CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5286 |
1.5358 |
0.0072 |
0.5% |
1.5327 |
| High |
1.5374 |
1.5364 |
-0.0010 |
-0.1% |
1.5406 |
| Low |
1.5266 |
1.5212 |
-0.0054 |
-0.4% |
1.5232 |
| Close |
1.5363 |
1.5232 |
-0.0131 |
-0.9% |
1.5338 |
| Range |
0.0108 |
0.0152 |
0.0044 |
40.7% |
0.0174 |
| ATR |
0.0109 |
0.0112 |
0.0003 |
2.8% |
0.0000 |
| Volume |
96,945 |
122,290 |
25,345 |
26.1% |
436,835 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5725 |
1.5631 |
1.5316 |
|
| R3 |
1.5573 |
1.5479 |
1.5274 |
|
| R2 |
1.5421 |
1.5421 |
1.5260 |
|
| R1 |
1.5327 |
1.5327 |
1.5246 |
1.5298 |
| PP |
1.5269 |
1.5269 |
1.5269 |
1.5255 |
| S1 |
1.5175 |
1.5175 |
1.5218 |
1.5146 |
| S2 |
1.5117 |
1.5117 |
1.5204 |
|
| S3 |
1.4965 |
1.5023 |
1.5190 |
|
| S4 |
1.4813 |
1.4871 |
1.5148 |
|
|
| 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 |
1.5212 |
0.0194 |
1.3% |
0.0108 |
0.7% |
10% |
False |
True |
98,150 |
| 10 |
1.5406 |
1.5027 |
0.0379 |
2.5% |
0.0118 |
0.8% |
54% |
False |
False |
101,506 |
| 20 |
1.5406 |
1.5019 |
0.0387 |
2.5% |
0.0112 |
0.7% |
55% |
False |
False |
103,000 |
| 40 |
1.5429 |
1.4823 |
0.0606 |
4.0% |
0.0119 |
0.8% |
67% |
False |
False |
69,869 |
| 60 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0109 |
0.7% |
39% |
False |
False |
46,615 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0096 |
0.6% |
28% |
False |
False |
34,968 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0080 |
0.5% |
28% |
False |
False |
27,975 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0066 |
0.4% |
28% |
False |
False |
23,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6010 |
|
2.618 |
1.5762 |
|
1.618 |
1.5610 |
|
1.000 |
1.5516 |
|
0.618 |
1.5458 |
|
HIGH |
1.5364 |
|
0.618 |
1.5306 |
|
0.500 |
1.5288 |
|
0.382 |
1.5270 |
|
LOW |
1.5212 |
|
0.618 |
1.5118 |
|
1.000 |
1.5060 |
|
1.618 |
1.4966 |
|
2.618 |
1.4814 |
|
4.250 |
1.4566 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5288 |
1.5297 |
| PP |
1.5269 |
1.5275 |
| S1 |
1.5251 |
1.5254 |
|