CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5271 |
1.5184 |
-0.0087 |
-0.6% |
1.5355 |
| High |
1.5303 |
1.5279 |
-0.0024 |
-0.2% |
1.5382 |
| Low |
1.5154 |
1.5164 |
0.0010 |
0.1% |
1.5154 |
| Close |
1.5167 |
1.5267 |
0.0100 |
0.7% |
1.5167 |
| Range |
0.0149 |
0.0115 |
-0.0034 |
-22.8% |
0.0228 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
117,000 |
110,467 |
-6,533 |
-5.6% |
628,002 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5582 |
1.5539 |
1.5330 |
|
| R3 |
1.5467 |
1.5424 |
1.5299 |
|
| R2 |
1.5352 |
1.5352 |
1.5288 |
|
| R1 |
1.5309 |
1.5309 |
1.5278 |
1.5331 |
| PP |
1.5237 |
1.5237 |
1.5237 |
1.5247 |
| S1 |
1.5194 |
1.5194 |
1.5256 |
1.5216 |
| S2 |
1.5122 |
1.5122 |
1.5246 |
|
| S3 |
1.5007 |
1.5079 |
1.5235 |
|
| S4 |
1.4892 |
1.4964 |
1.5204 |
|
|
| 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 |
1.5327 |
1.5154 |
0.0173 |
1.1% |
0.0123 |
0.8% |
65% |
False |
False |
127,057 |
| 10 |
1.5589 |
1.5154 |
0.0435 |
2.8% |
0.0126 |
0.8% |
26% |
False |
False |
120,527 |
| 20 |
1.5603 |
1.5154 |
0.0449 |
2.9% |
0.0113 |
0.7% |
25% |
False |
False |
110,461 |
| 40 |
1.5603 |
1.5027 |
0.0576 |
3.8% |
0.0112 |
0.7% |
42% |
False |
False |
102,871 |
| 60 |
1.5603 |
1.4823 |
0.0780 |
5.1% |
0.0113 |
0.7% |
57% |
False |
False |
87,952 |
| 80 |
1.5867 |
1.4823 |
0.1044 |
6.8% |
0.0112 |
0.7% |
43% |
False |
False |
66,055 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0101 |
0.7% |
30% |
False |
False |
52,850 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0088 |
0.6% |
30% |
False |
False |
44,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5768 |
|
2.618 |
1.5580 |
|
1.618 |
1.5465 |
|
1.000 |
1.5394 |
|
0.618 |
1.5350 |
|
HIGH |
1.5279 |
|
0.618 |
1.5235 |
|
0.500 |
1.5222 |
|
0.382 |
1.5208 |
|
LOW |
1.5164 |
|
0.618 |
1.5093 |
|
1.000 |
1.5049 |
|
1.618 |
1.4978 |
|
2.618 |
1.4863 |
|
4.250 |
1.4675 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5252 |
1.5257 |
| PP |
1.5237 |
1.5247 |
| S1 |
1.5222 |
1.5237 |
|