CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5533 |
1.5437 |
-0.0096 |
-0.6% |
1.5548 |
| High |
1.5557 |
1.5438 |
-0.0119 |
-0.8% |
1.5580 |
| Low |
1.5418 |
1.5305 |
-0.0113 |
-0.7% |
1.5305 |
| Close |
1.5418 |
1.5344 |
-0.0074 |
-0.5% |
1.5344 |
| Range |
0.0139 |
0.0133 |
-0.0006 |
-4.3% |
0.0275 |
| ATR |
0.0089 |
0.0092 |
0.0003 |
3.5% |
0.0000 |
| Volume |
102 |
145 |
43 |
42.2% |
444 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5761 |
1.5686 |
1.5417 |
|
| R3 |
1.5628 |
1.5553 |
1.5381 |
|
| R2 |
1.5495 |
1.5495 |
1.5368 |
|
| R1 |
1.5420 |
1.5420 |
1.5356 |
1.5391 |
| PP |
1.5362 |
1.5362 |
1.5362 |
1.5348 |
| S1 |
1.5287 |
1.5287 |
1.5332 |
1.5258 |
| S2 |
1.5229 |
1.5229 |
1.5320 |
|
| S3 |
1.5096 |
1.5154 |
1.5307 |
|
| S4 |
1.4963 |
1.5021 |
1.5271 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6235 |
1.6064 |
1.5495 |
|
| R3 |
1.5960 |
1.5789 |
1.5420 |
|
| R2 |
1.5685 |
1.5685 |
1.5394 |
|
| R1 |
1.5514 |
1.5514 |
1.5369 |
1.5462 |
| PP |
1.5410 |
1.5410 |
1.5410 |
1.5384 |
| S1 |
1.5239 |
1.5239 |
1.5319 |
1.5187 |
| S2 |
1.5135 |
1.5135 |
1.5294 |
|
| S3 |
1.4860 |
1.4964 |
1.5268 |
|
| S4 |
1.4585 |
1.4689 |
1.5193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5580 |
1.5305 |
0.0275 |
1.8% |
0.0107 |
0.7% |
14% |
False |
True |
88 |
| 10 |
1.5580 |
1.5305 |
0.0275 |
1.8% |
0.0086 |
0.6% |
14% |
False |
True |
64 |
| 20 |
1.5580 |
1.5180 |
0.0400 |
2.6% |
0.0078 |
0.5% |
41% |
False |
False |
46 |
| 40 |
1.5580 |
1.5033 |
0.0547 |
3.6% |
0.0074 |
0.5% |
57% |
False |
False |
43 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
4.9% |
0.0065 |
0.4% |
69% |
False |
False |
30 |
| 80 |
1.5992 |
1.4830 |
0.1162 |
7.6% |
0.0050 |
0.3% |
44% |
False |
False |
26 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0040 |
0.3% |
36% |
False |
False |
21 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0034 |
0.2% |
36% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6003 |
|
2.618 |
1.5786 |
|
1.618 |
1.5653 |
|
1.000 |
1.5571 |
|
0.618 |
1.5520 |
|
HIGH |
1.5438 |
|
0.618 |
1.5387 |
|
0.500 |
1.5372 |
|
0.382 |
1.5356 |
|
LOW |
1.5305 |
|
0.618 |
1.5223 |
|
1.000 |
1.5172 |
|
1.618 |
1.5090 |
|
2.618 |
1.4957 |
|
4.250 |
1.4740 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5372 |
1.5443 |
| PP |
1.5362 |
1.5410 |
| S1 |
1.5353 |
1.5377 |
|