CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5285 |
1.5207 |
-0.0078 |
-0.5% |
1.5548 |
| High |
1.5310 |
1.5257 |
-0.0053 |
-0.3% |
1.5580 |
| Low |
1.5197 |
1.5167 |
-0.0030 |
-0.2% |
1.5305 |
| Close |
1.5209 |
1.5209 |
0.0000 |
0.0% |
1.5344 |
| Range |
0.0113 |
0.0090 |
-0.0023 |
-20.4% |
0.0275 |
| ATR |
0.0095 |
0.0094 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
77 |
265 |
188 |
244.2% |
444 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5481 |
1.5435 |
1.5259 |
|
| R3 |
1.5391 |
1.5345 |
1.5234 |
|
| R2 |
1.5301 |
1.5301 |
1.5226 |
|
| R1 |
1.5255 |
1.5255 |
1.5217 |
1.5278 |
| PP |
1.5211 |
1.5211 |
1.5211 |
1.5223 |
| S1 |
1.5165 |
1.5165 |
1.5201 |
1.5188 |
| S2 |
1.5121 |
1.5121 |
1.5193 |
|
| S3 |
1.5031 |
1.5075 |
1.5184 |
|
| S4 |
1.4941 |
1.4985 |
1.5160 |
|
|
| 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 |
1.5557 |
1.5167 |
0.0390 |
2.6% |
0.0116 |
0.8% |
11% |
False |
True |
156 |
| 10 |
1.5580 |
1.5167 |
0.0413 |
2.7% |
0.0100 |
0.7% |
10% |
False |
True |
107 |
| 20 |
1.5580 |
1.5167 |
0.0413 |
2.7% |
0.0083 |
0.5% |
10% |
False |
True |
72 |
| 40 |
1.5580 |
1.5033 |
0.0547 |
3.6% |
0.0081 |
0.5% |
32% |
False |
False |
57 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
4.9% |
0.0070 |
0.5% |
51% |
False |
False |
39 |
| 80 |
1.5840 |
1.4830 |
0.1010 |
6.6% |
0.0054 |
0.4% |
38% |
False |
False |
32 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0043 |
0.3% |
26% |
False |
False |
26 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0036 |
0.2% |
26% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5640 |
|
2.618 |
1.5493 |
|
1.618 |
1.5403 |
|
1.000 |
1.5347 |
|
0.618 |
1.5313 |
|
HIGH |
1.5257 |
|
0.618 |
1.5223 |
|
0.500 |
1.5212 |
|
0.382 |
1.5201 |
|
LOW |
1.5167 |
|
0.618 |
1.5111 |
|
1.000 |
1.5077 |
|
1.618 |
1.5021 |
|
2.618 |
1.4931 |
|
4.250 |
1.4785 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5212 |
1.5270 |
| PP |
1.5211 |
1.5250 |
| S1 |
1.5210 |
1.5229 |
|