CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 19-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5239 |
1.5276 |
0.0037 |
0.2% |
1.5337 |
| High |
1.5308 |
1.5364 |
0.0056 |
0.4% |
1.5381 |
| Low |
1.5213 |
1.5218 |
0.0005 |
0.0% |
1.5212 |
| Close |
1.5280 |
1.5225 |
-0.0055 |
-0.4% |
1.5225 |
| Range |
0.0095 |
0.0146 |
0.0051 |
53.7% |
0.0169 |
| ATR |
0.0111 |
0.0113 |
0.0003 |
2.3% |
0.0000 |
| Volume |
92,894 |
108,907 |
16,013 |
17.2% |
513,181 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5707 |
1.5612 |
1.5305 |
|
| R3 |
1.5561 |
1.5466 |
1.5265 |
|
| R2 |
1.5415 |
1.5415 |
1.5252 |
|
| R1 |
1.5320 |
1.5320 |
1.5238 |
1.5295 |
| PP |
1.5269 |
1.5269 |
1.5269 |
1.5256 |
| S1 |
1.5174 |
1.5174 |
1.5212 |
1.5149 |
| S2 |
1.5123 |
1.5123 |
1.5198 |
|
| S3 |
1.4977 |
1.5028 |
1.5185 |
|
| S4 |
1.4831 |
1.4882 |
1.5145 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5780 |
1.5671 |
1.5318 |
|
| R3 |
1.5611 |
1.5502 |
1.5271 |
|
| R2 |
1.5442 |
1.5442 |
1.5256 |
|
| R1 |
1.5333 |
1.5333 |
1.5240 |
1.5303 |
| PP |
1.5273 |
1.5273 |
1.5273 |
1.5258 |
| S1 |
1.5164 |
1.5164 |
1.5210 |
1.5134 |
| S2 |
1.5104 |
1.5104 |
1.5194 |
|
| S3 |
1.4935 |
1.4995 |
1.5179 |
|
| S4 |
1.4766 |
1.4826 |
1.5132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5381 |
1.5212 |
0.0169 |
1.1% |
0.0123 |
0.8% |
8% |
False |
False |
102,636 |
| 10 |
1.5406 |
1.5212 |
0.0194 |
1.3% |
0.0104 |
0.7% |
7% |
False |
False |
95,001 |
| 20 |
1.5406 |
1.5027 |
0.0379 |
2.5% |
0.0110 |
0.7% |
52% |
False |
False |
96,696 |
| 40 |
1.5406 |
1.4823 |
0.0583 |
3.8% |
0.0115 |
0.8% |
69% |
False |
False |
74,809 |
| 60 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0112 |
0.7% |
39% |
False |
False |
49,977 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0098 |
0.6% |
27% |
False |
False |
37,490 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0082 |
0.5% |
27% |
False |
False |
29,993 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0068 |
0.4% |
27% |
False |
False |
24,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5985 |
|
2.618 |
1.5746 |
|
1.618 |
1.5600 |
|
1.000 |
1.5510 |
|
0.618 |
1.5454 |
|
HIGH |
1.5364 |
|
0.618 |
1.5308 |
|
0.500 |
1.5291 |
|
0.382 |
1.5274 |
|
LOW |
1.5218 |
|
0.618 |
1.5128 |
|
1.000 |
1.5072 |
|
1.618 |
1.4982 |
|
2.618 |
1.4836 |
|
4.250 |
1.4598 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5291 |
1.5288 |
| PP |
1.5269 |
1.5267 |
| S1 |
1.5247 |
1.5246 |
|