CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5437 |
1.5351 |
-0.0086 |
-0.6% |
1.5548 |
| High |
1.5438 |
1.5373 |
-0.0065 |
-0.4% |
1.5580 |
| Low |
1.5305 |
1.5266 |
-0.0039 |
-0.3% |
1.5305 |
| Close |
1.5344 |
1.5279 |
-0.0065 |
-0.4% |
1.5344 |
| Range |
0.0133 |
0.0107 |
-0.0026 |
-19.5% |
0.0275 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.1% |
0.0000 |
| Volume |
145 |
193 |
48 |
33.1% |
444 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5627 |
1.5560 |
1.5338 |
|
| R3 |
1.5520 |
1.5453 |
1.5308 |
|
| R2 |
1.5413 |
1.5413 |
1.5299 |
|
| R1 |
1.5346 |
1.5346 |
1.5289 |
1.5326 |
| PP |
1.5306 |
1.5306 |
1.5306 |
1.5296 |
| S1 |
1.5239 |
1.5239 |
1.5269 |
1.5219 |
| S2 |
1.5199 |
1.5199 |
1.5259 |
|
| S3 |
1.5092 |
1.5132 |
1.5250 |
|
| S4 |
1.4985 |
1.5025 |
1.5220 |
|
|
| 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 |
1.5266 |
0.0314 |
2.1% |
0.0117 |
0.8% |
4% |
False |
True |
122 |
| 10 |
1.5580 |
1.5266 |
0.0314 |
2.1% |
0.0094 |
0.6% |
4% |
False |
True |
77 |
| 20 |
1.5580 |
1.5180 |
0.0400 |
2.6% |
0.0080 |
0.5% |
25% |
False |
False |
55 |
| 40 |
1.5580 |
1.5033 |
0.0547 |
3.6% |
0.0076 |
0.5% |
45% |
False |
False |
48 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
4.9% |
0.0067 |
0.4% |
60% |
False |
False |
33 |
| 80 |
1.5992 |
1.4830 |
0.1162 |
7.6% |
0.0051 |
0.3% |
39% |
False |
False |
28 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0041 |
0.3% |
31% |
False |
False |
23 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0034 |
0.2% |
31% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5828 |
|
2.618 |
1.5653 |
|
1.618 |
1.5546 |
|
1.000 |
1.5480 |
|
0.618 |
1.5439 |
|
HIGH |
1.5373 |
|
0.618 |
1.5332 |
|
0.500 |
1.5320 |
|
0.382 |
1.5307 |
|
LOW |
1.5266 |
|
0.618 |
1.5200 |
|
1.000 |
1.5159 |
|
1.618 |
1.5093 |
|
2.618 |
1.4986 |
|
4.250 |
1.4811 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5320 |
1.5412 |
| PP |
1.5306 |
1.5367 |
| S1 |
1.5293 |
1.5323 |
|