 |
0.0055 |
0.4% |
1.5828 |
| Low |
1.5680 |
1.5697 |
0.0017 |
0.1% |
1.5775 |
| Close |
1.5680 |
1.5743 |
0.0063 |
0.4% |
1.5783 |
| Range |
0.0008 |
0.0046 |
0.0038 |
475.0% |
0.0053 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.3% |
0.0000 |
| Volume |
1 |
25 |
24 |
2,400.0% |
4 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5866 |
1.5850 |
1.5768 |
|
| R3 |
1.5820 |
1.5804 |
1.5756 |
|
| R2 |
1.5774 |
1.5774 |
1.5751 |
|
| R1 |
1.5758 |
1.5758 |
1.5747 |
1.5766 |
| PP |
1.5728 |
1.5728 |
1.5728 |
1.5732 |
| S1 |
1.5712 |
1.5712 |
1.5739 |
1.5720 |
| S2 |
1.5682 |
1.5682 |
1.5735 |
|
| S3 |
1.5636 |
1.5666 |
1.5730 |
|
| S4 |
1.5590 |
1.5620 |
1.5718 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5954 |
1.5922 |
1.5812 |
|
| R3 |
1.5901 |
1.5869 |
1.5798 |
|
| R2 |
1.5848 |
1.5848 |
1.5793 |
|
| R1 |
1.5816 |
1.5816 |
1.5788 |
1.5806 |
| PP |
1.5795 |
1.5795 |
1.5795 |
1.5790 |
| S1 |
1.5763 |
1.5763 |
1.5778 |
1.5753 |
| S2 |
1.5742 |
1.5742 |
1.5773 |
|
| S3 |
1.5689 |
1.5710 |
1.5768 |
|
| S4 |
1.5636 |
1.5657 |
1.5754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5824 |
1.5680 |
0.0144 |
0.9% |
0.0011 |
0.1% |
44% |
False |
False |
5 |
| 10 |
1.6041 |
1.5680 |
0.0361 |
2.3% |
0.0005 |
0.0% |
17% |
False |
False |
3 |
| 20 |
1.6231 |
1.5680 |
0.0551 |
3.5% |
0.0005 |
0.0% |
11% |
False |
False |
2 |
| 40 |
1.6269 |
1.5680 |
0.0589 |
3.7% |
0.0003 |
0.0% |
11% |
False |
False |
1 |
| 60 |
1.6269 |
1.5680 |
0.0589 |
3.7% |
0.0002 |
0.0% |
11% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5939 |
|
2.618 |
1.5863 |
|
1.618 |
1.5817 |
|
1.000 |
1.5789 |
|
0.618 |
1.5771 |
|
HIGH |
1.5743 |
|
0.618 |
1.5725 |
|
0.500 |
1.5720 |
|
0.382 |
1.5715 |
|
LOW |
1.5697 |
|
0.618 |
1.5669 |
|
1.000 |
1.5651 |
|
1.618 |
1.5623 |
|
2.618 |
1.5577 |
|
4.250 |
1.5502 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5735 |
1.5739 |
| PP |
1.5728 |
1.5735 |
| S1 |
1.5720 |
1.5732 |
|