CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 29-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5428 |
1.5475 |
0.0047 |
0.3% |
1.5227 |
| High |
1.5495 |
1.5542 |
0.0047 |
0.3% |
1.5495 |
| Low |
1.5414 |
1.5472 |
0.0058 |
0.4% |
1.5192 |
| Close |
1.5482 |
1.5486 |
0.0004 |
0.0% |
1.5482 |
| Range |
0.0081 |
0.0070 |
-0.0011 |
-13.6% |
0.0303 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
98,451 |
87,762 |
-10,689 |
-10.9% |
517,716 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5710 |
1.5668 |
1.5525 |
|
| R3 |
1.5640 |
1.5598 |
1.5505 |
|
| R2 |
1.5570 |
1.5570 |
1.5499 |
|
| R1 |
1.5528 |
1.5528 |
1.5492 |
1.5549 |
| PP |
1.5500 |
1.5500 |
1.5500 |
1.5511 |
| S1 |
1.5458 |
1.5458 |
1.5480 |
1.5479 |
| S2 |
1.5430 |
1.5430 |
1.5473 |
|
| S3 |
1.5360 |
1.5388 |
1.5467 |
|
| S4 |
1.5290 |
1.5318 |
1.5448 |
|
|
| 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 |
1.5542 |
1.5192 |
0.0350 |
2.3% |
0.0106 |
0.7% |
84% |
True |
False |
105,773 |
| 10 |
1.5542 |
1.5192 |
0.0350 |
2.3% |
0.0112 |
0.7% |
84% |
True |
False |
102,651 |
| 20 |
1.5542 |
1.5027 |
0.0515 |
3.3% |
0.0114 |
0.7% |
89% |
True |
False |
101,082 |
| 40 |
1.5542 |
1.4823 |
0.0719 |
4.6% |
0.0112 |
0.7% |
92% |
True |
False |
89,685 |
| 60 |
1.5867 |
1.4823 |
0.1044 |
6.7% |
0.0115 |
0.7% |
64% |
False |
False |
60,061 |
| 80 |
1.6160 |
1.4823 |
0.1337 |
8.6% |
0.0101 |
0.7% |
50% |
False |
False |
45,057 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0088 |
0.6% |
45% |
False |
False |
36,048 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0074 |
0.5% |
45% |
False |
False |
30,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5840 |
|
2.618 |
1.5725 |
|
1.618 |
1.5655 |
|
1.000 |
1.5612 |
|
0.618 |
1.5585 |
|
HIGH |
1.5542 |
|
0.618 |
1.5515 |
|
0.500 |
1.5507 |
|
0.382 |
1.5499 |
|
LOW |
1.5472 |
|
0.618 |
1.5429 |
|
1.000 |
1.5402 |
|
1.618 |
1.5359 |
|
2.618 |
1.5289 |
|
4.250 |
1.5175 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5507 |
1.5458 |
| PP |
1.5500 |
1.5429 |
| S1 |
1.5493 |
1.5401 |
|