CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 30-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5475 |
1.5490 |
0.0015 |
0.1% |
1.5227 |
| High |
1.5542 |
1.5564 |
0.0022 |
0.1% |
1.5495 |
| Low |
1.5472 |
1.5463 |
-0.0009 |
-0.1% |
1.5192 |
| Close |
1.5486 |
1.5526 |
0.0040 |
0.3% |
1.5482 |
| Range |
0.0070 |
0.0101 |
0.0031 |
44.3% |
0.0303 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
87,762 |
106,048 |
18,286 |
20.8% |
517,716 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5821 |
1.5774 |
1.5582 |
|
| R3 |
1.5720 |
1.5673 |
1.5554 |
|
| R2 |
1.5619 |
1.5619 |
1.5545 |
|
| R1 |
1.5572 |
1.5572 |
1.5535 |
1.5596 |
| PP |
1.5518 |
1.5518 |
1.5518 |
1.5529 |
| S1 |
1.5471 |
1.5471 |
1.5517 |
1.5495 |
| S2 |
1.5417 |
1.5417 |
1.5507 |
|
| S3 |
1.5316 |
1.5370 |
1.5498 |
|
| S4 |
1.5215 |
1.5269 |
1.5470 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6299 |
1.6193 |
1.5649 |
|
| R3 |
1.5996 |
1.5890 |
1.5565 |
|
| R2 |
1.5693 |
1.5693 |
1.5538 |
|
| R1 |
1.5587 |
1.5587 |
1.5510 |
1.5640 |
| PP |
1.5390 |
1.5390 |
1.5390 |
1.5416 |
| S1 |
1.5284 |
1.5284 |
1.5454 |
1.5337 |
| S2 |
1.5087 |
1.5087 |
1.5426 |
|
| S3 |
1.4784 |
1.4981 |
1.5399 |
|
| S4 |
1.4481 |
1.4678 |
1.5315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5564 |
1.5222 |
0.0342 |
2.2% |
0.0106 |
0.7% |
89% |
True |
False |
106,505 |
| 10 |
1.5564 |
1.5192 |
0.0372 |
2.4% |
0.0112 |
0.7% |
90% |
True |
False |
103,561 |
| 20 |
1.5564 |
1.5027 |
0.0537 |
3.5% |
0.0111 |
0.7% |
93% |
True |
False |
101,156 |
| 40 |
1.5564 |
1.4823 |
0.0741 |
4.8% |
0.0111 |
0.7% |
95% |
True |
False |
92,097 |
| 60 |
1.5817 |
1.4823 |
0.0994 |
6.4% |
0.0114 |
0.7% |
71% |
False |
False |
61,828 |
| 80 |
1.6160 |
1.4823 |
0.1337 |
8.6% |
0.0102 |
0.7% |
53% |
False |
False |
46,383 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0089 |
0.6% |
48% |
False |
False |
37,108 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0074 |
0.5% |
48% |
False |
False |
30,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5993 |
|
2.618 |
1.5828 |
|
1.618 |
1.5727 |
|
1.000 |
1.5665 |
|
0.618 |
1.5626 |
|
HIGH |
1.5564 |
|
0.618 |
1.5525 |
|
0.500 |
1.5514 |
|
0.382 |
1.5502 |
|
LOW |
1.5463 |
|
0.618 |
1.5401 |
|
1.000 |
1.5362 |
|
1.618 |
1.5300 |
|
2.618 |
1.5199 |
|
4.250 |
1.5034 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5522 |
1.5514 |
| PP |
1.5518 |
1.5501 |
| S1 |
1.5514 |
1.5489 |
|