CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5315 |
1.5323 |
0.0008 |
0.1% |
1.5189 |
| High |
1.5338 |
1.5406 |
0.0068 |
0.4% |
1.5357 |
| Low |
1.5287 |
1.5310 |
0.0023 |
0.2% |
1.5027 |
| Close |
1.5310 |
1.5385 |
0.0075 |
0.5% |
1.5332 |
| Range |
0.0051 |
0.0096 |
0.0045 |
88.2% |
0.0330 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
71,317 |
96,601 |
25,284 |
35.5% |
509,483 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5655 |
1.5616 |
1.5438 |
|
| R3 |
1.5559 |
1.5520 |
1.5411 |
|
| R2 |
1.5463 |
1.5463 |
1.5403 |
|
| R1 |
1.5424 |
1.5424 |
1.5394 |
1.5444 |
| PP |
1.5367 |
1.5367 |
1.5367 |
1.5377 |
| S1 |
1.5328 |
1.5328 |
1.5376 |
1.5348 |
| S2 |
1.5271 |
1.5271 |
1.5367 |
|
| S3 |
1.5175 |
1.5232 |
1.5359 |
|
| S4 |
1.5079 |
1.5136 |
1.5332 |
|
|
| 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 |
1.5406 |
1.5194 |
0.0212 |
1.4% |
0.0103 |
0.7% |
90% |
True |
False |
94,768 |
| 10 |
1.5406 |
1.5027 |
0.0379 |
2.5% |
0.0114 |
0.7% |
94% |
True |
False |
96,938 |
| 20 |
1.5406 |
1.4907 |
0.0499 |
3.2% |
0.0113 |
0.7% |
96% |
True |
False |
107,123 |
| 40 |
1.5679 |
1.4823 |
0.0856 |
5.6% |
0.0117 |
0.8% |
66% |
False |
False |
60,040 |
| 60 |
1.6080 |
1.4823 |
0.1257 |
8.2% |
0.0106 |
0.7% |
45% |
False |
False |
40,049 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0092 |
0.6% |
38% |
False |
False |
30,041 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0075 |
0.5% |
38% |
False |
False |
24,034 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0063 |
0.4% |
38% |
False |
False |
20,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5814 |
|
2.618 |
1.5657 |
|
1.618 |
1.5561 |
|
1.000 |
1.5502 |
|
0.618 |
1.5465 |
|
HIGH |
1.5406 |
|
0.618 |
1.5369 |
|
0.500 |
1.5358 |
|
0.382 |
1.5347 |
|
LOW |
1.5310 |
|
0.618 |
1.5251 |
|
1.000 |
1.5214 |
|
1.618 |
1.5155 |
|
2.618 |
1.5059 |
|
4.250 |
1.4902 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5376 |
1.5365 |
| PP |
1.5367 |
1.5345 |
| S1 |
1.5358 |
1.5325 |
|