CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5323 |
1.5378 |
0.0055 |
0.4% |
1.5327 |
| High |
1.5406 |
1.5405 |
-0.0001 |
0.0% |
1.5406 |
| Low |
1.5310 |
1.5335 |
0.0025 |
0.2% |
1.5232 |
| Close |
1.5385 |
1.5338 |
-0.0047 |
-0.3% |
1.5338 |
| Range |
0.0096 |
0.0070 |
-0.0026 |
-27.1% |
0.0174 |
| ATR |
0.0111 |
0.0108 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
96,601 |
82,773 |
-13,828 |
-14.3% |
436,835 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5569 |
1.5524 |
1.5377 |
|
| R3 |
1.5499 |
1.5454 |
1.5357 |
|
| R2 |
1.5429 |
1.5429 |
1.5351 |
|
| R1 |
1.5384 |
1.5384 |
1.5344 |
1.5372 |
| PP |
1.5359 |
1.5359 |
1.5359 |
1.5353 |
| S1 |
1.5314 |
1.5314 |
1.5332 |
1.5302 |
| S2 |
1.5289 |
1.5289 |
1.5325 |
|
| S3 |
1.5219 |
1.5244 |
1.5319 |
|
| S4 |
1.5149 |
1.5174 |
1.5300 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5847 |
1.5767 |
1.5434 |
|
| R3 |
1.5673 |
1.5593 |
1.5386 |
|
| R2 |
1.5499 |
1.5499 |
1.5370 |
|
| R1 |
1.5419 |
1.5419 |
1.5354 |
1.5459 |
| PP |
1.5325 |
1.5325 |
1.5325 |
1.5346 |
| S1 |
1.5245 |
1.5245 |
1.5322 |
1.5285 |
| S2 |
1.5151 |
1.5151 |
1.5306 |
|
| S3 |
1.4977 |
1.5071 |
1.5290 |
|
| S4 |
1.4803 |
1.4897 |
1.5242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5406 |
1.5232 |
0.0174 |
1.1% |
0.0085 |
0.6% |
61% |
False |
False |
87,367 |
| 10 |
1.5406 |
1.5027 |
0.0379 |
2.5% |
0.0112 |
0.7% |
82% |
False |
False |
94,631 |
| 20 |
1.5406 |
1.5019 |
0.0387 |
2.5% |
0.0106 |
0.7% |
82% |
False |
False |
106,252 |
| 40 |
1.5530 |
1.4823 |
0.0707 |
4.6% |
0.0115 |
0.7% |
73% |
False |
False |
62,104 |
| 60 |
1.6022 |
1.4823 |
0.1199 |
7.8% |
0.0107 |
0.7% |
43% |
False |
False |
41,429 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0092 |
0.6% |
35% |
False |
False |
31,076 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0076 |
0.5% |
35% |
False |
False |
24,861 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0063 |
0.4% |
35% |
False |
False |
20,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5703 |
|
2.618 |
1.5588 |
|
1.618 |
1.5518 |
|
1.000 |
1.5475 |
|
0.618 |
1.5448 |
|
HIGH |
1.5405 |
|
0.618 |
1.5378 |
|
0.500 |
1.5370 |
|
0.382 |
1.5362 |
|
LOW |
1.5335 |
|
0.618 |
1.5292 |
|
1.000 |
1.5265 |
|
1.618 |
1.5222 |
|
2.618 |
1.5152 |
|
4.250 |
1.5038 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5370 |
1.5347 |
| PP |
1.5359 |
1.5344 |
| S1 |
1.5349 |
1.5341 |
|