CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5490 |
1.5528 |
0.0038 |
0.2% |
1.5227 |
| High |
1.5564 |
1.5603 |
0.0039 |
0.3% |
1.5495 |
| Low |
1.5463 |
1.5522 |
0.0059 |
0.4% |
1.5192 |
| Close |
1.5526 |
1.5586 |
0.0060 |
0.4% |
1.5482 |
| Range |
0.0101 |
0.0081 |
-0.0020 |
-19.8% |
0.0303 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
106,048 |
94,655 |
-11,393 |
-10.7% |
517,716 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5813 |
1.5781 |
1.5631 |
|
| R3 |
1.5732 |
1.5700 |
1.5608 |
|
| R2 |
1.5651 |
1.5651 |
1.5601 |
|
| R1 |
1.5619 |
1.5619 |
1.5593 |
1.5635 |
| PP |
1.5570 |
1.5570 |
1.5570 |
1.5579 |
| S1 |
1.5538 |
1.5538 |
1.5579 |
1.5554 |
| S2 |
1.5489 |
1.5489 |
1.5571 |
|
| S3 |
1.5408 |
1.5457 |
1.5564 |
|
| S4 |
1.5327 |
1.5376 |
1.5541 |
|
|
| 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 |
1.5603 |
1.5259 |
0.0344 |
2.2% |
0.0110 |
0.7% |
95% |
True |
False |
111,736 |
| 10 |
1.5603 |
1.5192 |
0.0411 |
2.6% |
0.0105 |
0.7% |
96% |
True |
False |
100,798 |
| 20 |
1.5603 |
1.5027 |
0.0576 |
3.7% |
0.0111 |
0.7% |
97% |
True |
False |
101,152 |
| 40 |
1.5603 |
1.4823 |
0.0780 |
5.0% |
0.0110 |
0.7% |
98% |
True |
False |
94,357 |
| 60 |
1.5817 |
1.4823 |
0.0994 |
6.4% |
0.0114 |
0.7% |
77% |
False |
False |
63,402 |
| 80 |
1.6160 |
1.4823 |
0.1337 |
8.6% |
0.0102 |
0.7% |
57% |
False |
False |
47,566 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0090 |
0.6% |
52% |
False |
False |
38,055 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0075 |
0.5% |
52% |
False |
False |
31,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5947 |
|
2.618 |
1.5815 |
|
1.618 |
1.5734 |
|
1.000 |
1.5684 |
|
0.618 |
1.5653 |
|
HIGH |
1.5603 |
|
0.618 |
1.5572 |
|
0.500 |
1.5563 |
|
0.382 |
1.5553 |
|
LOW |
1.5522 |
|
0.618 |
1.5472 |
|
1.000 |
1.5441 |
|
1.618 |
1.5391 |
|
2.618 |
1.5310 |
|
4.250 |
1.5178 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5578 |
1.5568 |
| PP |
1.5570 |
1.5551 |
| S1 |
1.5563 |
1.5533 |
|