CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5150 |
1.5039 |
-0.0111 |
-0.7% |
1.5355 |
| High |
1.5171 |
1.5127 |
-0.0044 |
-0.3% |
1.5382 |
| Low |
1.5017 |
1.5012 |
-0.0005 |
0.0% |
1.5154 |
| Close |
1.5035 |
1.5102 |
0.0067 |
0.4% |
1.5167 |
| Range |
0.0154 |
0.0115 |
-0.0039 |
-25.3% |
0.0228 |
| ATR |
0.0122 |
0.0121 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
178,760 |
136,036 |
-42,724 |
-23.9% |
628,002 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5425 |
1.5379 |
1.5165 |
|
| R3 |
1.5310 |
1.5264 |
1.5134 |
|
| R2 |
1.5195 |
1.5195 |
1.5123 |
|
| R1 |
1.5149 |
1.5149 |
1.5113 |
1.5172 |
| PP |
1.5080 |
1.5080 |
1.5080 |
1.5092 |
| S1 |
1.5034 |
1.5034 |
1.5091 |
1.5057 |
| S2 |
1.4965 |
1.4965 |
1.5081 |
|
| S3 |
1.4850 |
1.4919 |
1.5070 |
|
| S4 |
1.4735 |
1.4804 |
1.5039 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5918 |
1.5771 |
1.5292 |
|
| R3 |
1.5690 |
1.5543 |
1.5230 |
|
| R2 |
1.5462 |
1.5462 |
1.5209 |
|
| R1 |
1.5315 |
1.5315 |
1.5188 |
1.5275 |
| PP |
1.5234 |
1.5234 |
1.5234 |
1.5214 |
| S1 |
1.5087 |
1.5087 |
1.5146 |
1.5047 |
| S2 |
1.5006 |
1.5006 |
1.5125 |
|
| S3 |
1.4778 |
1.4859 |
1.5104 |
|
| S4 |
1.4550 |
1.4631 |
1.5042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5303 |
1.5012 |
0.0291 |
1.9% |
0.0139 |
0.9% |
31% |
False |
True |
136,655 |
| 10 |
1.5454 |
1.5012 |
0.0442 |
2.9% |
0.0130 |
0.9% |
20% |
False |
True |
133,513 |
| 20 |
1.5603 |
1.5012 |
0.0591 |
3.9% |
0.0116 |
0.8% |
15% |
False |
True |
116,119 |
| 40 |
1.5603 |
1.5012 |
0.0591 |
3.9% |
0.0115 |
0.8% |
15% |
False |
True |
107,674 |
| 60 |
1.5603 |
1.4823 |
0.0780 |
5.2% |
0.0115 |
0.8% |
36% |
False |
False |
95,483 |
| 80 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0115 |
0.8% |
27% |
False |
False |
71,752 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0104 |
0.7% |
19% |
False |
False |
57,408 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0092 |
0.6% |
19% |
False |
False |
47,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5616 |
|
2.618 |
1.5428 |
|
1.618 |
1.5313 |
|
1.000 |
1.5242 |
|
0.618 |
1.5198 |
|
HIGH |
1.5127 |
|
0.618 |
1.5083 |
|
0.500 |
1.5070 |
|
0.382 |
1.5056 |
|
LOW |
1.5012 |
|
0.618 |
1.4941 |
|
1.000 |
1.4897 |
|
1.618 |
1.4826 |
|
2.618 |
1.4711 |
|
4.250 |
1.4523 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5091 |
1.5143 |
| PP |
1.5080 |
1.5129 |
| S1 |
1.5070 |
1.5116 |
|