CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5478 |
1.5534 |
0.0056 |
0.4% |
1.5475 |
| High |
1.5589 |
1.5585 |
-0.0004 |
0.0% |
1.5603 |
| Low |
1.5468 |
1.5422 |
-0.0046 |
-0.3% |
1.5463 |
| Close |
1.5539 |
1.5426 |
-0.0113 |
-0.7% |
1.5560 |
| Range |
0.0121 |
0.0163 |
0.0042 |
34.7% |
0.0140 |
| ATR |
0.0106 |
0.0111 |
0.0004 |
3.8% |
0.0000 |
| Volume |
106,624 |
131,945 |
25,321 |
23.7% |
516,043 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5967 |
1.5859 |
1.5516 |
|
| R3 |
1.5804 |
1.5696 |
1.5471 |
|
| R2 |
1.5641 |
1.5641 |
1.5456 |
|
| R1 |
1.5533 |
1.5533 |
1.5441 |
1.5506 |
| PP |
1.5478 |
1.5478 |
1.5478 |
1.5464 |
| S1 |
1.5370 |
1.5370 |
1.5411 |
1.5343 |
| S2 |
1.5315 |
1.5315 |
1.5396 |
|
| S3 |
1.5152 |
1.5207 |
1.5381 |
|
| S4 |
1.4989 |
1.5044 |
1.5336 |
|
|
| 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 |
1.5599 |
1.5422 |
0.0177 |
1.1% |
0.0118 |
0.8% |
2% |
False |
True |
99,419 |
| 10 |
1.5603 |
1.5414 |
0.0189 |
1.2% |
0.0102 |
0.7% |
6% |
False |
False |
98,724 |
| 20 |
1.5603 |
1.5192 |
0.0411 |
2.7% |
0.0109 |
0.7% |
57% |
False |
False |
100,123 |
| 40 |
1.5603 |
1.4907 |
0.0696 |
4.5% |
0.0111 |
0.7% |
75% |
False |
False |
103,623 |
| 60 |
1.5679 |
1.4823 |
0.0856 |
5.5% |
0.0115 |
0.7% |
70% |
False |
False |
73,401 |
| 80 |
1.6080 |
1.4823 |
0.1257 |
8.1% |
0.0107 |
0.7% |
48% |
False |
False |
55,068 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0095 |
0.6% |
41% |
False |
False |
44,057 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0081 |
0.5% |
41% |
False |
False |
36,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6278 |
|
2.618 |
1.6012 |
|
1.618 |
1.5849 |
|
1.000 |
1.5748 |
|
0.618 |
1.5686 |
|
HIGH |
1.5585 |
|
0.618 |
1.5523 |
|
0.500 |
1.5504 |
|
0.382 |
1.5484 |
|
LOW |
1.5422 |
|
0.618 |
1.5321 |
|
1.000 |
1.5259 |
|
1.618 |
1.5158 |
|
2.618 |
1.4995 |
|
4.250 |
1.4729 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5504 |
1.5506 |
| PP |
1.5478 |
1.5479 |
| S1 |
1.5452 |
1.5453 |
|