CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5548 |
1.5521 |
-0.0027 |
-0.2% |
1.5499 |
| High |
1.5567 |
1.5530 |
-0.0037 |
-0.2% |
1.5580 |
| Low |
1.5509 |
1.5436 |
-0.0073 |
-0.5% |
1.5464 |
| Close |
1.5534 |
1.5477 |
-0.0057 |
-0.4% |
1.5552 |
| Range |
0.0058 |
0.0094 |
0.0036 |
62.1% |
0.0116 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.4% |
0.0000 |
| Volume |
25 |
20 |
-5 |
-20.0% |
204 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5763 |
1.5714 |
1.5529 |
|
| R3 |
1.5669 |
1.5620 |
1.5503 |
|
| R2 |
1.5575 |
1.5575 |
1.5494 |
|
| R1 |
1.5526 |
1.5526 |
1.5486 |
1.5504 |
| PP |
1.5481 |
1.5481 |
1.5481 |
1.5470 |
| S1 |
1.5432 |
1.5432 |
1.5468 |
1.5410 |
| S2 |
1.5387 |
1.5387 |
1.5460 |
|
| S3 |
1.5293 |
1.5338 |
1.5451 |
|
| S4 |
1.5199 |
1.5244 |
1.5425 |
|
|
| 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 |
1.5436 |
0.0144 |
0.9% |
0.0072 |
0.5% |
28% |
False |
True |
33 |
| 10 |
1.5580 |
1.5254 |
0.0326 |
2.1% |
0.0069 |
0.4% |
68% |
False |
False |
39 |
| 20 |
1.5580 |
1.5180 |
0.0400 |
2.6% |
0.0064 |
0.4% |
74% |
False |
False |
29 |
| 40 |
1.5580 |
1.4830 |
0.0750 |
4.8% |
0.0069 |
0.4% |
86% |
False |
False |
34 |
| 60 |
1.5648 |
1.4830 |
0.0818 |
5.3% |
0.0059 |
0.4% |
79% |
False |
False |
24 |
| 80 |
1.6106 |
1.4830 |
0.1276 |
8.2% |
0.0045 |
0.3% |
51% |
False |
False |
21 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0036 |
0.2% |
45% |
False |
False |
17 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0030 |
0.2% |
45% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5930 |
|
2.618 |
1.5776 |
|
1.618 |
1.5682 |
|
1.000 |
1.5624 |
|
0.618 |
1.5588 |
|
HIGH |
1.5530 |
|
0.618 |
1.5494 |
|
0.500 |
1.5483 |
|
0.382 |
1.5472 |
|
LOW |
1.5436 |
|
0.618 |
1.5378 |
|
1.000 |
1.5342 |
|
1.618 |
1.5284 |
|
2.618 |
1.5190 |
|
4.250 |
1.5037 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5483 |
1.5508 |
| PP |
1.5481 |
1.5498 |
| S1 |
1.5479 |
1.5487 |
|