CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 26-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5261 |
1.5428 |
0.0167 |
1.1% |
1.5227 |
| High |
1.5477 |
1.5495 |
0.0018 |
0.1% |
1.5495 |
| Low |
1.5259 |
1.5414 |
0.0155 |
1.0% |
1.5192 |
| Close |
1.5439 |
1.5482 |
0.0043 |
0.3% |
1.5482 |
| Range |
0.0218 |
0.0081 |
-0.0137 |
-62.8% |
0.0303 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
171,765 |
98,451 |
-73,314 |
-42.7% |
517,716 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5707 |
1.5675 |
1.5527 |
|
| R3 |
1.5626 |
1.5594 |
1.5504 |
|
| R2 |
1.5545 |
1.5545 |
1.5497 |
|
| R1 |
1.5513 |
1.5513 |
1.5489 |
1.5529 |
| PP |
1.5464 |
1.5464 |
1.5464 |
1.5472 |
| S1 |
1.5432 |
1.5432 |
1.5475 |
1.5448 |
| S2 |
1.5383 |
1.5383 |
1.5467 |
|
| S3 |
1.5302 |
1.5351 |
1.5460 |
|
| S4 |
1.5221 |
1.5270 |
1.5437 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6299 |
1.6193 |
1.5649 |
|
| R3 |
1.5996 |
1.5890 |
1.5565 |
|
| R2 |
1.5693 |
1.5693 |
1.5538 |
|
| R1 |
1.5587 |
1.5587 |
1.5510 |
1.5640 |
| PP |
1.5390 |
1.5390 |
1.5390 |
1.5416 |
| S1 |
1.5284 |
1.5284 |
1.5454 |
1.5337 |
| S2 |
1.5087 |
1.5087 |
1.5426 |
|
| S3 |
1.4784 |
1.4981 |
1.5399 |
|
| S4 |
1.4481 |
1.4678 |
1.5315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5495 |
1.5192 |
0.0303 |
2.0% |
0.0111 |
0.7% |
96% |
True |
False |
103,543 |
| 10 |
1.5495 |
1.5192 |
0.0303 |
2.0% |
0.0117 |
0.8% |
96% |
True |
False |
103,089 |
| 20 |
1.5495 |
1.5027 |
0.0468 |
3.0% |
0.0114 |
0.7% |
97% |
True |
False |
98,860 |
| 40 |
1.5495 |
1.4823 |
0.0672 |
4.3% |
0.0115 |
0.7% |
98% |
True |
False |
87,587 |
| 60 |
1.5867 |
1.4823 |
0.1044 |
6.7% |
0.0115 |
0.7% |
63% |
False |
False |
58,600 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0101 |
0.7% |
45% |
False |
False |
43,960 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0088 |
0.6% |
45% |
False |
False |
35,170 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0073 |
0.5% |
45% |
False |
False |
29,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5839 |
|
2.618 |
1.5707 |
|
1.618 |
1.5626 |
|
1.000 |
1.5576 |
|
0.618 |
1.5545 |
|
HIGH |
1.5495 |
|
0.618 |
1.5464 |
|
0.500 |
1.5455 |
|
0.382 |
1.5445 |
|
LOW |
1.5414 |
|
0.618 |
1.5364 |
|
1.000 |
1.5333 |
|
1.618 |
1.5283 |
|
2.618 |
1.5202 |
|
4.250 |
1.5070 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5473 |
1.5441 |
| PP |
1.5464 |
1.5400 |
| S1 |
1.5455 |
1.5359 |
|