CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5283 |
1.5234 |
-0.0049 |
-0.3% |
1.5337 |
| High |
1.5293 |
1.5283 |
-0.0010 |
-0.1% |
1.5381 |
| Low |
1.5192 |
1.5222 |
0.0030 |
0.2% |
1.5212 |
| Close |
1.5238 |
1.5263 |
0.0025 |
0.2% |
1.5225 |
| Range |
0.0101 |
0.0061 |
-0.0040 |
-39.6% |
0.0169 |
| ATR |
0.0111 |
0.0107 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
102,389 |
68,502 |
-33,887 |
-33.1% |
513,181 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5439 |
1.5412 |
1.5297 |
|
| R3 |
1.5378 |
1.5351 |
1.5280 |
|
| R2 |
1.5317 |
1.5317 |
1.5274 |
|
| R1 |
1.5290 |
1.5290 |
1.5269 |
1.5304 |
| PP |
1.5256 |
1.5256 |
1.5256 |
1.5263 |
| S1 |
1.5229 |
1.5229 |
1.5257 |
1.5243 |
| S2 |
1.5195 |
1.5195 |
1.5252 |
|
| S3 |
1.5134 |
1.5168 |
1.5246 |
|
| S4 |
1.5073 |
1.5107 |
1.5229 |
|
|
| 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 |
1.5364 |
1.5192 |
0.0172 |
1.1% |
0.0099 |
0.6% |
41% |
False |
False |
89,860 |
| 10 |
1.5406 |
1.5192 |
0.0214 |
1.4% |
0.0104 |
0.7% |
33% |
False |
False |
94,005 |
| 20 |
1.5406 |
1.5027 |
0.0379 |
2.5% |
0.0108 |
0.7% |
62% |
False |
False |
94,883 |
| 40 |
1.5406 |
1.4823 |
0.0583 |
3.8% |
0.0112 |
0.7% |
75% |
False |
False |
80,900 |
| 60 |
1.5867 |
1.4823 |
0.1044 |
6.8% |
0.0112 |
0.7% |
42% |
False |
False |
54,101 |
| 80 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0099 |
0.6% |
30% |
False |
False |
40,583 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0085 |
0.6% |
30% |
False |
False |
32,468 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0070 |
0.5% |
30% |
False |
False |
27,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5542 |
|
2.618 |
1.5443 |
|
1.618 |
1.5382 |
|
1.000 |
1.5344 |
|
0.618 |
1.5321 |
|
HIGH |
1.5283 |
|
0.618 |
1.5260 |
|
0.500 |
1.5253 |
|
0.382 |
1.5245 |
|
LOW |
1.5222 |
|
0.618 |
1.5184 |
|
1.000 |
1.5161 |
|
1.618 |
1.5123 |
|
2.618 |
1.5062 |
|
4.250 |
1.4963 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5260 |
1.5256 |
| PP |
1.5256 |
1.5249 |
| S1 |
1.5253 |
1.5243 |
|