CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5189 |
1.5217 |
0.0028 |
0.2% |
1.5223 |
| High |
1.5236 |
1.5253 |
0.0017 |
0.1% |
1.5260 |
| Low |
1.5165 |
1.5093 |
-0.0072 |
-0.5% |
1.5085 |
| Close |
1.5224 |
1.5101 |
-0.0123 |
-0.8% |
1.5165 |
| Range |
0.0071 |
0.0160 |
0.0089 |
125.4% |
0.0175 |
| ATR |
0.0106 |
0.0110 |
0.0004 |
3.6% |
0.0000 |
| Volume |
43,333 |
104,566 |
61,233 |
141.3% |
369,542 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5629 |
1.5525 |
1.5189 |
|
| R3 |
1.5469 |
1.5365 |
1.5145 |
|
| R2 |
1.5309 |
1.5309 |
1.5130 |
|
| R1 |
1.5205 |
1.5205 |
1.5116 |
1.5177 |
| PP |
1.5149 |
1.5149 |
1.5149 |
1.5135 |
| S1 |
1.5045 |
1.5045 |
1.5086 |
1.5017 |
| S2 |
1.4989 |
1.4989 |
1.5072 |
|
| S3 |
1.4829 |
1.4885 |
1.5057 |
|
| S4 |
1.4669 |
1.4725 |
1.5013 |
|
|
| 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 |
1.5253 |
1.5085 |
0.0168 |
1.1% |
0.0097 |
0.6% |
10% |
True |
False |
82,464 |
| 10 |
1.5260 |
1.5019 |
0.0241 |
1.6% |
0.0105 |
0.7% |
34% |
False |
False |
106,369 |
| 20 |
1.5260 |
1.4823 |
0.0437 |
2.9% |
0.0111 |
0.7% |
64% |
False |
False |
83,038 |
| 40 |
1.5817 |
1.4823 |
0.0994 |
6.6% |
0.0115 |
0.8% |
28% |
False |
False |
42,163 |
| 60 |
1.6160 |
1.4823 |
0.1337 |
8.9% |
0.0099 |
0.7% |
21% |
False |
False |
28,125 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0083 |
0.6% |
19% |
False |
False |
21,096 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0067 |
0.4% |
19% |
False |
False |
16,877 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0056 |
0.4% |
19% |
False |
False |
14,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5933 |
|
2.618 |
1.5672 |
|
1.618 |
1.5512 |
|
1.000 |
1.5413 |
|
0.618 |
1.5352 |
|
HIGH |
1.5253 |
|
0.618 |
1.5192 |
|
0.500 |
1.5173 |
|
0.382 |
1.5154 |
|
LOW |
1.5093 |
|
0.618 |
1.4994 |
|
1.000 |
1.4933 |
|
1.618 |
1.4834 |
|
2.618 |
1.4674 |
|
4.250 |
1.4413 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5173 |
1.5173 |
| PP |
1.5149 |
1.5149 |
| S1 |
1.5125 |
1.5125 |
|