CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 08-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5226 |
1.5327 |
0.0101 |
0.7% |
1.5189 |
| High |
1.5357 |
1.5346 |
-0.0011 |
-0.1% |
1.5357 |
| Low |
1.5194 |
1.5232 |
0.0038 |
0.3% |
1.5027 |
| Close |
1.5332 |
1.5247 |
-0.0085 |
-0.6% |
1.5332 |
| Range |
0.0163 |
0.0114 |
-0.0049 |
-30.1% |
0.0330 |
| ATR |
0.0119 |
0.0119 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
119,780 |
96,787 |
-22,993 |
-19.2% |
509,483 |
|
| Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5617 |
1.5546 |
1.5310 |
|
| R3 |
1.5503 |
1.5432 |
1.5278 |
|
| R2 |
1.5389 |
1.5389 |
1.5268 |
|
| R1 |
1.5318 |
1.5318 |
1.5257 |
1.5297 |
| PP |
1.5275 |
1.5275 |
1.5275 |
1.5264 |
| S1 |
1.5204 |
1.5204 |
1.5237 |
1.5183 |
| S2 |
1.5161 |
1.5161 |
1.5226 |
|
| S3 |
1.5047 |
1.5090 |
1.5216 |
|
| S4 |
1.4933 |
1.4976 |
1.5184 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6229 |
1.6110 |
1.5514 |
|
| R3 |
1.5899 |
1.5780 |
1.5423 |
|
| R2 |
1.5569 |
1.5569 |
1.5393 |
|
| R1 |
1.5450 |
1.5450 |
1.5362 |
1.5510 |
| PP |
1.5239 |
1.5239 |
1.5239 |
1.5268 |
| S1 |
1.5120 |
1.5120 |
1.5302 |
1.5180 |
| S2 |
1.4909 |
1.4909 |
1.5272 |
|
| S3 |
1.4579 |
1.4790 |
1.5241 |
|
| S4 |
1.4249 |
1.4460 |
1.5151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5357 |
1.5027 |
0.0330 |
2.2% |
0.0147 |
1.0% |
67% |
False |
False |
112,587 |
| 10 |
1.5357 |
1.5027 |
0.0330 |
2.2% |
0.0118 |
0.8% |
67% |
False |
False |
97,581 |
| 20 |
1.5357 |
1.4823 |
0.0534 |
3.5% |
0.0114 |
0.7% |
79% |
False |
False |
103,284 |
| 40 |
1.5817 |
1.4823 |
0.0994 |
6.5% |
0.0120 |
0.8% |
43% |
False |
False |
53,613 |
| 60 |
1.6160 |
1.4823 |
0.1337 |
8.8% |
0.0107 |
0.7% |
32% |
False |
False |
35,764 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0090 |
0.6% |
29% |
False |
False |
26,826 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0073 |
0.5% |
29% |
False |
False |
21,461 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0061 |
0.4% |
29% |
False |
False |
17,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5831 |
|
2.618 |
1.5644 |
|
1.618 |
1.5530 |
|
1.000 |
1.5460 |
|
0.618 |
1.5416 |
|
HIGH |
1.5346 |
|
0.618 |
1.5302 |
|
0.500 |
1.5289 |
|
0.382 |
1.5276 |
|
LOW |
1.5232 |
|
0.618 |
1.5162 |
|
1.000 |
1.5118 |
|
1.618 |
1.5048 |
|
2.618 |
1.4934 |
|
4.250 |
1.4748 |
|
|
| Fisher Pivots for day following 08-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5289 |
1.5229 |
| PP |
1.5275 |
1.5210 |
| S1 |
1.5261 |
1.5192 |
|