CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5351 |
1.5285 |
-0.0066 |
-0.4% |
1.5548 |
| High |
1.5373 |
1.5310 |
-0.0063 |
-0.4% |
1.5580 |
| Low |
1.5266 |
1.5197 |
-0.0069 |
-0.5% |
1.5305 |
| Close |
1.5279 |
1.5209 |
-0.0070 |
-0.5% |
1.5344 |
| Range |
0.0107 |
0.0113 |
0.0006 |
5.6% |
0.0275 |
| ATR |
0.0093 |
0.0095 |
0.0001 |
1.5% |
0.0000 |
| Volume |
193 |
77 |
-116 |
-60.1% |
444 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5578 |
1.5506 |
1.5271 |
|
| R3 |
1.5465 |
1.5393 |
1.5240 |
|
| R2 |
1.5352 |
1.5352 |
1.5230 |
|
| R1 |
1.5280 |
1.5280 |
1.5219 |
1.5260 |
| PP |
1.5239 |
1.5239 |
1.5239 |
1.5228 |
| S1 |
1.5167 |
1.5167 |
1.5199 |
1.5147 |
| S2 |
1.5126 |
1.5126 |
1.5188 |
|
| S3 |
1.5013 |
1.5054 |
1.5178 |
|
| S4 |
1.4900 |
1.4941 |
1.5147 |
|
|
| 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 |
1.5197 |
0.0383 |
2.5% |
0.0121 |
0.8% |
3% |
False |
True |
133 |
| 10 |
1.5580 |
1.5197 |
0.0383 |
2.5% |
0.0096 |
0.6% |
3% |
False |
True |
83 |
| 20 |
1.5580 |
1.5180 |
0.0400 |
2.6% |
0.0085 |
0.6% |
7% |
False |
False |
59 |
| 40 |
1.5580 |
1.5033 |
0.0547 |
3.6% |
0.0079 |
0.5% |
32% |
False |
False |
50 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
4.9% |
0.0069 |
0.5% |
51% |
False |
False |
34 |
| 80 |
1.5847 |
1.4830 |
0.1017 |
6.7% |
0.0053 |
0.3% |
37% |
False |
False |
29 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0043 |
0.3% |
26% |
False |
False |
23 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0035 |
0.2% |
26% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5790 |
|
2.618 |
1.5606 |
|
1.618 |
1.5493 |
|
1.000 |
1.5423 |
|
0.618 |
1.5380 |
|
HIGH |
1.5310 |
|
0.618 |
1.5267 |
|
0.500 |
1.5254 |
|
0.382 |
1.5240 |
|
LOW |
1.5197 |
|
0.618 |
1.5127 |
|
1.000 |
1.5084 |
|
1.618 |
1.5014 |
|
2.618 |
1.4901 |
|
4.250 |
1.4717 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5254 |
1.5318 |
| PP |
1.5239 |
1.5281 |
| S1 |
1.5224 |
1.5245 |
|