CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5227 |
1.5283 |
0.0056 |
0.4% |
1.5337 |
| High |
1.5289 |
1.5293 |
0.0004 |
0.0% |
1.5381 |
| Low |
1.5197 |
1.5192 |
-0.0005 |
0.0% |
1.5212 |
| Close |
1.5274 |
1.5238 |
-0.0036 |
-0.2% |
1.5225 |
| Range |
0.0092 |
0.0101 |
0.0009 |
9.8% |
0.0169 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
76,609 |
102,389 |
25,780 |
33.7% |
513,181 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5544 |
1.5492 |
1.5294 |
|
| R3 |
1.5443 |
1.5391 |
1.5266 |
|
| R2 |
1.5342 |
1.5342 |
1.5257 |
|
| R1 |
1.5290 |
1.5290 |
1.5247 |
1.5266 |
| PP |
1.5241 |
1.5241 |
1.5241 |
1.5229 |
| S1 |
1.5189 |
1.5189 |
1.5229 |
1.5165 |
| S2 |
1.5140 |
1.5140 |
1.5219 |
|
| S3 |
1.5039 |
1.5088 |
1.5210 |
|
| S4 |
1.4938 |
1.4987 |
1.5182 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5780 |
1.5671 |
1.5318 |
|
| R3 |
1.5611 |
1.5502 |
1.5271 |
|
| R2 |
1.5442 |
1.5442 |
1.5256 |
|
| R1 |
1.5333 |
1.5333 |
1.5240 |
1.5303 |
| PP |
1.5273 |
1.5273 |
1.5273 |
1.5258 |
| S1 |
1.5164 |
1.5164 |
1.5210 |
1.5134 |
| S2 |
1.5104 |
1.5104 |
1.5194 |
|
| S3 |
1.4935 |
1.4995 |
1.5179 |
|
| S4 |
1.4766 |
1.4826 |
1.5132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5364 |
1.5192 |
0.0172 |
1.1% |
0.0117 |
0.8% |
27% |
False |
True |
100,617 |
| 10 |
1.5406 |
1.5192 |
0.0214 |
1.4% |
0.0103 |
0.7% |
21% |
False |
True |
94,287 |
| 20 |
1.5406 |
1.5027 |
0.0379 |
2.5% |
0.0109 |
0.7% |
56% |
False |
False |
95,146 |
| 40 |
1.5406 |
1.4823 |
0.0583 |
3.8% |
0.0113 |
0.7% |
71% |
False |
False |
79,236 |
| 60 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0113 |
0.7% |
40% |
False |
False |
52,959 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0099 |
0.6% |
28% |
False |
False |
39,727 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0084 |
0.6% |
28% |
False |
False |
31,783 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0070 |
0.5% |
28% |
False |
False |
26,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5722 |
|
2.618 |
1.5557 |
|
1.618 |
1.5456 |
|
1.000 |
1.5394 |
|
0.618 |
1.5355 |
|
HIGH |
1.5293 |
|
0.618 |
1.5254 |
|
0.500 |
1.5243 |
|
0.382 |
1.5231 |
|
LOW |
1.5192 |
|
0.618 |
1.5130 |
|
1.000 |
1.5091 |
|
1.618 |
1.5029 |
|
2.618 |
1.4928 |
|
4.250 |
1.4763 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5243 |
1.5278 |
| PP |
1.5241 |
1.5265 |
| S1 |
1.5240 |
1.5251 |
|