CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5563 |
1.5538 |
-0.0025 |
-0.2% |
1.5475 |
| High |
1.5594 |
1.5549 |
-0.0045 |
-0.3% |
1.5603 |
| Low |
1.5517 |
1.5442 |
-0.0075 |
-0.5% |
1.5463 |
| Close |
1.5542 |
1.5484 |
-0.0058 |
-0.4% |
1.5560 |
| Range |
0.0077 |
0.0107 |
0.0030 |
39.0% |
0.0140 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
0.1% |
0.0000 |
| Volume |
46,804 |
87,379 |
40,575 |
86.7% |
516,043 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5813 |
1.5755 |
1.5543 |
|
| R3 |
1.5706 |
1.5648 |
1.5513 |
|
| R2 |
1.5599 |
1.5599 |
1.5504 |
|
| R1 |
1.5541 |
1.5541 |
1.5494 |
1.5517 |
| PP |
1.5492 |
1.5492 |
1.5492 |
1.5479 |
| S1 |
1.5434 |
1.5434 |
1.5474 |
1.5410 |
| S2 |
1.5385 |
1.5385 |
1.5464 |
|
| S3 |
1.5278 |
1.5327 |
1.5455 |
|
| S4 |
1.5171 |
1.5220 |
1.5425 |
|
|
| 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 |
1.5442 |
0.0161 |
1.0% |
0.0097 |
0.6% |
26% |
False |
True |
91,283 |
| 10 |
1.5603 |
1.5222 |
0.0381 |
2.5% |
0.0101 |
0.7% |
69% |
False |
False |
98,894 |
| 20 |
1.5603 |
1.5192 |
0.0411 |
2.7% |
0.0102 |
0.7% |
71% |
False |
False |
96,590 |
| 40 |
1.5603 |
1.4823 |
0.0780 |
5.0% |
0.0108 |
0.7% |
85% |
False |
False |
101,351 |
| 60 |
1.5793 |
1.4823 |
0.0970 |
6.3% |
0.0114 |
0.7% |
68% |
False |
False |
69,426 |
| 80 |
1.6154 |
1.4823 |
0.1331 |
8.6% |
0.0105 |
0.7% |
50% |
False |
False |
52,087 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0093 |
0.6% |
45% |
False |
False |
41,672 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0078 |
0.5% |
45% |
False |
False |
34,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6004 |
|
2.618 |
1.5829 |
|
1.618 |
1.5722 |
|
1.000 |
1.5656 |
|
0.618 |
1.5615 |
|
HIGH |
1.5549 |
|
0.618 |
1.5508 |
|
0.500 |
1.5496 |
|
0.382 |
1.5483 |
|
LOW |
1.5442 |
|
0.618 |
1.5376 |
|
1.000 |
1.5335 |
|
1.618 |
1.5269 |
|
2.618 |
1.5162 |
|
4.250 |
1.4987 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5496 |
1.5521 |
| PP |
1.5492 |
1.5508 |
| S1 |
1.5488 |
1.5496 |
|