CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5122 |
1.5037 |
-0.0085 |
-0.6% |
1.5184 |
| High |
1.5155 |
1.5145 |
-0.0010 |
-0.1% |
1.5279 |
| Low |
1.5024 |
1.5006 |
-0.0018 |
-0.1% |
1.5012 |
| Close |
1.5062 |
1.5122 |
0.0060 |
0.4% |
1.5112 |
| Range |
0.0131 |
0.0139 |
0.0008 |
6.1% |
0.0267 |
| ATR |
0.0119 |
0.0121 |
0.0001 |
1.2% |
0.0000 |
| Volume |
134,350 |
131,320 |
-3,030 |
-2.3% |
666,023 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5508 |
1.5454 |
1.5198 |
|
| R3 |
1.5369 |
1.5315 |
1.5160 |
|
| R2 |
1.5230 |
1.5230 |
1.5147 |
|
| R1 |
1.5176 |
1.5176 |
1.5135 |
1.5203 |
| PP |
1.5091 |
1.5091 |
1.5091 |
1.5105 |
| S1 |
1.5037 |
1.5037 |
1.5109 |
1.5064 |
| S2 |
1.4952 |
1.4952 |
1.5097 |
|
| S3 |
1.4813 |
1.4898 |
1.5084 |
|
| S4 |
1.4674 |
1.4759 |
1.5046 |
|
|
| 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 |
1.5171 |
1.5006 |
0.0165 |
1.1% |
0.0124 |
0.8% |
70% |
False |
True |
136,042 |
| 10 |
1.5320 |
1.5006 |
0.0314 |
2.1% |
0.0127 |
0.8% |
37% |
False |
True |
132,662 |
| 20 |
1.5603 |
1.5006 |
0.0597 |
3.9% |
0.0121 |
0.8% |
19% |
False |
True |
119,776 |
| 40 |
1.5603 |
1.5006 |
0.0597 |
3.9% |
0.0116 |
0.8% |
19% |
False |
True |
110,466 |
| 60 |
1.5603 |
1.4823 |
0.0780 |
5.2% |
0.0114 |
0.8% |
38% |
False |
False |
101,323 |
| 80 |
1.5817 |
1.4823 |
0.0994 |
6.6% |
0.0115 |
0.8% |
30% |
False |
False |
76,315 |
| 100 |
1.6160 |
1.4823 |
0.1337 |
8.8% |
0.0106 |
0.7% |
22% |
False |
False |
61,062 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.8% |
0.0094 |
0.6% |
20% |
False |
False |
50,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5736 |
|
2.618 |
1.5509 |
|
1.618 |
1.5370 |
|
1.000 |
1.5284 |
|
0.618 |
1.5231 |
|
HIGH |
1.5145 |
|
0.618 |
1.5092 |
|
0.500 |
1.5076 |
|
0.382 |
1.5059 |
|
LOW |
1.5006 |
|
0.618 |
1.4920 |
|
1.000 |
1.4867 |
|
1.618 |
1.4781 |
|
2.618 |
1.4642 |
|
4.250 |
1.4415 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5107 |
1.5108 |
| PP |
1.5091 |
1.5094 |
| S1 |
1.5076 |
1.5081 |
|