CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5521 |
1.5467 |
-0.0054 |
-0.3% |
1.5499 |
| High |
1.5530 |
1.5580 |
0.0050 |
0.3% |
1.5580 |
| Low |
1.5436 |
1.5467 |
0.0031 |
0.2% |
1.5464 |
| Close |
1.5477 |
1.5531 |
0.0054 |
0.3% |
1.5552 |
| Range |
0.0094 |
0.0113 |
0.0019 |
20.2% |
0.0116 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.6% |
0.0000 |
| Volume |
20 |
152 |
132 |
660.0% |
204 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5865 |
1.5811 |
1.5593 |
|
| R3 |
1.5752 |
1.5698 |
1.5562 |
|
| R2 |
1.5639 |
1.5639 |
1.5552 |
|
| R1 |
1.5585 |
1.5585 |
1.5541 |
1.5612 |
| PP |
1.5526 |
1.5526 |
1.5526 |
1.5540 |
| S1 |
1.5472 |
1.5472 |
1.5521 |
1.5499 |
| S2 |
1.5413 |
1.5413 |
1.5510 |
|
| S3 |
1.5300 |
1.5359 |
1.5500 |
|
| S4 |
1.5187 |
1.5246 |
1.5469 |
|
|
| 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% |
0.0084 |
0.5% |
66% |
True |
False |
59 |
| 10 |
1.5580 |
1.5300 |
0.0280 |
1.8% |
0.0080 |
0.5% |
83% |
True |
False |
54 |
| 20 |
1.5580 |
1.5180 |
0.0400 |
2.6% |
0.0068 |
0.4% |
88% |
True |
False |
35 |
| 40 |
1.5580 |
1.4912 |
0.0668 |
4.3% |
0.0069 |
0.4% |
93% |
True |
False |
38 |
| 60 |
1.5639 |
1.4830 |
0.0809 |
5.2% |
0.0061 |
0.4% |
87% |
False |
False |
26 |
| 80 |
1.6070 |
1.4830 |
0.1240 |
8.0% |
0.0046 |
0.3% |
57% |
False |
False |
23 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0038 |
0.2% |
49% |
False |
False |
18 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0031 |
0.2% |
49% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6060 |
|
2.618 |
1.5876 |
|
1.618 |
1.5763 |
|
1.000 |
1.5693 |
|
0.618 |
1.5650 |
|
HIGH |
1.5580 |
|
0.618 |
1.5537 |
|
0.500 |
1.5524 |
|
0.382 |
1.5510 |
|
LOW |
1.5467 |
|
0.618 |
1.5397 |
|
1.000 |
1.5354 |
|
1.618 |
1.5284 |
|
2.618 |
1.5171 |
|
4.250 |
1.4987 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5529 |
1.5523 |
| PP |
1.5526 |
1.5516 |
| S1 |
1.5524 |
1.5508 |
|