CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5184 |
1.5258 |
0.0074 |
0.5% |
1.5355 |
| High |
1.5279 |
1.5274 |
-0.0005 |
0.0% |
1.5382 |
| Low |
1.5164 |
1.5110 |
-0.0054 |
-0.4% |
1.5154 |
| Close |
1.5267 |
1.5149 |
-0.0118 |
-0.8% |
1.5167 |
| Range |
0.0115 |
0.0164 |
0.0049 |
42.6% |
0.0228 |
| ATR |
0.0116 |
0.0119 |
0.0003 |
2.9% |
0.0000 |
| Volume |
110,467 |
141,015 |
30,548 |
27.7% |
628,002 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5670 |
1.5573 |
1.5239 |
|
| R3 |
1.5506 |
1.5409 |
1.5194 |
|
| R2 |
1.5342 |
1.5342 |
1.5179 |
|
| R1 |
1.5245 |
1.5245 |
1.5164 |
1.5212 |
| PP |
1.5178 |
1.5178 |
1.5178 |
1.5161 |
| S1 |
1.5081 |
1.5081 |
1.5134 |
1.5048 |
| S2 |
1.5014 |
1.5014 |
1.5119 |
|
| S3 |
1.4850 |
1.4917 |
1.5104 |
|
| S4 |
1.4686 |
1.4753 |
1.5059 |
|
|
| 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 |
1.5320 |
1.5110 |
0.0210 |
1.4% |
0.0131 |
0.9% |
19% |
False |
True |
129,282 |
| 10 |
1.5589 |
1.5110 |
0.0479 |
3.2% |
0.0132 |
0.9% |
8% |
False |
True |
125,890 |
| 20 |
1.5603 |
1.5110 |
0.0493 |
3.3% |
0.0117 |
0.8% |
8% |
False |
True |
112,392 |
| 40 |
1.5603 |
1.5027 |
0.0576 |
3.8% |
0.0113 |
0.7% |
21% |
False |
False |
103,769 |
| 60 |
1.5603 |
1.4823 |
0.0780 |
5.1% |
0.0114 |
0.8% |
42% |
False |
False |
90,288 |
| 80 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0114 |
0.7% |
31% |
False |
False |
67,817 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0102 |
0.7% |
22% |
False |
False |
54,260 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0089 |
0.6% |
22% |
False |
False |
45,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5971 |
|
2.618 |
1.5703 |
|
1.618 |
1.5539 |
|
1.000 |
1.5438 |
|
0.618 |
1.5375 |
|
HIGH |
1.5274 |
|
0.618 |
1.5211 |
|
0.500 |
1.5192 |
|
0.382 |
1.5173 |
|
LOW |
1.5110 |
|
0.618 |
1.5009 |
|
1.000 |
1.4946 |
|
1.618 |
1.4845 |
|
2.618 |
1.4681 |
|
4.250 |
1.4413 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5192 |
1.5207 |
| PP |
1.5178 |
1.5187 |
| S1 |
1.5163 |
1.5168 |
|