CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5223 |
1.5271 |
0.0048 |
0.3% |
1.5355 |
| High |
1.5320 |
1.5303 |
-0.0017 |
-0.1% |
1.5382 |
| Low |
1.5194 |
1.5154 |
-0.0040 |
-0.3% |
1.5154 |
| Close |
1.5303 |
1.5167 |
-0.0136 |
-0.9% |
1.5167 |
| Range |
0.0126 |
0.0149 |
0.0023 |
18.3% |
0.0228 |
| ATR |
0.0114 |
0.0116 |
0.0003 |
2.2% |
0.0000 |
| Volume |
119,642 |
117,000 |
-2,642 |
-2.2% |
628,002 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5655 |
1.5560 |
1.5249 |
|
| R3 |
1.5506 |
1.5411 |
1.5208 |
|
| R2 |
1.5357 |
1.5357 |
1.5194 |
|
| R1 |
1.5262 |
1.5262 |
1.5181 |
1.5235 |
| PP |
1.5208 |
1.5208 |
1.5208 |
1.5195 |
| S1 |
1.5113 |
1.5113 |
1.5153 |
1.5086 |
| S2 |
1.5059 |
1.5059 |
1.5140 |
|
| S3 |
1.4910 |
1.4964 |
1.5126 |
|
| S4 |
1.4761 |
1.4815 |
1.5085 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5918 |
1.5771 |
1.5292 |
|
| R3 |
1.5690 |
1.5543 |
1.5230 |
|
| R2 |
1.5462 |
1.5462 |
1.5209 |
|
| R1 |
1.5315 |
1.5315 |
1.5188 |
1.5275 |
| PP |
1.5234 |
1.5234 |
1.5234 |
1.5214 |
| S1 |
1.5087 |
1.5087 |
1.5146 |
1.5047 |
| S2 |
1.5006 |
1.5006 |
1.5125 |
|
| S3 |
1.4778 |
1.4859 |
1.5104 |
|
| S4 |
1.4550 |
1.4631 |
1.5042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5382 |
1.5154 |
0.0228 |
1.5% |
0.0122 |
0.8% |
6% |
False |
True |
125,600 |
| 10 |
1.5594 |
1.5154 |
0.0440 |
2.9% |
0.0122 |
0.8% |
3% |
False |
True |
114,161 |
| 20 |
1.5603 |
1.5154 |
0.0449 |
3.0% |
0.0112 |
0.7% |
3% |
False |
True |
108,768 |
| 40 |
1.5603 |
1.5027 |
0.0576 |
3.8% |
0.0111 |
0.7% |
24% |
False |
False |
102,732 |
| 60 |
1.5603 |
1.4823 |
0.0780 |
5.1% |
0.0114 |
0.8% |
44% |
False |
False |
86,129 |
| 80 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0112 |
0.7% |
33% |
False |
False |
64,675 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0101 |
0.7% |
23% |
False |
False |
51,746 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0087 |
0.6% |
23% |
False |
False |
43,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5936 |
|
2.618 |
1.5693 |
|
1.618 |
1.5544 |
|
1.000 |
1.5452 |
|
0.618 |
1.5395 |
|
HIGH |
1.5303 |
|
0.618 |
1.5246 |
|
0.500 |
1.5229 |
|
0.382 |
1.5211 |
|
LOW |
1.5154 |
|
0.618 |
1.5062 |
|
1.000 |
1.5005 |
|
1.618 |
1.4913 |
|
2.618 |
1.4764 |
|
4.250 |
1.4521 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5229 |
1.5237 |
| PP |
1.5208 |
1.5214 |
| S1 |
1.5188 |
1.5190 |
|