CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5075 |
1.5036 |
-0.0039 |
-0.3% |
1.5274 |
| High |
1.5075 |
1.5088 |
0.0013 |
0.1% |
1.5290 |
| Low |
1.5021 |
1.5036 |
0.0015 |
0.1% |
1.5155 |
| Close |
1.5021 |
1.5088 |
0.0067 |
0.4% |
1.5155 |
| Range |
0.0054 |
0.0052 |
-0.0002 |
-3.7% |
0.0135 |
| ATR |
0.0077 |
0.0077 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
30 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5227 |
1.5209 |
1.5117 |
|
| R3 |
1.5175 |
1.5157 |
1.5102 |
|
| R2 |
1.5123 |
1.5123 |
1.5098 |
|
| R1 |
1.5105 |
1.5105 |
1.5093 |
1.5114 |
| PP |
1.5071 |
1.5071 |
1.5071 |
1.5075 |
| S1 |
1.5053 |
1.5053 |
1.5083 |
1.5062 |
| S2 |
1.5019 |
1.5019 |
1.5078 |
|
| S3 |
1.4967 |
1.5001 |
1.5074 |
|
| S4 |
1.4915 |
1.4949 |
1.5059 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5605 |
1.5515 |
1.5229 |
|
| R3 |
1.5470 |
1.5380 |
1.5192 |
|
| R2 |
1.5335 |
1.5335 |
1.5180 |
|
| R1 |
1.5245 |
1.5245 |
1.5167 |
1.5223 |
| PP |
1.5200 |
1.5200 |
1.5200 |
1.5189 |
| S1 |
1.5110 |
1.5110 |
1.5143 |
1.5088 |
| S2 |
1.5065 |
1.5065 |
1.5130 |
|
| S3 |
1.4930 |
1.4975 |
1.5118 |
|
| S4 |
1.4795 |
1.4840 |
1.5081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5253 |
1.5021 |
0.0232 |
1.5% |
0.0021 |
0.1% |
29% |
False |
False |
3 |
| 10 |
1.5338 |
1.5021 |
0.0317 |
2.1% |
0.0014 |
0.1% |
21% |
False |
False |
6 |
| 20 |
1.5574 |
1.5021 |
0.0553 |
3.7% |
0.0013 |
0.1% |
12% |
False |
False |
5 |
| 40 |
1.5574 |
1.5021 |
0.0553 |
3.7% |
0.0024 |
0.2% |
12% |
False |
False |
4 |
| 60 |
1.5574 |
1.4897 |
0.0677 |
4.5% |
0.0019 |
0.1% |
28% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5309 |
|
2.618 |
1.5224 |
|
1.618 |
1.5172 |
|
1.000 |
1.5140 |
|
0.618 |
1.5120 |
|
HIGH |
1.5088 |
|
0.618 |
1.5068 |
|
0.500 |
1.5062 |
|
0.382 |
1.5056 |
|
LOW |
1.5036 |
|
0.618 |
1.5004 |
|
1.000 |
1.4984 |
|
1.618 |
1.4952 |
|
2.618 |
1.4900 |
|
4.250 |
1.4815 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5079 |
1.5085 |
| PP |
1.5071 |
1.5081 |
| S1 |
1.5062 |
1.5078 |
|