CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5555 |
1.5530 |
-0.0025 |
-0.2% |
1.5475 |
| High |
1.5587 |
1.5599 |
0.0012 |
0.1% |
1.5603 |
| Low |
1.5493 |
1.5475 |
-0.0018 |
-0.1% |
1.5463 |
| Close |
1.5528 |
1.5560 |
0.0032 |
0.2% |
1.5560 |
| Range |
0.0094 |
0.0124 |
0.0030 |
31.9% |
0.0140 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.2% |
0.0000 |
| Volume |
103,235 |
124,343 |
21,108 |
20.4% |
516,043 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5917 |
1.5862 |
1.5628 |
|
| R3 |
1.5793 |
1.5738 |
1.5594 |
|
| R2 |
1.5669 |
1.5669 |
1.5583 |
|
| R1 |
1.5614 |
1.5614 |
1.5571 |
1.5642 |
| PP |
1.5545 |
1.5545 |
1.5545 |
1.5558 |
| S1 |
1.5490 |
1.5490 |
1.5549 |
1.5518 |
| S2 |
1.5421 |
1.5421 |
1.5537 |
|
| S3 |
1.5297 |
1.5366 |
1.5526 |
|
| S4 |
1.5173 |
1.5242 |
1.5492 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5962 |
1.5901 |
1.5637 |
|
| R3 |
1.5822 |
1.5761 |
1.5599 |
|
| R2 |
1.5682 |
1.5682 |
1.5586 |
|
| R1 |
1.5621 |
1.5621 |
1.5573 |
1.5652 |
| PP |
1.5542 |
1.5542 |
1.5542 |
1.5557 |
| S1 |
1.5481 |
1.5481 |
1.5547 |
1.5512 |
| S2 |
1.5402 |
1.5402 |
1.5534 |
|
| S3 |
1.5262 |
1.5341 |
1.5522 |
|
| S4 |
1.5122 |
1.5201 |
1.5483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5603 |
1.5463 |
0.0140 |
0.9% |
0.0094 |
0.6% |
69% |
False |
False |
103,208 |
| 10 |
1.5603 |
1.5192 |
0.0411 |
2.6% |
0.0102 |
0.7% |
90% |
False |
False |
103,375 |
| 20 |
1.5603 |
1.5192 |
0.0411 |
2.6% |
0.0103 |
0.7% |
90% |
False |
False |
99,188 |
| 40 |
1.5603 |
1.4823 |
0.0780 |
5.0% |
0.0110 |
0.7% |
94% |
False |
False |
99,391 |
| 60 |
1.5817 |
1.4823 |
0.0994 |
6.4% |
0.0114 |
0.7% |
74% |
False |
False |
67,193 |
| 80 |
1.6160 |
1.4823 |
0.1337 |
8.6% |
0.0105 |
0.7% |
55% |
False |
False |
50,410 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0092 |
0.6% |
50% |
False |
False |
40,331 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0077 |
0.5% |
50% |
False |
False |
33,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6126 |
|
2.618 |
1.5924 |
|
1.618 |
1.5800 |
|
1.000 |
1.5723 |
|
0.618 |
1.5676 |
|
HIGH |
1.5599 |
|
0.618 |
1.5552 |
|
0.500 |
1.5537 |
|
0.382 |
1.5522 |
|
LOW |
1.5475 |
|
0.618 |
1.5398 |
|
1.000 |
1.5351 |
|
1.618 |
1.5274 |
|
2.618 |
1.5150 |
|
4.250 |
1.4948 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5552 |
1.5553 |
| PP |
1.5545 |
1.5546 |
| S1 |
1.5537 |
1.5539 |
|