CME British Pound Future December 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5100 |
1.5048 |
-0.0052 |
-0.3% |
1.5253 |
| High |
1.5110 |
1.5048 |
-0.0062 |
-0.4% |
1.5253 |
| Low |
1.5098 |
1.5048 |
-0.0050 |
-0.3% |
1.5021 |
| Close |
1.5098 |
1.5048 |
-0.0050 |
-0.3% |
1.5098 |
| Range |
0.0012 |
0.0000 |
-0.0012 |
-100.0% |
0.0232 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
5 |
15 |
10 |
200.0% |
16 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5048 |
1.5048 |
1.5048 |
|
| R3 |
1.5048 |
1.5048 |
1.5048 |
|
| R2 |
1.5048 |
1.5048 |
1.5048 |
|
| R1 |
1.5048 |
1.5048 |
1.5048 |
1.5048 |
| PP |
1.5048 |
1.5048 |
1.5048 |
1.5048 |
| S1 |
1.5048 |
1.5048 |
1.5048 |
1.5048 |
| S2 |
1.5048 |
1.5048 |
1.5048 |
|
| S3 |
1.5048 |
1.5048 |
1.5048 |
|
| S4 |
1.5048 |
1.5048 |
1.5048 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5820 |
1.5691 |
1.5226 |
|
| R3 |
1.5588 |
1.5459 |
1.5162 |
|
| R2 |
1.5356 |
1.5356 |
1.5141 |
|
| R1 |
1.5227 |
1.5227 |
1.5119 |
1.5176 |
| PP |
1.5124 |
1.5124 |
1.5124 |
1.5098 |
| S1 |
1.4995 |
1.4995 |
1.5077 |
1.4944 |
| S2 |
1.4892 |
1.4892 |
1.5055 |
|
| S3 |
1.4660 |
1.4763 |
1.5034 |
|
| S4 |
1.4428 |
1.4531 |
1.4970 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5135 |
1.5021 |
0.0114 |
0.8% |
0.0024 |
0.2% |
24% |
False |
False |
5 |
| 10 |
1.5290 |
1.5021 |
0.0269 |
1.8% |
0.0012 |
0.1% |
10% |
False |
False |
5 |
| 20 |
1.5574 |
1.5021 |
0.0553 |
3.7% |
0.0013 |
0.1% |
5% |
False |
False |
6 |
| 40 |
1.5574 |
1.5021 |
0.0553 |
3.7% |
0.0024 |
0.2% |
5% |
False |
False |
4 |
| 60 |
1.5574 |
1.4897 |
0.0677 |
4.5% |
0.0019 |
0.1% |
22% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5048 |
|
2.618 |
1.5048 |
|
1.618 |
1.5048 |
|
1.000 |
1.5048 |
|
0.618 |
1.5048 |
|
HIGH |
1.5048 |
|
0.618 |
1.5048 |
|
0.500 |
1.5048 |
|
0.382 |
1.5048 |
|
LOW |
1.5048 |
|
0.618 |
1.5048 |
|
1.000 |
1.5048 |
|
1.618 |
1.5048 |
|
2.618 |
1.5048 |
|
4.250 |
1.5048 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5048 |
1.5073 |
| PP |
1.5048 |
1.5065 |
| S1 |
1.5048 |
1.5056 |
|