CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5174 |
1.5261 |
0.0087 |
0.6% |
1.5351 |
| High |
1.5270 |
1.5261 |
-0.0009 |
-0.1% |
1.5373 |
| Low |
1.5156 |
1.5102 |
-0.0054 |
-0.4% |
1.5155 |
| Close |
1.5259 |
1.5141 |
-0.0118 |
-0.8% |
1.5159 |
| Range |
0.0114 |
0.0159 |
0.0045 |
39.5% |
0.0218 |
| ATR |
0.0100 |
0.0104 |
0.0004 |
4.2% |
0.0000 |
| Volume |
243 |
434 |
191 |
78.6% |
1,093 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5645 |
1.5552 |
1.5228 |
|
| R3 |
1.5486 |
1.5393 |
1.5185 |
|
| R2 |
1.5327 |
1.5327 |
1.5170 |
|
| R1 |
1.5234 |
1.5234 |
1.5156 |
1.5201 |
| PP |
1.5168 |
1.5168 |
1.5168 |
1.5152 |
| S1 |
1.5075 |
1.5075 |
1.5126 |
1.5042 |
| S2 |
1.5009 |
1.5009 |
1.5112 |
|
| S3 |
1.4850 |
1.4916 |
1.5097 |
|
| S4 |
1.4691 |
1.4757 |
1.5054 |
|
|
| 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 |
1.5307 |
1.5102 |
0.0205 |
1.4% |
0.0122 |
0.8% |
19% |
False |
True |
300 |
| 10 |
1.5580 |
1.5102 |
0.0478 |
3.2% |
0.0122 |
0.8% |
8% |
False |
True |
216 |
| 20 |
1.5580 |
1.5102 |
0.0478 |
3.2% |
0.0095 |
0.6% |
8% |
False |
True |
128 |
| 40 |
1.5580 |
1.5060 |
0.0520 |
3.4% |
0.0084 |
0.6% |
16% |
False |
False |
81 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
5.0% |
0.0076 |
0.5% |
41% |
False |
False |
59 |
| 80 |
1.5840 |
1.4830 |
0.1010 |
6.7% |
0.0060 |
0.4% |
31% |
False |
False |
48 |
| 100 |
1.6231 |
1.4830 |
0.1401 |
9.3% |
0.0049 |
0.3% |
22% |
False |
False |
38 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0041 |
0.3% |
22% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5937 |
|
2.618 |
1.5677 |
|
1.618 |
1.5518 |
|
1.000 |
1.5420 |
|
0.618 |
1.5359 |
|
HIGH |
1.5261 |
|
0.618 |
1.5200 |
|
0.500 |
1.5182 |
|
0.382 |
1.5163 |
|
LOW |
1.5102 |
|
0.618 |
1.5004 |
|
1.000 |
1.4943 |
|
1.618 |
1.4845 |
|
2.618 |
1.4686 |
|
4.250 |
1.4426 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5182 |
1.5194 |
| PP |
1.5168 |
1.5176 |
| S1 |
1.5155 |
1.5159 |
|