CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5039 |
1.5103 |
0.0064 |
0.4% |
1.5184 |
| High |
1.5127 |
1.5141 |
0.0014 |
0.1% |
1.5279 |
| Low |
1.5012 |
1.5062 |
0.0050 |
0.3% |
1.5012 |
| Close |
1.5102 |
1.5112 |
0.0010 |
0.1% |
1.5112 |
| Range |
0.0115 |
0.0079 |
-0.0036 |
-31.3% |
0.0267 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
136,036 |
99,745 |
-36,291 |
-26.7% |
666,023 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5342 |
1.5306 |
1.5155 |
|
| R3 |
1.5263 |
1.5227 |
1.5134 |
|
| R2 |
1.5184 |
1.5184 |
1.5126 |
|
| R1 |
1.5148 |
1.5148 |
1.5119 |
1.5166 |
| PP |
1.5105 |
1.5105 |
1.5105 |
1.5114 |
| S1 |
1.5069 |
1.5069 |
1.5105 |
1.5087 |
| S2 |
1.5026 |
1.5026 |
1.5098 |
|
| S3 |
1.4947 |
1.4990 |
1.5090 |
|
| S4 |
1.4868 |
1.4911 |
1.5069 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5935 |
1.5791 |
1.5259 |
|
| R3 |
1.5668 |
1.5524 |
1.5185 |
|
| R2 |
1.5401 |
1.5401 |
1.5161 |
|
| R1 |
1.5257 |
1.5257 |
1.5136 |
1.5196 |
| PP |
1.5134 |
1.5134 |
1.5134 |
1.5104 |
| S1 |
1.4990 |
1.4990 |
1.5088 |
1.4929 |
| S2 |
1.4867 |
1.4867 |
1.5063 |
|
| S3 |
1.4600 |
1.4723 |
1.5039 |
|
| S4 |
1.4333 |
1.4456 |
1.4965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5279 |
1.5012 |
0.0267 |
1.8% |
0.0125 |
0.8% |
37% |
False |
False |
133,204 |
| 10 |
1.5382 |
1.5012 |
0.0370 |
2.4% |
0.0124 |
0.8% |
27% |
False |
False |
129,402 |
| 20 |
1.5603 |
1.5012 |
0.0591 |
3.9% |
0.0116 |
0.8% |
17% |
False |
False |
116,183 |
| 40 |
1.5603 |
1.5012 |
0.0591 |
3.9% |
0.0115 |
0.8% |
17% |
False |
False |
107,522 |
| 60 |
1.5603 |
1.4823 |
0.0780 |
5.2% |
0.0115 |
0.8% |
37% |
False |
False |
97,119 |
| 80 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0115 |
0.8% |
28% |
False |
False |
72,996 |
| 100 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0104 |
0.7% |
20% |
False |
False |
58,405 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0092 |
0.6% |
20% |
False |
False |
48,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5477 |
|
2.618 |
1.5348 |
|
1.618 |
1.5269 |
|
1.000 |
1.5220 |
|
0.618 |
1.5190 |
|
HIGH |
1.5141 |
|
0.618 |
1.5111 |
|
0.500 |
1.5102 |
|
0.382 |
1.5092 |
|
LOW |
1.5062 |
|
0.618 |
1.5013 |
|
1.000 |
1.4983 |
|
1.618 |
1.4934 |
|
2.618 |
1.4855 |
|
4.250 |
1.4726 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5109 |
1.5105 |
| PP |
1.5105 |
1.5098 |
| S1 |
1.5102 |
1.5092 |
|