CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5528 |
1.5555 |
0.0027 |
0.2% |
1.5227 |
| High |
1.5603 |
1.5587 |
-0.0016 |
-0.1% |
1.5495 |
| Low |
1.5522 |
1.5493 |
-0.0029 |
-0.2% |
1.5192 |
| Close |
1.5586 |
1.5528 |
-0.0058 |
-0.4% |
1.5482 |
| Range |
0.0081 |
0.0094 |
0.0013 |
16.0% |
0.0303 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
94,655 |
103,235 |
8,580 |
9.1% |
517,716 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5818 |
1.5767 |
1.5580 |
|
| R3 |
1.5724 |
1.5673 |
1.5554 |
|
| R2 |
1.5630 |
1.5630 |
1.5545 |
|
| R1 |
1.5579 |
1.5579 |
1.5537 |
1.5558 |
| PP |
1.5536 |
1.5536 |
1.5536 |
1.5525 |
| S1 |
1.5485 |
1.5485 |
1.5519 |
1.5464 |
| S2 |
1.5442 |
1.5442 |
1.5511 |
|
| S3 |
1.5348 |
1.5391 |
1.5502 |
|
| S4 |
1.5254 |
1.5297 |
1.5476 |
|
|
| 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 |
1.5414 |
0.0189 |
1.2% |
0.0085 |
0.5% |
60% |
False |
False |
98,030 |
| 10 |
1.5603 |
1.5192 |
0.0411 |
2.6% |
0.0105 |
0.7% |
82% |
False |
False |
101,832 |
| 20 |
1.5603 |
1.5192 |
0.0411 |
2.6% |
0.0105 |
0.7% |
82% |
False |
False |
98,960 |
| 40 |
1.5603 |
1.4823 |
0.0780 |
5.0% |
0.0110 |
0.7% |
90% |
False |
False |
96,672 |
| 60 |
1.5817 |
1.4823 |
0.0994 |
6.4% |
0.0113 |
0.7% |
71% |
False |
False |
65,122 |
| 80 |
1.6160 |
1.4823 |
0.1337 |
8.6% |
0.0103 |
0.7% |
53% |
False |
False |
48,856 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0091 |
0.6% |
48% |
False |
False |
39,087 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0076 |
0.5% |
48% |
False |
False |
32,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5987 |
|
2.618 |
1.5833 |
|
1.618 |
1.5739 |
|
1.000 |
1.5681 |
|
0.618 |
1.5645 |
|
HIGH |
1.5587 |
|
0.618 |
1.5551 |
|
0.500 |
1.5540 |
|
0.382 |
1.5529 |
|
LOW |
1.5493 |
|
0.618 |
1.5435 |
|
1.000 |
1.5399 |
|
1.618 |
1.5341 |
|
2.618 |
1.5247 |
|
4.250 |
1.5094 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5540 |
1.5533 |
| PP |
1.5536 |
1.5531 |
| S1 |
1.5532 |
1.5530 |
|