CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5234 |
1.5261 |
0.0027 |
0.2% |
1.5337 |
| High |
1.5283 |
1.5477 |
0.0194 |
1.3% |
1.5381 |
| Low |
1.5222 |
1.5259 |
0.0037 |
0.2% |
1.5212 |
| Close |
1.5263 |
1.5439 |
0.0176 |
1.2% |
1.5225 |
| Range |
0.0061 |
0.0218 |
0.0157 |
257.4% |
0.0169 |
| ATR |
0.0107 |
0.0115 |
0.0008 |
7.4% |
0.0000 |
| Volume |
68,502 |
171,765 |
103,263 |
150.7% |
513,181 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6046 |
1.5960 |
1.5559 |
|
| R3 |
1.5828 |
1.5742 |
1.5499 |
|
| R2 |
1.5610 |
1.5610 |
1.5479 |
|
| R1 |
1.5524 |
1.5524 |
1.5459 |
1.5567 |
| PP |
1.5392 |
1.5392 |
1.5392 |
1.5413 |
| S1 |
1.5306 |
1.5306 |
1.5419 |
1.5349 |
| S2 |
1.5174 |
1.5174 |
1.5399 |
|
| S3 |
1.4956 |
1.5088 |
1.5379 |
|
| S4 |
1.4738 |
1.4870 |
1.5319 |
|
|
| 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 |
1.5477 |
1.5192 |
0.0285 |
1.8% |
0.0124 |
0.8% |
87% |
True |
False |
105,634 |
| 10 |
1.5477 |
1.5192 |
0.0285 |
1.8% |
0.0116 |
0.8% |
87% |
True |
False |
101,521 |
| 20 |
1.5477 |
1.5027 |
0.0450 |
2.9% |
0.0115 |
0.7% |
92% |
True |
False |
99,230 |
| 40 |
1.5477 |
1.4823 |
0.0654 |
4.2% |
0.0115 |
0.7% |
94% |
True |
False |
85,166 |
| 60 |
1.5867 |
1.4823 |
0.1044 |
6.8% |
0.0115 |
0.7% |
59% |
False |
False |
56,963 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0101 |
0.7% |
42% |
False |
False |
42,730 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0087 |
0.6% |
42% |
False |
False |
34,186 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0072 |
0.5% |
42% |
False |
False |
28,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6404 |
|
2.618 |
1.6048 |
|
1.618 |
1.5830 |
|
1.000 |
1.5695 |
|
0.618 |
1.5612 |
|
HIGH |
1.5477 |
|
0.618 |
1.5394 |
|
0.500 |
1.5368 |
|
0.382 |
1.5342 |
|
LOW |
1.5259 |
|
0.618 |
1.5124 |
|
1.000 |
1.5041 |
|
1.618 |
1.4906 |
|
2.618 |
1.4688 |
|
4.250 |
1.4333 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5415 |
1.5404 |
| PP |
1.5392 |
1.5369 |
| S1 |
1.5368 |
1.5335 |
|