CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5258 |
1.5150 |
-0.0108 |
-0.7% |
1.5355 |
| High |
1.5274 |
1.5171 |
-0.0103 |
-0.7% |
1.5382 |
| Low |
1.5110 |
1.5017 |
-0.0093 |
-0.6% |
1.5154 |
| Close |
1.5149 |
1.5035 |
-0.0114 |
-0.8% |
1.5167 |
| Range |
0.0164 |
0.0154 |
-0.0010 |
-6.1% |
0.0228 |
| ATR |
0.0119 |
0.0122 |
0.0002 |
2.1% |
0.0000 |
| Volume |
141,015 |
178,760 |
37,745 |
26.8% |
628,002 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5536 |
1.5440 |
1.5120 |
|
| R3 |
1.5382 |
1.5286 |
1.5077 |
|
| R2 |
1.5228 |
1.5228 |
1.5063 |
|
| R1 |
1.5132 |
1.5132 |
1.5049 |
1.5103 |
| PP |
1.5074 |
1.5074 |
1.5074 |
1.5060 |
| S1 |
1.4978 |
1.4978 |
1.5021 |
1.4949 |
| S2 |
1.4920 |
1.4920 |
1.5007 |
|
| S3 |
1.4766 |
1.4824 |
1.4993 |
|
| S4 |
1.4612 |
1.4670 |
1.4950 |
|
|
| 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 |
1.5017 |
0.0303 |
2.0% |
0.0142 |
0.9% |
6% |
False |
True |
133,376 |
| 10 |
1.5585 |
1.5017 |
0.0568 |
3.8% |
0.0135 |
0.9% |
3% |
False |
True |
133,104 |
| 20 |
1.5603 |
1.5017 |
0.0586 |
3.9% |
0.0121 |
0.8% |
3% |
False |
True |
117,905 |
| 40 |
1.5603 |
1.5017 |
0.0586 |
3.9% |
0.0115 |
0.8% |
3% |
False |
True |
106,394 |
| 60 |
1.5603 |
1.4823 |
0.0780 |
5.2% |
0.0115 |
0.8% |
27% |
False |
False |
93,235 |
| 80 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0114 |
0.8% |
20% |
False |
False |
70,052 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0103 |
0.7% |
14% |
False |
False |
56,048 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0091 |
0.6% |
14% |
False |
False |
46,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5826 |
|
2.618 |
1.5574 |
|
1.618 |
1.5420 |
|
1.000 |
1.5325 |
|
0.618 |
1.5266 |
|
HIGH |
1.5171 |
|
0.618 |
1.5112 |
|
0.500 |
1.5094 |
|
0.382 |
1.5076 |
|
LOW |
1.5017 |
|
0.618 |
1.4922 |
|
1.000 |
1.4863 |
|
1.618 |
1.4768 |
|
2.618 |
1.4614 |
|
4.250 |
1.4363 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5094 |
1.5148 |
| PP |
1.5074 |
1.5110 |
| S1 |
1.5055 |
1.5073 |
|