CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5490 |
1.5548 |
0.0058 |
0.4% |
1.5499 |
| High |
1.5580 |
1.5567 |
-0.0013 |
-0.1% |
1.5580 |
| Low |
1.5490 |
1.5509 |
0.0019 |
0.1% |
1.5464 |
| Close |
1.5552 |
1.5534 |
-0.0018 |
-0.1% |
1.5552 |
| Range |
0.0090 |
0.0058 |
-0.0032 |
-35.6% |
0.0116 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
38 |
25 |
-13 |
-34.2% |
204 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5711 |
1.5680 |
1.5566 |
|
| R3 |
1.5653 |
1.5622 |
1.5550 |
|
| R2 |
1.5595 |
1.5595 |
1.5545 |
|
| R1 |
1.5564 |
1.5564 |
1.5539 |
1.5551 |
| PP |
1.5537 |
1.5537 |
1.5537 |
1.5530 |
| S1 |
1.5506 |
1.5506 |
1.5529 |
1.5493 |
| S2 |
1.5479 |
1.5479 |
1.5523 |
|
| S3 |
1.5421 |
1.5448 |
1.5518 |
|
| S4 |
1.5363 |
1.5390 |
1.5502 |
|
|
| 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% |
0.0070 |
0.5% |
60% |
False |
False |
32 |
| 10 |
1.5580 |
1.5180 |
0.0400 |
2.6% |
0.0066 |
0.4% |
89% |
False |
False |
39 |
| 20 |
1.5580 |
1.5180 |
0.0400 |
2.6% |
0.0063 |
0.4% |
89% |
False |
False |
35 |
| 40 |
1.5580 |
1.4830 |
0.0750 |
4.8% |
0.0066 |
0.4% |
94% |
False |
False |
34 |
| 60 |
1.5781 |
1.4830 |
0.0951 |
6.1% |
0.0058 |
0.4% |
74% |
False |
False |
24 |
| 80 |
1.6137 |
1.4830 |
0.1307 |
8.4% |
0.0044 |
0.3% |
54% |
False |
False |
21 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0036 |
0.2% |
49% |
False |
False |
17 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0030 |
0.2% |
49% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5814 |
|
2.618 |
1.5719 |
|
1.618 |
1.5661 |
|
1.000 |
1.5625 |
|
0.618 |
1.5603 |
|
HIGH |
1.5567 |
|
0.618 |
1.5545 |
|
0.500 |
1.5538 |
|
0.382 |
1.5531 |
|
LOW |
1.5509 |
|
0.618 |
1.5473 |
|
1.000 |
1.5451 |
|
1.618 |
1.5415 |
|
2.618 |
1.5357 |
|
4.250 |
1.5263 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5538 |
1.5533 |
| PP |
1.5537 |
1.5532 |
| S1 |
1.5535 |
1.5532 |
|