CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5446 |
1.5355 |
-0.0091 |
-0.6% |
1.5563 |
| High |
1.5454 |
1.5382 |
-0.0072 |
-0.5% |
1.5594 |
| Low |
1.5309 |
1.5272 |
-0.0037 |
-0.2% |
1.5309 |
| Close |
1.5352 |
1.5287 |
-0.0065 |
-0.4% |
1.5352 |
| Range |
0.0145 |
0.0110 |
-0.0035 |
-24.1% |
0.0285 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
140,856 |
103,182 |
-37,674 |
-26.7% |
513,608 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5644 |
1.5575 |
1.5348 |
|
| R3 |
1.5534 |
1.5465 |
1.5317 |
|
| R2 |
1.5424 |
1.5424 |
1.5307 |
|
| R1 |
1.5355 |
1.5355 |
1.5297 |
1.5335 |
| PP |
1.5314 |
1.5314 |
1.5314 |
1.5303 |
| S1 |
1.5245 |
1.5245 |
1.5277 |
1.5225 |
| S2 |
1.5204 |
1.5204 |
1.5267 |
|
| S3 |
1.5094 |
1.5135 |
1.5257 |
|
| S4 |
1.4984 |
1.5025 |
1.5227 |
|
|
| 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 |
1.5589 |
1.5272 |
0.0317 |
2.1% |
0.0129 |
0.8% |
5% |
False |
True |
113,997 |
| 10 |
1.5603 |
1.5272 |
0.0331 |
2.2% |
0.0112 |
0.7% |
5% |
False |
True |
104,507 |
| 20 |
1.5603 |
1.5192 |
0.0411 |
2.7% |
0.0112 |
0.7% |
23% |
False |
False |
103,579 |
| 40 |
1.5603 |
1.5019 |
0.0584 |
3.8% |
0.0109 |
0.7% |
46% |
False |
False |
103,320 |
| 60 |
1.5603 |
1.4823 |
0.0780 |
5.1% |
0.0115 |
0.8% |
59% |
False |
False |
77,461 |
| 80 |
1.6003 |
1.4823 |
0.1180 |
7.7% |
0.0109 |
0.7% |
39% |
False |
False |
58,118 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0097 |
0.6% |
31% |
False |
False |
46,498 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0083 |
0.5% |
31% |
False |
False |
38,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5850 |
|
2.618 |
1.5670 |
|
1.618 |
1.5560 |
|
1.000 |
1.5492 |
|
0.618 |
1.5450 |
|
HIGH |
1.5382 |
|
0.618 |
1.5340 |
|
0.500 |
1.5327 |
|
0.382 |
1.5314 |
|
LOW |
1.5272 |
|
0.618 |
1.5204 |
|
1.000 |
1.5162 |
|
1.618 |
1.5094 |
|
2.618 |
1.4984 |
|
4.250 |
1.4805 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5327 |
1.5429 |
| PP |
1.5314 |
1.5381 |
| S1 |
1.5300 |
1.5334 |
|