CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5534 |
1.5446 |
-0.0088 |
-0.6% |
1.5563 |
| High |
1.5585 |
1.5454 |
-0.0131 |
-0.8% |
1.5594 |
| Low |
1.5422 |
1.5309 |
-0.0113 |
-0.7% |
1.5309 |
| Close |
1.5426 |
1.5352 |
-0.0074 |
-0.5% |
1.5352 |
| Range |
0.0163 |
0.0145 |
-0.0018 |
-11.0% |
0.0285 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
2.2% |
0.0000 |
| Volume |
131,945 |
140,856 |
8,911 |
6.8% |
513,608 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5807 |
1.5724 |
1.5432 |
|
| R3 |
1.5662 |
1.5579 |
1.5392 |
|
| R2 |
1.5517 |
1.5517 |
1.5379 |
|
| R1 |
1.5434 |
1.5434 |
1.5365 |
1.5403 |
| PP |
1.5372 |
1.5372 |
1.5372 |
1.5356 |
| S1 |
1.5289 |
1.5289 |
1.5339 |
1.5258 |
| S2 |
1.5227 |
1.5227 |
1.5325 |
|
| S3 |
1.5082 |
1.5144 |
1.5312 |
|
| S4 |
1.4937 |
1.4999 |
1.5272 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6273 |
1.6098 |
1.5509 |
|
| R3 |
1.5988 |
1.5813 |
1.5430 |
|
| R2 |
1.5703 |
1.5703 |
1.5404 |
|
| R1 |
1.5528 |
1.5528 |
1.5378 |
1.5473 |
| PP |
1.5418 |
1.5418 |
1.5418 |
1.5391 |
| S1 |
1.5243 |
1.5243 |
1.5326 |
1.5188 |
| S2 |
1.5133 |
1.5133 |
1.5300 |
|
| S3 |
1.4848 |
1.4958 |
1.5274 |
|
| S4 |
1.4563 |
1.4673 |
1.5195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5594 |
1.5309 |
0.0285 |
1.9% |
0.0123 |
0.8% |
15% |
False |
True |
102,721 |
| 10 |
1.5603 |
1.5309 |
0.0294 |
1.9% |
0.0108 |
0.7% |
15% |
False |
True |
102,965 |
| 20 |
1.5603 |
1.5192 |
0.0411 |
2.7% |
0.0113 |
0.7% |
39% |
False |
False |
103,027 |
| 40 |
1.5603 |
1.5019 |
0.0584 |
3.8% |
0.0109 |
0.7% |
57% |
False |
False |
104,639 |
| 60 |
1.5603 |
1.4823 |
0.0780 |
5.1% |
0.0114 |
0.7% |
68% |
False |
False |
75,745 |
| 80 |
1.6022 |
1.4823 |
0.1199 |
7.8% |
0.0108 |
0.7% |
44% |
False |
False |
56,828 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0097 |
0.6% |
36% |
False |
False |
45,466 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0082 |
0.5% |
36% |
False |
False |
37,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6070 |
|
2.618 |
1.5834 |
|
1.618 |
1.5689 |
|
1.000 |
1.5599 |
|
0.618 |
1.5544 |
|
HIGH |
1.5454 |
|
0.618 |
1.5399 |
|
0.500 |
1.5382 |
|
0.382 |
1.5364 |
|
LOW |
1.5309 |
|
0.618 |
1.5219 |
|
1.000 |
1.5164 |
|
1.618 |
1.5074 |
|
2.618 |
1.4929 |
|
4.250 |
1.4693 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5382 |
1.5449 |
| PP |
1.5372 |
1.5417 |
| S1 |
1.5362 |
1.5384 |
|