CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 01-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5124 |
1.5189 |
0.0065 |
0.4% |
1.5223 |
| High |
1.5195 |
1.5236 |
0.0041 |
0.3% |
1.5260 |
| Low |
1.5105 |
1.5165 |
0.0060 |
0.4% |
1.5085 |
| Close |
1.5165 |
1.5224 |
0.0059 |
0.4% |
1.5165 |
| Range |
0.0090 |
0.0071 |
-0.0019 |
-21.1% |
0.0175 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
105,839 |
43,333 |
-62,506 |
-59.1% |
369,542 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5421 |
1.5394 |
1.5263 |
|
| R3 |
1.5350 |
1.5323 |
1.5244 |
|
| R2 |
1.5279 |
1.5279 |
1.5237 |
|
| R1 |
1.5252 |
1.5252 |
1.5231 |
1.5266 |
| PP |
1.5208 |
1.5208 |
1.5208 |
1.5215 |
| S1 |
1.5181 |
1.5181 |
1.5217 |
1.5195 |
| S2 |
1.5137 |
1.5137 |
1.5211 |
|
| S3 |
1.5066 |
1.5110 |
1.5204 |
|
| S4 |
1.4995 |
1.5039 |
1.5185 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5695 |
1.5605 |
1.5261 |
|
| R3 |
1.5520 |
1.5430 |
1.5213 |
|
| R2 |
1.5345 |
1.5345 |
1.5197 |
|
| R1 |
1.5255 |
1.5255 |
1.5181 |
1.5213 |
| PP |
1.5170 |
1.5170 |
1.5170 |
1.5149 |
| S1 |
1.5080 |
1.5080 |
1.5149 |
1.5038 |
| S2 |
1.4995 |
1.4995 |
1.5133 |
|
| S3 |
1.4820 |
1.4905 |
1.5117 |
|
| S4 |
1.4645 |
1.4730 |
1.5069 |
|
|
| 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 |
1.1% |
0.0090 |
0.6% |
79% |
False |
False |
82,575 |
| 10 |
1.5260 |
1.5019 |
0.0241 |
1.6% |
0.0096 |
0.6% |
85% |
False |
False |
106,611 |
| 20 |
1.5260 |
1.4823 |
0.0437 |
2.9% |
0.0109 |
0.7% |
92% |
False |
False |
78,288 |
| 40 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0115 |
0.8% |
38% |
False |
False |
39,550 |
| 60 |
1.6160 |
1.4823 |
0.1337 |
8.8% |
0.0097 |
0.6% |
30% |
False |
False |
26,383 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0081 |
0.5% |
27% |
False |
False |
19,789 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0065 |
0.4% |
27% |
False |
False |
15,832 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0055 |
0.4% |
27% |
False |
False |
13,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5538 |
|
2.618 |
1.5422 |
|
1.618 |
1.5351 |
|
1.000 |
1.5307 |
|
0.618 |
1.5280 |
|
HIGH |
1.5236 |
|
0.618 |
1.5209 |
|
0.500 |
1.5201 |
|
0.382 |
1.5192 |
|
LOW |
1.5165 |
|
0.618 |
1.5121 |
|
1.000 |
1.5094 |
|
1.618 |
1.5050 |
|
2.618 |
1.4979 |
|
4.250 |
1.4863 |
|
|
| Fisher Pivots for day following 01-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5216 |
1.5203 |
| PP |
1.5208 |
1.5182 |
| S1 |
1.5201 |
1.5161 |
|