CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5266 |
1.5174 |
-0.0092 |
-0.6% |
1.5351 |
| High |
1.5286 |
1.5270 |
-0.0016 |
-0.1% |
1.5373 |
| Low |
1.5155 |
1.5156 |
0.0001 |
0.0% |
1.5155 |
| Close |
1.5159 |
1.5259 |
0.0100 |
0.7% |
1.5159 |
| Range |
0.0131 |
0.0114 |
-0.0017 |
-13.0% |
0.0218 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
1.1% |
0.0000 |
| Volume |
220 |
243 |
23 |
10.5% |
1,093 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5570 |
1.5529 |
1.5322 |
|
| R3 |
1.5456 |
1.5415 |
1.5290 |
|
| R2 |
1.5342 |
1.5342 |
1.5280 |
|
| R1 |
1.5301 |
1.5301 |
1.5269 |
1.5322 |
| PP |
1.5228 |
1.5228 |
1.5228 |
1.5239 |
| S1 |
1.5187 |
1.5187 |
1.5249 |
1.5208 |
| S2 |
1.5114 |
1.5114 |
1.5238 |
|
| S3 |
1.5000 |
1.5073 |
1.5228 |
|
| S4 |
1.4886 |
1.4959 |
1.5196 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5883 |
1.5739 |
1.5279 |
|
| R3 |
1.5665 |
1.5521 |
1.5219 |
|
| R2 |
1.5447 |
1.5447 |
1.5199 |
|
| R1 |
1.5303 |
1.5303 |
1.5179 |
1.5266 |
| PP |
1.5229 |
1.5229 |
1.5229 |
1.5211 |
| S1 |
1.5085 |
1.5085 |
1.5139 |
1.5048 |
| S2 |
1.5011 |
1.5011 |
1.5119 |
|
| S3 |
1.4793 |
1.4867 |
1.5099 |
|
| S4 |
1.4575 |
1.4649 |
1.5039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5310 |
1.5155 |
0.0155 |
1.0% |
0.0113 |
0.7% |
67% |
False |
False |
228 |
| 10 |
1.5580 |
1.5155 |
0.0425 |
2.8% |
0.0115 |
0.8% |
24% |
False |
False |
175 |
| 20 |
1.5580 |
1.5155 |
0.0425 |
2.8% |
0.0091 |
0.6% |
24% |
False |
False |
107 |
| 40 |
1.5580 |
1.5060 |
0.0520 |
3.4% |
0.0083 |
0.5% |
38% |
False |
False |
71 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
4.9% |
0.0074 |
0.5% |
57% |
False |
False |
52 |
| 80 |
1.5840 |
1.4830 |
0.1010 |
6.6% |
0.0058 |
0.4% |
42% |
False |
False |
42 |
| 100 |
1.6231 |
1.4830 |
0.1401 |
9.2% |
0.0047 |
0.3% |
31% |
False |
False |
34 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0039 |
0.3% |
30% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5755 |
|
2.618 |
1.5568 |
|
1.618 |
1.5454 |
|
1.000 |
1.5384 |
|
0.618 |
1.5340 |
|
HIGH |
1.5270 |
|
0.618 |
1.5226 |
|
0.500 |
1.5213 |
|
0.382 |
1.5200 |
|
LOW |
1.5156 |
|
0.618 |
1.5086 |
|
1.000 |
1.5042 |
|
1.618 |
1.4972 |
|
2.618 |
1.4858 |
|
4.250 |
1.4672 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5244 |
1.5250 |
| PP |
1.5228 |
1.5240 |
| S1 |
1.5213 |
1.5231 |
|