CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5545 |
1.5490 |
-0.0055 |
-0.4% |
1.5499 |
| High |
1.5550 |
1.5580 |
0.0030 |
0.2% |
1.5580 |
| Low |
1.5483 |
1.5490 |
0.0007 |
0.0% |
1.5464 |
| Close |
1.5520 |
1.5552 |
0.0032 |
0.2% |
1.5552 |
| Range |
0.0067 |
0.0090 |
0.0023 |
34.3% |
0.0116 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.6% |
0.0000 |
| Volume |
62 |
38 |
-24 |
-38.7% |
204 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5811 |
1.5771 |
1.5602 |
|
| R3 |
1.5721 |
1.5681 |
1.5577 |
|
| R2 |
1.5631 |
1.5631 |
1.5569 |
|
| R1 |
1.5591 |
1.5591 |
1.5560 |
1.5611 |
| PP |
1.5541 |
1.5541 |
1.5541 |
1.5551 |
| S1 |
1.5501 |
1.5501 |
1.5544 |
1.5521 |
| S2 |
1.5451 |
1.5451 |
1.5536 |
|
| S3 |
1.5361 |
1.5411 |
1.5527 |
|
| S4 |
1.5271 |
1.5321 |
1.5503 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5880 |
1.5832 |
1.5616 |
|
| R3 |
1.5764 |
1.5716 |
1.5584 |
|
| R2 |
1.5648 |
1.5648 |
1.5573 |
|
| R1 |
1.5600 |
1.5600 |
1.5563 |
1.5624 |
| PP |
1.5532 |
1.5532 |
1.5532 |
1.5544 |
| S1 |
1.5484 |
1.5484 |
1.5541 |
1.5508 |
| S2 |
1.5416 |
1.5416 |
1.5531 |
|
| S3 |
1.5300 |
1.5368 |
1.5520 |
|
| S4 |
1.5184 |
1.5252 |
1.5488 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5580 |
1.5464 |
0.0116 |
0.7% |
0.0064 |
0.4% |
76% |
True |
False |
40 |
| 10 |
1.5580 |
1.5180 |
0.0400 |
2.6% |
0.0068 |
0.4% |
93% |
True |
False |
39 |
| 20 |
1.5580 |
1.5180 |
0.0400 |
2.6% |
0.0065 |
0.4% |
93% |
True |
False |
39 |
| 40 |
1.5580 |
1.4830 |
0.0750 |
4.8% |
0.0068 |
0.4% |
96% |
True |
False |
33 |
| 60 |
1.5781 |
1.4830 |
0.0951 |
6.1% |
0.0057 |
0.4% |
76% |
False |
False |
24 |
| 80 |
1.6137 |
1.4830 |
0.1307 |
8.4% |
0.0044 |
0.3% |
55% |
False |
False |
20 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0035 |
0.2% |
50% |
False |
False |
16 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0029 |
0.2% |
50% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5963 |
|
2.618 |
1.5816 |
|
1.618 |
1.5726 |
|
1.000 |
1.5670 |
|
0.618 |
1.5636 |
|
HIGH |
1.5580 |
|
0.618 |
1.5546 |
|
0.500 |
1.5535 |
|
0.382 |
1.5524 |
|
LOW |
1.5490 |
|
0.618 |
1.5434 |
|
1.000 |
1.5400 |
|
1.618 |
1.5344 |
|
2.618 |
1.5254 |
|
4.250 |
1.5108 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5546 |
1.5545 |
| PP |
1.5541 |
1.5538 |
| S1 |
1.5535 |
1.5532 |
|