CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 04-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5101 |
1.5126 |
0.0025 |
0.2% |
1.5223 |
| High |
1.5154 |
1.5240 |
0.0086 |
0.6% |
1.5260 |
| Low |
1.5069 |
1.5027 |
-0.0042 |
-0.3% |
1.5085 |
| Close |
1.5137 |
1.5230 |
0.0093 |
0.6% |
1.5165 |
| Range |
0.0085 |
0.0213 |
0.0128 |
150.6% |
0.0175 |
| ATR |
0.0108 |
0.0116 |
0.0007 |
6.9% |
0.0000 |
| Volume |
94,730 |
147,074 |
52,344 |
55.3% |
369,542 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5805 |
1.5730 |
1.5347 |
|
| R3 |
1.5592 |
1.5517 |
1.5289 |
|
| R2 |
1.5379 |
1.5379 |
1.5269 |
|
| R1 |
1.5304 |
1.5304 |
1.5250 |
1.5342 |
| PP |
1.5166 |
1.5166 |
1.5166 |
1.5184 |
| S1 |
1.5091 |
1.5091 |
1.5210 |
1.5129 |
| S2 |
1.4953 |
1.4953 |
1.5191 |
|
| S3 |
1.4740 |
1.4878 |
1.5171 |
|
| S4 |
1.4527 |
1.4665 |
1.5113 |
|
|
| 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 |
1.5027 |
0.0226 |
1.5% |
0.0124 |
0.8% |
90% |
False |
True |
99,108 |
| 10 |
1.5260 |
1.5027 |
0.0233 |
1.5% |
0.0111 |
0.7% |
87% |
False |
True |
98,918 |
| 20 |
1.5260 |
1.4823 |
0.0437 |
2.9% |
0.0114 |
0.7% |
93% |
False |
False |
94,383 |
| 40 |
1.5817 |
1.4823 |
0.0994 |
6.5% |
0.0117 |
0.8% |
41% |
False |
False |
48,203 |
| 60 |
1.6160 |
1.4823 |
0.1337 |
8.8% |
0.0103 |
0.7% |
30% |
False |
False |
32,155 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0087 |
0.6% |
28% |
False |
False |
24,119 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0070 |
0.5% |
28% |
False |
False |
19,295 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0058 |
0.4% |
28% |
False |
False |
16,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6145 |
|
2.618 |
1.5798 |
|
1.618 |
1.5585 |
|
1.000 |
1.5453 |
|
0.618 |
1.5372 |
|
HIGH |
1.5240 |
|
0.618 |
1.5159 |
|
0.500 |
1.5134 |
|
0.382 |
1.5108 |
|
LOW |
1.5027 |
|
0.618 |
1.4895 |
|
1.000 |
1.4814 |
|
1.618 |
1.4682 |
|
2.618 |
1.4469 |
|
4.250 |
1.4122 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5198 |
1.5200 |
| PP |
1.5166 |
1.5170 |
| S1 |
1.5134 |
1.5140 |
|