CME British Pound Future June 2013
Trading Metrics calculated at close of trading on 15-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1.5378 |
1.5337 |
-0.0041 |
-0.3% |
1.5327 |
High |
1.5405 |
1.5381 |
-0.0024 |
-0.2% |
1.5406 |
Low |
1.5335 |
1.5265 |
-0.0070 |
-0.5% |
1.5232 |
Close |
1.5338 |
1.5273 |
-0.0065 |
-0.4% |
1.5338 |
Range |
0.0070 |
0.0116 |
0.0046 |
65.7% |
0.0174 |
ATR |
0.0108 |
0.0109 |
0.0001 |
0.5% |
0.0000 |
Volume |
82,773 |
92,145 |
9,372 |
11.3% |
436,835 |
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5654 |
1.5580 |
1.5337 |
|
R3 |
1.5538 |
1.5464 |
1.5305 |
|
R2 |
1.5422 |
1.5422 |
1.5294 |
|
R1 |
1.5348 |
1.5348 |
1.5284 |
1.5327 |
PP |
1.5306 |
1.5306 |
1.5306 |
1.5296 |
S1 |
1.5232 |
1.5232 |
1.5262 |
1.5211 |
S2 |
1.5190 |
1.5190 |
1.5252 |
|
S3 |
1.5074 |
1.5116 |
1.5241 |
|
S4 |
1.4958 |
1.5000 |
1.5209 |
|
|
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 |
1.5244 |
0.0162 |
1.1% |
0.0085 |
0.6% |
18% |
False |
False |
86,438 |
10 |
1.5406 |
1.5027 |
0.0379 |
2.5% |
0.0116 |
0.8% |
65% |
False |
False |
99,513 |
20 |
1.5406 |
1.5019 |
0.0387 |
2.5% |
0.0106 |
0.7% |
66% |
False |
False |
103,062 |
40 |
1.5530 |
1.4823 |
0.0707 |
4.6% |
0.0116 |
0.8% |
64% |
False |
False |
64,402 |
60 |
1.6003 |
1.4823 |
0.1180 |
7.7% |
0.0108 |
0.7% |
38% |
False |
False |
42,964 |
80 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0094 |
0.6% |
30% |
False |
False |
32,227 |
100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0077 |
0.5% |
30% |
False |
False |
25,783 |
120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0064 |
0.4% |
30% |
False |
False |
21,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5874 |
2.618 |
1.5685 |
1.618 |
1.5569 |
1.000 |
1.5497 |
0.618 |
1.5453 |
HIGH |
1.5381 |
0.618 |
1.5337 |
0.500 |
1.5323 |
0.382 |
1.5309 |
LOW |
1.5265 |
0.618 |
1.5193 |
1.000 |
1.5149 |
1.618 |
1.5077 |
2.618 |
1.4961 |
4.250 |
1.4772 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5323 |
1.5336 |
PP |
1.5306 |
1.5315 |
S1 |
1.5290 |
1.5294 |
|