CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5355 |
1.5300 |
-0.0055 |
-0.4% |
1.5563 |
| High |
1.5382 |
1.5327 |
-0.0055 |
-0.4% |
1.5594 |
| Low |
1.5272 |
1.5202 |
-0.0070 |
-0.5% |
1.5309 |
| Close |
1.5287 |
1.5217 |
-0.0070 |
-0.5% |
1.5352 |
| Range |
0.0110 |
0.0125 |
0.0015 |
13.6% |
0.0285 |
| ATR |
0.0113 |
0.0114 |
0.0001 |
0.8% |
0.0000 |
| Volume |
103,182 |
129,890 |
26,708 |
25.9% |
513,608 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5624 |
1.5545 |
1.5286 |
|
| R3 |
1.5499 |
1.5420 |
1.5251 |
|
| R2 |
1.5374 |
1.5374 |
1.5240 |
|
| R1 |
1.5295 |
1.5295 |
1.5228 |
1.5272 |
| PP |
1.5249 |
1.5249 |
1.5249 |
1.5237 |
| S1 |
1.5170 |
1.5170 |
1.5206 |
1.5147 |
| S2 |
1.5124 |
1.5124 |
1.5194 |
|
| S3 |
1.4999 |
1.5045 |
1.5183 |
|
| S4 |
1.4874 |
1.4920 |
1.5148 |
|
|
| 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 |
1.5202 |
0.0387 |
2.5% |
0.0133 |
0.9% |
4% |
False |
True |
122,499 |
| 10 |
1.5603 |
1.5202 |
0.0401 |
2.6% |
0.0115 |
0.8% |
4% |
False |
True |
106,891 |
| 20 |
1.5603 |
1.5192 |
0.0411 |
2.7% |
0.0113 |
0.7% |
6% |
False |
False |
105,226 |
| 40 |
1.5603 |
1.5019 |
0.0584 |
3.8% |
0.0111 |
0.7% |
34% |
False |
False |
103,893 |
| 60 |
1.5603 |
1.4823 |
0.0780 |
5.1% |
0.0116 |
0.8% |
51% |
False |
False |
79,623 |
| 80 |
1.5972 |
1.4823 |
0.1149 |
7.6% |
0.0110 |
0.7% |
34% |
False |
False |
59,741 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0098 |
0.6% |
27% |
False |
False |
47,796 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0084 |
0.6% |
27% |
False |
False |
39,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5858 |
|
2.618 |
1.5654 |
|
1.618 |
1.5529 |
|
1.000 |
1.5452 |
|
0.618 |
1.5404 |
|
HIGH |
1.5327 |
|
0.618 |
1.5279 |
|
0.500 |
1.5265 |
|
0.382 |
1.5250 |
|
LOW |
1.5202 |
|
0.618 |
1.5125 |
|
1.000 |
1.5077 |
|
1.618 |
1.5000 |
|
2.618 |
1.4875 |
|
4.250 |
1.4671 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5265 |
1.5328 |
| PP |
1.5249 |
1.5291 |
| S1 |
1.5233 |
1.5254 |
|