CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5530 |
1.5563 |
0.0033 |
0.2% |
1.5475 |
| High |
1.5599 |
1.5594 |
-0.0005 |
0.0% |
1.5603 |
| Low |
1.5475 |
1.5517 |
0.0042 |
0.3% |
1.5463 |
| Close |
1.5560 |
1.5542 |
-0.0018 |
-0.1% |
1.5560 |
| Range |
0.0124 |
0.0077 |
-0.0047 |
-37.9% |
0.0140 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
124,343 |
46,804 |
-77,539 |
-62.4% |
516,043 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5782 |
1.5739 |
1.5584 |
|
| R3 |
1.5705 |
1.5662 |
1.5563 |
|
| R2 |
1.5628 |
1.5628 |
1.5556 |
|
| R1 |
1.5585 |
1.5585 |
1.5549 |
1.5568 |
| PP |
1.5551 |
1.5551 |
1.5551 |
1.5543 |
| S1 |
1.5508 |
1.5508 |
1.5535 |
1.5491 |
| S2 |
1.5474 |
1.5474 |
1.5528 |
|
| S3 |
1.5397 |
1.5431 |
1.5521 |
|
| S4 |
1.5320 |
1.5354 |
1.5500 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5962 |
1.5901 |
1.5637 |
|
| R3 |
1.5822 |
1.5761 |
1.5599 |
|
| R2 |
1.5682 |
1.5682 |
1.5586 |
|
| R1 |
1.5621 |
1.5621 |
1.5573 |
1.5652 |
| PP |
1.5542 |
1.5542 |
1.5542 |
1.5557 |
| S1 |
1.5481 |
1.5481 |
1.5547 |
1.5512 |
| S2 |
1.5402 |
1.5402 |
1.5534 |
|
| S3 |
1.5262 |
1.5341 |
1.5522 |
|
| S4 |
1.5122 |
1.5201 |
1.5483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5603 |
1.5463 |
0.0140 |
0.9% |
0.0095 |
0.6% |
56% |
False |
False |
95,017 |
| 10 |
1.5603 |
1.5192 |
0.0411 |
2.6% |
0.0101 |
0.6% |
85% |
False |
False |
100,395 |
| 20 |
1.5603 |
1.5192 |
0.0411 |
2.6% |
0.0101 |
0.7% |
85% |
False |
False |
96,689 |
| 40 |
1.5603 |
1.4823 |
0.0780 |
5.0% |
0.0108 |
0.7% |
92% |
False |
False |
99,986 |
| 60 |
1.5817 |
1.4823 |
0.0994 |
6.4% |
0.0114 |
0.7% |
72% |
False |
False |
67,972 |
| 80 |
1.6160 |
1.4823 |
0.1337 |
8.6% |
0.0106 |
0.7% |
54% |
False |
False |
50,995 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0092 |
0.6% |
49% |
False |
False |
40,799 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0077 |
0.5% |
49% |
False |
False |
33,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5921 |
|
2.618 |
1.5796 |
|
1.618 |
1.5719 |
|
1.000 |
1.5671 |
|
0.618 |
1.5642 |
|
HIGH |
1.5594 |
|
0.618 |
1.5565 |
|
0.500 |
1.5556 |
|
0.382 |
1.5546 |
|
LOW |
1.5517 |
|
0.618 |
1.5469 |
|
1.000 |
1.5440 |
|
1.618 |
1.5392 |
|
2.618 |
1.5315 |
|
4.250 |
1.5190 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5556 |
1.5540 |
| PP |
1.5551 |
1.5539 |
| S1 |
1.5547 |
1.5537 |
|