CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 22-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5276 |
1.5227 |
-0.0049 |
-0.3% |
1.5337 |
| High |
1.5364 |
1.5289 |
-0.0075 |
-0.5% |
1.5381 |
| Low |
1.5218 |
1.5197 |
-0.0021 |
-0.1% |
1.5212 |
| Close |
1.5225 |
1.5274 |
0.0049 |
0.3% |
1.5225 |
| Range |
0.0146 |
0.0092 |
-0.0054 |
-37.0% |
0.0169 |
| ATR |
0.0113 |
0.0112 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
108,907 |
76,609 |
-32,298 |
-29.7% |
513,181 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5529 |
1.5494 |
1.5325 |
|
| R3 |
1.5437 |
1.5402 |
1.5299 |
|
| R2 |
1.5345 |
1.5345 |
1.5291 |
|
| R1 |
1.5310 |
1.5310 |
1.5282 |
1.5328 |
| PP |
1.5253 |
1.5253 |
1.5253 |
1.5262 |
| S1 |
1.5218 |
1.5218 |
1.5266 |
1.5236 |
| S2 |
1.5161 |
1.5161 |
1.5257 |
|
| S3 |
1.5069 |
1.5126 |
1.5249 |
|
| S4 |
1.4977 |
1.5034 |
1.5223 |
|
|
| 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 |
1.5374 |
1.5197 |
0.0177 |
1.2% |
0.0119 |
0.8% |
44% |
False |
True |
99,529 |
| 10 |
1.5406 |
1.5197 |
0.0209 |
1.4% |
0.0102 |
0.7% |
37% |
False |
True |
92,983 |
| 20 |
1.5406 |
1.5027 |
0.0379 |
2.5% |
0.0110 |
0.7% |
65% |
False |
False |
95,282 |
| 40 |
1.5406 |
1.4823 |
0.0583 |
3.8% |
0.0113 |
0.7% |
77% |
False |
False |
76,697 |
| 60 |
1.5867 |
1.4823 |
0.1044 |
6.8% |
0.0112 |
0.7% |
43% |
False |
False |
51,253 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0098 |
0.6% |
31% |
False |
False |
38,448 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0083 |
0.5% |
31% |
False |
False |
30,759 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0069 |
0.5% |
31% |
False |
False |
25,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5680 |
|
2.618 |
1.5530 |
|
1.618 |
1.5438 |
|
1.000 |
1.5381 |
|
0.618 |
1.5346 |
|
HIGH |
1.5289 |
|
0.618 |
1.5254 |
|
0.500 |
1.5243 |
|
0.382 |
1.5232 |
|
LOW |
1.5197 |
|
0.618 |
1.5140 |
|
1.000 |
1.5105 |
|
1.618 |
1.5048 |
|
2.618 |
1.4956 |
|
4.250 |
1.4806 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5264 |
1.5281 |
| PP |
1.5253 |
1.5278 |
| S1 |
1.5243 |
1.5276 |
|