CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5300 |
1.5215 |
-0.0085 |
-0.6% |
1.5563 |
| High |
1.5327 |
1.5270 |
-0.0057 |
-0.4% |
1.5594 |
| Low |
1.5202 |
1.5170 |
-0.0032 |
-0.2% |
1.5309 |
| Close |
1.5217 |
1.5217 |
0.0000 |
0.0% |
1.5352 |
| Range |
0.0125 |
0.0100 |
-0.0025 |
-20.0% |
0.0285 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
129,890 |
158,288 |
28,398 |
21.9% |
513,608 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5519 |
1.5468 |
1.5272 |
|
| R3 |
1.5419 |
1.5368 |
1.5245 |
|
| R2 |
1.5319 |
1.5319 |
1.5235 |
|
| R1 |
1.5268 |
1.5268 |
1.5226 |
1.5294 |
| PP |
1.5219 |
1.5219 |
1.5219 |
1.5232 |
| S1 |
1.5168 |
1.5168 |
1.5208 |
1.5194 |
| S2 |
1.5119 |
1.5119 |
1.5199 |
|
| S3 |
1.5019 |
1.5068 |
1.5190 |
|
| S4 |
1.4919 |
1.4968 |
1.5162 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6273 |
1.6098 |
1.5509 |
|
| R3 |
1.5988 |
1.5813 |
1.5430 |
|
| R2 |
1.5703 |
1.5703 |
1.5404 |
|
| R1 |
1.5528 |
1.5528 |
1.5378 |
1.5473 |
| PP |
1.5418 |
1.5418 |
1.5418 |
1.5391 |
| S1 |
1.5243 |
1.5243 |
1.5326 |
1.5188 |
| S2 |
1.5133 |
1.5133 |
1.5300 |
|
| S3 |
1.4848 |
1.4958 |
1.5274 |
|
| S4 |
1.4563 |
1.4673 |
1.5195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5585 |
1.5170 |
0.0415 |
2.7% |
0.0129 |
0.8% |
11% |
False |
True |
132,832 |
| 10 |
1.5599 |
1.5170 |
0.0429 |
2.8% |
0.0117 |
0.8% |
11% |
False |
True |
113,254 |
| 20 |
1.5603 |
1.5170 |
0.0433 |
2.8% |
0.0111 |
0.7% |
11% |
False |
True |
107,026 |
| 40 |
1.5603 |
1.5019 |
0.0584 |
3.8% |
0.0111 |
0.7% |
34% |
False |
False |
105,013 |
| 60 |
1.5603 |
1.4823 |
0.0780 |
5.1% |
0.0116 |
0.8% |
51% |
False |
False |
82,255 |
| 80 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0110 |
0.7% |
38% |
False |
False |
61,718 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0099 |
0.6% |
27% |
False |
False |
49,379 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0085 |
0.6% |
27% |
False |
False |
41,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5695 |
|
2.618 |
1.5532 |
|
1.618 |
1.5432 |
|
1.000 |
1.5370 |
|
0.618 |
1.5332 |
|
HIGH |
1.5270 |
|
0.618 |
1.5232 |
|
0.500 |
1.5220 |
|
0.382 |
1.5208 |
|
LOW |
1.5170 |
|
0.618 |
1.5108 |
|
1.000 |
1.5070 |
|
1.618 |
1.5008 |
|
2.618 |
1.4908 |
|
4.250 |
1.4745 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5220 |
1.5276 |
| PP |
1.5219 |
1.5256 |
| S1 |
1.5218 |
1.5237 |
|