CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5215 |
1.5223 |
0.0008 |
0.1% |
1.5563 |
| High |
1.5270 |
1.5320 |
0.0050 |
0.3% |
1.5594 |
| Low |
1.5170 |
1.5194 |
0.0024 |
0.2% |
1.5309 |
| Close |
1.5217 |
1.5303 |
0.0086 |
0.6% |
1.5352 |
| Range |
0.0100 |
0.0126 |
0.0026 |
26.0% |
0.0285 |
| ATR |
0.0113 |
0.0114 |
0.0001 |
0.8% |
0.0000 |
| Volume |
158,288 |
119,642 |
-38,646 |
-24.4% |
513,608 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5650 |
1.5603 |
1.5372 |
|
| R3 |
1.5524 |
1.5477 |
1.5338 |
|
| R2 |
1.5398 |
1.5398 |
1.5326 |
|
| R1 |
1.5351 |
1.5351 |
1.5315 |
1.5375 |
| PP |
1.5272 |
1.5272 |
1.5272 |
1.5284 |
| S1 |
1.5225 |
1.5225 |
1.5291 |
1.5249 |
| S2 |
1.5146 |
1.5146 |
1.5280 |
|
| S3 |
1.5020 |
1.5099 |
1.5268 |
|
| S4 |
1.4894 |
1.4973 |
1.5234 |
|
|
| 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 |
1.5454 |
1.5170 |
0.0284 |
1.9% |
0.0121 |
0.8% |
47% |
False |
False |
130,371 |
| 10 |
1.5599 |
1.5170 |
0.0429 |
2.8% |
0.0120 |
0.8% |
31% |
False |
False |
114,895 |
| 20 |
1.5603 |
1.5170 |
0.0433 |
2.8% |
0.0112 |
0.7% |
31% |
False |
False |
108,363 |
| 40 |
1.5603 |
1.5027 |
0.0576 |
3.8% |
0.0110 |
0.7% |
48% |
False |
False |
102,933 |
| 60 |
1.5603 |
1.4823 |
0.0780 |
5.1% |
0.0114 |
0.7% |
62% |
False |
False |
84,206 |
| 80 |
1.5867 |
1.4823 |
0.1044 |
6.8% |
0.0110 |
0.7% |
46% |
False |
False |
63,213 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0100 |
0.7% |
32% |
False |
False |
50,576 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0086 |
0.6% |
32% |
False |
False |
42,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5856 |
|
2.618 |
1.5650 |
|
1.618 |
1.5524 |
|
1.000 |
1.5446 |
|
0.618 |
1.5398 |
|
HIGH |
1.5320 |
|
0.618 |
1.5272 |
|
0.500 |
1.5257 |
|
0.382 |
1.5242 |
|
LOW |
1.5194 |
|
0.618 |
1.5116 |
|
1.000 |
1.5068 |
|
1.618 |
1.4990 |
|
2.618 |
1.4864 |
|
4.250 |
1.4659 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5288 |
1.5285 |
| PP |
1.5272 |
1.5267 |
| S1 |
1.5257 |
1.5249 |
|