CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 10-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5257 |
1.5315 |
0.0058 |
0.4% |
1.5189 |
| High |
1.5337 |
1.5338 |
0.0001 |
0.0% |
1.5357 |
| Low |
1.5244 |
1.5287 |
0.0043 |
0.3% |
1.5027 |
| Close |
1.5330 |
1.5310 |
-0.0020 |
-0.1% |
1.5332 |
| Range |
0.0093 |
0.0051 |
-0.0042 |
-45.2% |
0.0330 |
| ATR |
0.0117 |
0.0112 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
89,357 |
71,317 |
-18,040 |
-20.2% |
509,483 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5465 |
1.5438 |
1.5338 |
|
| R3 |
1.5414 |
1.5387 |
1.5324 |
|
| R2 |
1.5363 |
1.5363 |
1.5319 |
|
| R1 |
1.5336 |
1.5336 |
1.5315 |
1.5324 |
| PP |
1.5312 |
1.5312 |
1.5312 |
1.5306 |
| S1 |
1.5285 |
1.5285 |
1.5305 |
1.5273 |
| S2 |
1.5261 |
1.5261 |
1.5301 |
|
| S3 |
1.5210 |
1.5234 |
1.5296 |
|
| S4 |
1.5159 |
1.5183 |
1.5282 |
|
|
| 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% |
0.0127 |
0.8% |
86% |
False |
False |
104,863 |
| 10 |
1.5357 |
1.5027 |
0.0330 |
2.2% |
0.0113 |
0.7% |
86% |
False |
False |
95,761 |
| 20 |
1.5357 |
1.4884 |
0.0473 |
3.1% |
0.0112 |
0.7% |
90% |
False |
False |
106,693 |
| 40 |
1.5679 |
1.4823 |
0.0856 |
5.6% |
0.0117 |
0.8% |
57% |
False |
False |
57,626 |
| 60 |
1.6103 |
1.4823 |
0.1280 |
8.4% |
0.0106 |
0.7% |
38% |
False |
False |
38,440 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0091 |
0.6% |
33% |
False |
False |
28,834 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0074 |
0.5% |
33% |
False |
False |
23,068 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0062 |
0.4% |
33% |
False |
False |
19,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5555 |
|
2.618 |
1.5472 |
|
1.618 |
1.5421 |
|
1.000 |
1.5389 |
|
0.618 |
1.5370 |
|
HIGH |
1.5338 |
|
0.618 |
1.5319 |
|
0.500 |
1.5313 |
|
0.382 |
1.5306 |
|
LOW |
1.5287 |
|
0.618 |
1.5255 |
|
1.000 |
1.5236 |
|
1.618 |
1.5204 |
|
2.618 |
1.5153 |
|
4.250 |
1.5070 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5313 |
1.5303 |
| PP |
1.5312 |
1.5296 |
| S1 |
1.5311 |
1.5289 |
|