CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 09-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5327 |
1.5257 |
-0.0070 |
-0.5% |
1.5189 |
| High |
1.5346 |
1.5337 |
-0.0009 |
-0.1% |
1.5357 |
| Low |
1.5232 |
1.5244 |
0.0012 |
0.1% |
1.5027 |
| Close |
1.5247 |
1.5330 |
0.0083 |
0.5% |
1.5332 |
| Range |
0.0114 |
0.0093 |
-0.0021 |
-18.4% |
0.0330 |
| ATR |
0.0119 |
0.0117 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
96,787 |
89,357 |
-7,430 |
-7.7% |
509,483 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5583 |
1.5549 |
1.5381 |
|
| R3 |
1.5490 |
1.5456 |
1.5356 |
|
| R2 |
1.5397 |
1.5397 |
1.5347 |
|
| R1 |
1.5363 |
1.5363 |
1.5339 |
1.5380 |
| PP |
1.5304 |
1.5304 |
1.5304 |
1.5312 |
| S1 |
1.5270 |
1.5270 |
1.5321 |
1.5287 |
| S2 |
1.5211 |
1.5211 |
1.5313 |
|
| S3 |
1.5118 |
1.5177 |
1.5304 |
|
| S4 |
1.5025 |
1.5084 |
1.5279 |
|
|
| 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% |
0.0134 |
0.9% |
92% |
False |
False |
109,545 |
| 10 |
1.5357 |
1.5027 |
0.0330 |
2.2% |
0.0115 |
0.8% |
92% |
False |
False |
96,005 |
| 20 |
1.5357 |
1.4823 |
0.0534 |
3.5% |
0.0115 |
0.7% |
95% |
False |
False |
106,112 |
| 40 |
1.5793 |
1.4823 |
0.0970 |
6.3% |
0.0120 |
0.8% |
52% |
False |
False |
55,844 |
| 60 |
1.6154 |
1.4823 |
0.1331 |
8.7% |
0.0106 |
0.7% |
38% |
False |
False |
37,253 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0091 |
0.6% |
34% |
False |
False |
27,943 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0074 |
0.5% |
34% |
False |
False |
22,355 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0061 |
0.4% |
34% |
False |
False |
18,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5732 |
|
2.618 |
1.5580 |
|
1.618 |
1.5487 |
|
1.000 |
1.5430 |
|
0.618 |
1.5394 |
|
HIGH |
1.5337 |
|
0.618 |
1.5301 |
|
0.500 |
1.5291 |
|
0.382 |
1.5280 |
|
LOW |
1.5244 |
|
0.618 |
1.5187 |
|
1.000 |
1.5151 |
|
1.618 |
1.5094 |
|
2.618 |
1.5001 |
|
4.250 |
1.4849 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5317 |
1.5312 |
| PP |
1.5304 |
1.5294 |
| S1 |
1.5291 |
1.5276 |
|