CME British Pound Future June 2013
Trading Metrics calculated at close of trading on 18-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1.5358 |
1.5239 |
-0.0119 |
-0.8% |
1.5327 |
High |
1.5364 |
1.5308 |
-0.0056 |
-0.4% |
1.5406 |
Low |
1.5212 |
1.5213 |
0.0001 |
0.0% |
1.5232 |
Close |
1.5232 |
1.5280 |
0.0048 |
0.3% |
1.5338 |
Range |
0.0152 |
0.0095 |
-0.0057 |
-37.5% |
0.0174 |
ATR |
0.0112 |
0.0111 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
122,290 |
92,894 |
-29,396 |
-24.0% |
436,835 |
|
Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5552 |
1.5511 |
1.5332 |
|
R3 |
1.5457 |
1.5416 |
1.5306 |
|
R2 |
1.5362 |
1.5362 |
1.5297 |
|
R1 |
1.5321 |
1.5321 |
1.5289 |
1.5342 |
PP |
1.5267 |
1.5267 |
1.5267 |
1.5277 |
S1 |
1.5226 |
1.5226 |
1.5271 |
1.5247 |
S2 |
1.5172 |
1.5172 |
1.5263 |
|
S3 |
1.5077 |
1.5131 |
1.5254 |
|
S4 |
1.4982 |
1.5036 |
1.5228 |
|
|
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 |
1.5405 |
1.5212 |
0.0193 |
1.3% |
0.0108 |
0.7% |
35% |
False |
False |
97,409 |
10 |
1.5406 |
1.5194 |
0.0212 |
1.4% |
0.0106 |
0.7% |
41% |
False |
False |
96,088 |
20 |
1.5406 |
1.5027 |
0.0379 |
2.5% |
0.0109 |
0.7% |
67% |
False |
False |
97,503 |
40 |
1.5406 |
1.4823 |
0.0583 |
3.8% |
0.0115 |
0.8% |
78% |
False |
False |
72,127 |
60 |
1.5867 |
1.4823 |
0.1044 |
6.8% |
0.0110 |
0.7% |
44% |
False |
False |
48,163 |
80 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0097 |
0.6% |
31% |
False |
False |
36,129 |
100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0081 |
0.5% |
31% |
False |
False |
28,904 |
120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0067 |
0.4% |
31% |
False |
False |
24,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5712 |
2.618 |
1.5557 |
1.618 |
1.5462 |
1.000 |
1.5403 |
0.618 |
1.5367 |
HIGH |
1.5308 |
0.618 |
1.5272 |
0.500 |
1.5261 |
0.382 |
1.5249 |
LOW |
1.5213 |
0.618 |
1.5154 |
1.000 |
1.5118 |
1.618 |
1.5059 |
2.618 |
1.4964 |
4.250 |
1.4809 |
|
|
Fisher Pivots for day following 18-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1.5274 |
1.5293 |
PP |
1.5267 |
1.5289 |
S1 |
1.5261 |
1.5284 |
|