CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5019 |
1.5111 |
0.0092 |
0.6% |
1.5174 |
| High |
1.5136 |
1.5224 |
0.0088 |
0.6% |
1.5270 |
| Low |
1.4999 |
1.5105 |
0.0106 |
0.7% |
1.5007 |
| Close |
1.5114 |
1.5210 |
0.0096 |
0.6% |
1.5104 |
| Range |
0.0137 |
0.0119 |
-0.0018 |
-13.1% |
0.0263 |
| ATR |
0.0108 |
0.0109 |
0.0001 |
0.7% |
0.0000 |
| Volume |
483 |
3,308 |
2,825 |
584.9% |
2,105 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5537 |
1.5492 |
1.5275 |
|
| R3 |
1.5418 |
1.5373 |
1.5243 |
|
| R2 |
1.5299 |
1.5299 |
1.5232 |
|
| R1 |
1.5254 |
1.5254 |
1.5221 |
1.5277 |
| PP |
1.5180 |
1.5180 |
1.5180 |
1.5191 |
| S1 |
1.5135 |
1.5135 |
1.5199 |
1.5158 |
| S2 |
1.5061 |
1.5061 |
1.5188 |
|
| S3 |
1.4942 |
1.5016 |
1.5177 |
|
| S4 |
1.4823 |
1.4897 |
1.5145 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5916 |
1.5773 |
1.5249 |
|
| R3 |
1.5653 |
1.5510 |
1.5176 |
|
| R2 |
1.5390 |
1.5390 |
1.5152 |
|
| R1 |
1.5247 |
1.5247 |
1.5128 |
1.5187 |
| PP |
1.5127 |
1.5127 |
1.5127 |
1.5097 |
| S1 |
1.4984 |
1.4984 |
1.5080 |
1.4924 |
| S2 |
1.4864 |
1.4864 |
1.5056 |
|
| S3 |
1.4601 |
1.4721 |
1.5032 |
|
| S4 |
1.4338 |
1.4458 |
1.4959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5224 |
1.4999 |
0.0225 |
1.5% |
0.0110 |
0.7% |
94% |
True |
False |
1,082 |
| 10 |
1.5307 |
1.4999 |
0.0308 |
2.0% |
0.0122 |
0.8% |
69% |
False |
False |
694 |
| 20 |
1.5580 |
1.4999 |
0.0581 |
3.8% |
0.0111 |
0.7% |
36% |
False |
False |
401 |
| 40 |
1.5580 |
1.4999 |
0.0581 |
3.8% |
0.0092 |
0.6% |
36% |
False |
False |
220 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
4.9% |
0.0082 |
0.5% |
51% |
False |
False |
154 |
| 80 |
1.5781 |
1.4830 |
0.0951 |
6.3% |
0.0068 |
0.4% |
40% |
False |
False |
118 |
| 100 |
1.6137 |
1.4830 |
0.1307 |
8.6% |
0.0056 |
0.4% |
29% |
False |
False |
95 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0046 |
0.3% |
26% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5730 |
|
2.618 |
1.5536 |
|
1.618 |
1.5417 |
|
1.000 |
1.5343 |
|
0.618 |
1.5298 |
|
HIGH |
1.5224 |
|
0.618 |
1.5179 |
|
0.500 |
1.5165 |
|
0.382 |
1.5150 |
|
LOW |
1.5105 |
|
0.618 |
1.5031 |
|
1.000 |
1.4986 |
|
1.618 |
1.4912 |
|
2.618 |
1.4793 |
|
4.250 |
1.4599 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5195 |
1.5177 |
| PP |
1.5180 |
1.5144 |
| S1 |
1.5165 |
1.5112 |
|