CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5538 |
1.5478 |
-0.0060 |
-0.4% |
1.5475 |
| High |
1.5549 |
1.5589 |
0.0040 |
0.3% |
1.5603 |
| Low |
1.5442 |
1.5468 |
0.0026 |
0.2% |
1.5463 |
| Close |
1.5484 |
1.5539 |
0.0055 |
0.4% |
1.5560 |
| Range |
0.0107 |
0.0121 |
0.0014 |
13.1% |
0.0140 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
1.1% |
0.0000 |
| Volume |
87,379 |
106,624 |
19,245 |
22.0% |
516,043 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5895 |
1.5838 |
1.5606 |
|
| R3 |
1.5774 |
1.5717 |
1.5572 |
|
| R2 |
1.5653 |
1.5653 |
1.5561 |
|
| R1 |
1.5596 |
1.5596 |
1.5550 |
1.5625 |
| PP |
1.5532 |
1.5532 |
1.5532 |
1.5546 |
| S1 |
1.5475 |
1.5475 |
1.5528 |
1.5504 |
| S2 |
1.5411 |
1.5411 |
1.5517 |
|
| S3 |
1.5290 |
1.5354 |
1.5506 |
|
| S4 |
1.5169 |
1.5233 |
1.5472 |
|
|
| 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 |
1.5599 |
1.5442 |
0.0157 |
1.0% |
0.0105 |
0.7% |
62% |
False |
False |
93,677 |
| 10 |
1.5603 |
1.5259 |
0.0344 |
2.2% |
0.0107 |
0.7% |
81% |
False |
False |
102,706 |
| 20 |
1.5603 |
1.5192 |
0.0411 |
2.6% |
0.0106 |
0.7% |
84% |
False |
False |
98,356 |
| 40 |
1.5603 |
1.4884 |
0.0719 |
4.6% |
0.0109 |
0.7% |
91% |
False |
False |
102,524 |
| 60 |
1.5679 |
1.4823 |
0.0856 |
5.5% |
0.0113 |
0.7% |
84% |
False |
False |
71,202 |
| 80 |
1.6103 |
1.4823 |
0.1280 |
8.2% |
0.0106 |
0.7% |
56% |
False |
False |
53,419 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0094 |
0.6% |
48% |
False |
False |
42,738 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0079 |
0.5% |
48% |
False |
False |
35,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6103 |
|
2.618 |
1.5906 |
|
1.618 |
1.5785 |
|
1.000 |
1.5710 |
|
0.618 |
1.5664 |
|
HIGH |
1.5589 |
|
0.618 |
1.5543 |
|
0.500 |
1.5529 |
|
0.382 |
1.5514 |
|
LOW |
1.5468 |
|
0.618 |
1.5393 |
|
1.000 |
1.5347 |
|
1.618 |
1.5272 |
|
2.618 |
1.5151 |
|
4.250 |
1.4954 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5536 |
1.5532 |
| PP |
1.5532 |
1.5525 |
| S1 |
1.5529 |
1.5518 |
|