CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5103 |
1.5122 |
0.0019 |
0.1% |
1.5184 |
| High |
1.5141 |
1.5155 |
0.0014 |
0.1% |
1.5279 |
| Low |
1.5062 |
1.5024 |
-0.0038 |
-0.3% |
1.5012 |
| Close |
1.5112 |
1.5062 |
-0.0050 |
-0.3% |
1.5112 |
| Range |
0.0079 |
0.0131 |
0.0052 |
65.8% |
0.0267 |
| ATR |
0.0118 |
0.0119 |
0.0001 |
0.8% |
0.0000 |
| Volume |
99,745 |
134,350 |
34,605 |
34.7% |
666,023 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5473 |
1.5399 |
1.5134 |
|
| R3 |
1.5342 |
1.5268 |
1.5098 |
|
| R2 |
1.5211 |
1.5211 |
1.5086 |
|
| R1 |
1.5137 |
1.5137 |
1.5074 |
1.5109 |
| PP |
1.5080 |
1.5080 |
1.5080 |
1.5066 |
| S1 |
1.5006 |
1.5006 |
1.5050 |
1.4978 |
| S2 |
1.4949 |
1.4949 |
1.5038 |
|
| S3 |
1.4818 |
1.4875 |
1.5026 |
|
| S4 |
1.4687 |
1.4744 |
1.4990 |
|
|
| 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 |
1.5274 |
1.5012 |
0.0262 |
1.7% |
0.0129 |
0.9% |
19% |
False |
False |
137,981 |
| 10 |
1.5327 |
1.5012 |
0.0315 |
2.1% |
0.0126 |
0.8% |
16% |
False |
False |
132,519 |
| 20 |
1.5603 |
1.5012 |
0.0591 |
3.9% |
0.0119 |
0.8% |
8% |
False |
False |
118,513 |
| 40 |
1.5603 |
1.5012 |
0.0591 |
3.9% |
0.0117 |
0.8% |
8% |
False |
False |
109,797 |
| 60 |
1.5603 |
1.4823 |
0.0780 |
5.2% |
0.0114 |
0.8% |
31% |
False |
False |
99,294 |
| 80 |
1.5867 |
1.4823 |
0.1044 |
6.9% |
0.0116 |
0.8% |
23% |
False |
False |
74,674 |
| 100 |
1.6160 |
1.4823 |
0.1337 |
8.9% |
0.0105 |
0.7% |
18% |
False |
False |
59,748 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0093 |
0.6% |
16% |
False |
False |
49,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5712 |
|
2.618 |
1.5498 |
|
1.618 |
1.5367 |
|
1.000 |
1.5286 |
|
0.618 |
1.5236 |
|
HIGH |
1.5155 |
|
0.618 |
1.5105 |
|
0.500 |
1.5090 |
|
0.382 |
1.5074 |
|
LOW |
1.5024 |
|
0.618 |
1.4943 |
|
1.000 |
1.4893 |
|
1.618 |
1.4812 |
|
2.618 |
1.4681 |
|
4.250 |
1.4467 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5090 |
1.5084 |
| PP |
1.5080 |
1.5076 |
| S1 |
1.5071 |
1.5069 |
|