CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5337 |
1.5286 |
-0.0051 |
-0.3% |
1.5327 |
| High |
1.5381 |
1.5374 |
-0.0007 |
0.0% |
1.5406 |
| Low |
1.5265 |
1.5266 |
0.0001 |
0.0% |
1.5232 |
| Close |
1.5273 |
1.5363 |
0.0090 |
0.6% |
1.5338 |
| Range |
0.0116 |
0.0108 |
-0.0008 |
-6.9% |
0.0174 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
0.0% |
0.0000 |
| Volume |
92,145 |
96,945 |
4,800 |
5.2% |
436,835 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5658 |
1.5619 |
1.5422 |
|
| R3 |
1.5550 |
1.5511 |
1.5393 |
|
| R2 |
1.5442 |
1.5442 |
1.5383 |
|
| R1 |
1.5403 |
1.5403 |
1.5373 |
1.5423 |
| PP |
1.5334 |
1.5334 |
1.5334 |
1.5344 |
| S1 |
1.5295 |
1.5295 |
1.5353 |
1.5315 |
| S2 |
1.5226 |
1.5226 |
1.5343 |
|
| S3 |
1.5118 |
1.5187 |
1.5333 |
|
| S4 |
1.5010 |
1.5079 |
1.5304 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5847 |
1.5767 |
1.5434 |
|
| R3 |
1.5673 |
1.5593 |
1.5386 |
|
| R2 |
1.5499 |
1.5499 |
1.5370 |
|
| R1 |
1.5419 |
1.5419 |
1.5354 |
1.5459 |
| PP |
1.5325 |
1.5325 |
1.5325 |
1.5346 |
| S1 |
1.5245 |
1.5245 |
1.5322 |
1.5285 |
| S2 |
1.5151 |
1.5151 |
1.5306 |
|
| S3 |
1.4977 |
1.5071 |
1.5290 |
|
| S4 |
1.4803 |
1.4897 |
1.5242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5406 |
1.5265 |
0.0141 |
0.9% |
0.0088 |
0.6% |
70% |
False |
False |
87,956 |
| 10 |
1.5406 |
1.5027 |
0.0379 |
2.5% |
0.0111 |
0.7% |
89% |
False |
False |
98,750 |
| 20 |
1.5406 |
1.5019 |
0.0387 |
2.5% |
0.0108 |
0.7% |
89% |
False |
False |
102,560 |
| 40 |
1.5497 |
1.4823 |
0.0674 |
4.4% |
0.0117 |
0.8% |
80% |
False |
False |
66,821 |
| 60 |
1.5972 |
1.4823 |
0.1149 |
7.5% |
0.0109 |
0.7% |
47% |
False |
False |
44,580 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0094 |
0.6% |
37% |
False |
False |
33,439 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0078 |
0.5% |
37% |
False |
False |
26,752 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0065 |
0.4% |
37% |
False |
False |
22,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5833 |
|
2.618 |
1.5657 |
|
1.618 |
1.5549 |
|
1.000 |
1.5482 |
|
0.618 |
1.5441 |
|
HIGH |
1.5374 |
|
0.618 |
1.5333 |
|
0.500 |
1.5320 |
|
0.382 |
1.5307 |
|
LOW |
1.5266 |
|
0.618 |
1.5199 |
|
1.000 |
1.5158 |
|
1.618 |
1.5091 |
|
2.618 |
1.4983 |
|
4.250 |
1.4807 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5349 |
1.5354 |
| PP |
1.5334 |
1.5344 |
| S1 |
1.5320 |
1.5335 |
|