CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5217 |
1.5101 |
-0.0116 |
-0.8% |
1.5223 |
| High |
1.5253 |
1.5154 |
-0.0099 |
-0.6% |
1.5260 |
| Low |
1.5093 |
1.5069 |
-0.0024 |
-0.2% |
1.5085 |
| Close |
1.5101 |
1.5137 |
0.0036 |
0.2% |
1.5165 |
| Range |
0.0160 |
0.0085 |
-0.0075 |
-46.9% |
0.0175 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
104,566 |
94,730 |
-9,836 |
-9.4% |
369,542 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5375 |
1.5341 |
1.5184 |
|
| R3 |
1.5290 |
1.5256 |
1.5160 |
|
| R2 |
1.5205 |
1.5205 |
1.5153 |
|
| R1 |
1.5171 |
1.5171 |
1.5145 |
1.5188 |
| PP |
1.5120 |
1.5120 |
1.5120 |
1.5129 |
| S1 |
1.5086 |
1.5086 |
1.5129 |
1.5103 |
| S2 |
1.5035 |
1.5035 |
1.5121 |
|
| S3 |
1.4950 |
1.5001 |
1.5114 |
|
| S4 |
1.4865 |
1.4916 |
1.5090 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5695 |
1.5605 |
1.5261 |
|
| R3 |
1.5520 |
1.5430 |
1.5213 |
|
| R2 |
1.5345 |
1.5345 |
1.5197 |
|
| R1 |
1.5255 |
1.5255 |
1.5181 |
1.5213 |
| PP |
1.5170 |
1.5170 |
1.5170 |
1.5149 |
| S1 |
1.5080 |
1.5080 |
1.5149 |
1.5038 |
| S2 |
1.4995 |
1.4995 |
1.5133 |
|
| S3 |
1.4820 |
1.4905 |
1.5117 |
|
| S4 |
1.4645 |
1.4730 |
1.5069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5253 |
1.5069 |
0.0184 |
1.2% |
0.0099 |
0.7% |
37% |
False |
True |
86,660 |
| 10 |
1.5260 |
1.5019 |
0.0241 |
1.6% |
0.0106 |
0.7% |
49% |
False |
False |
104,493 |
| 20 |
1.5260 |
1.4823 |
0.0437 |
2.9% |
0.0110 |
0.7% |
72% |
False |
False |
87,561 |
| 40 |
1.5817 |
1.4823 |
0.0994 |
6.6% |
0.0115 |
0.8% |
32% |
False |
False |
44,527 |
| 60 |
1.6160 |
1.4823 |
0.1337 |
8.8% |
0.0099 |
0.7% |
23% |
False |
False |
29,704 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0084 |
0.6% |
21% |
False |
False |
22,280 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0068 |
0.4% |
21% |
False |
False |
17,825 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0057 |
0.4% |
21% |
False |
False |
14,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5515 |
|
2.618 |
1.5377 |
|
1.618 |
1.5292 |
|
1.000 |
1.5239 |
|
0.618 |
1.5207 |
|
HIGH |
1.5154 |
|
0.618 |
1.5122 |
|
0.500 |
1.5112 |
|
0.382 |
1.5101 |
|
LOW |
1.5069 |
|
0.618 |
1.5016 |
|
1.000 |
1.4984 |
|
1.618 |
1.4931 |
|
2.618 |
1.4846 |
|
4.250 |
1.4708 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5129 |
1.5161 |
| PP |
1.5120 |
1.5153 |
| S1 |
1.5112 |
1.5145 |
|