CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5126 |
1.5226 |
0.0100 |
0.7% |
1.5189 |
| High |
1.5240 |
1.5357 |
0.0117 |
0.8% |
1.5357 |
| Low |
1.5027 |
1.5194 |
0.0167 |
1.1% |
1.5027 |
| Close |
1.5230 |
1.5332 |
0.0102 |
0.7% |
1.5332 |
| Range |
0.0213 |
0.0163 |
-0.0050 |
-23.5% |
0.0330 |
| ATR |
0.0116 |
0.0119 |
0.0003 |
2.9% |
0.0000 |
| Volume |
147,074 |
119,780 |
-27,294 |
-18.6% |
509,483 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5783 |
1.5721 |
1.5422 |
|
| R3 |
1.5620 |
1.5558 |
1.5377 |
|
| R2 |
1.5457 |
1.5457 |
1.5362 |
|
| R1 |
1.5395 |
1.5395 |
1.5347 |
1.5426 |
| PP |
1.5294 |
1.5294 |
1.5294 |
1.5310 |
| S1 |
1.5232 |
1.5232 |
1.5317 |
1.5263 |
| S2 |
1.5131 |
1.5131 |
1.5302 |
|
| S3 |
1.4968 |
1.5069 |
1.5287 |
|
| S4 |
1.4805 |
1.4906 |
1.5242 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6229 |
1.6110 |
1.5514 |
|
| R3 |
1.5899 |
1.5780 |
1.5423 |
|
| R2 |
1.5569 |
1.5569 |
1.5393 |
|
| R1 |
1.5450 |
1.5450 |
1.5362 |
1.5510 |
| PP |
1.5239 |
1.5239 |
1.5239 |
1.5268 |
| S1 |
1.5120 |
1.5120 |
1.5302 |
1.5180 |
| S2 |
1.4909 |
1.4909 |
1.5272 |
|
| S3 |
1.4579 |
1.4790 |
1.5241 |
|
| S4 |
1.4249 |
1.4460 |
1.5151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5357 |
1.5027 |
0.0330 |
2.2% |
0.0138 |
0.9% |
92% |
True |
False |
101,896 |
| 10 |
1.5357 |
1.5027 |
0.0330 |
2.2% |
0.0116 |
0.8% |
92% |
True |
False |
98,392 |
| 20 |
1.5357 |
1.4823 |
0.0534 |
3.5% |
0.0116 |
0.8% |
95% |
True |
False |
99,594 |
| 40 |
1.5817 |
1.4823 |
0.0994 |
6.5% |
0.0120 |
0.8% |
51% |
False |
False |
51,196 |
| 60 |
1.6160 |
1.4823 |
0.1337 |
8.7% |
0.0105 |
0.7% |
38% |
False |
False |
34,151 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0089 |
0.6% |
34% |
False |
False |
25,616 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0072 |
0.5% |
34% |
False |
False |
20,493 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0060 |
0.4% |
34% |
False |
False |
17,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6050 |
|
2.618 |
1.5784 |
|
1.618 |
1.5621 |
|
1.000 |
1.5520 |
|
0.618 |
1.5458 |
|
HIGH |
1.5357 |
|
0.618 |
1.5295 |
|
0.500 |
1.5276 |
|
0.382 |
1.5256 |
|
LOW |
1.5194 |
|
0.618 |
1.5093 |
|
1.000 |
1.5031 |
|
1.618 |
1.4930 |
|
2.618 |
1.4767 |
|
4.250 |
1.4501 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5313 |
1.5285 |
| PP |
1.5294 |
1.5239 |
| S1 |
1.5276 |
1.5192 |
|