CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5037 |
1.5124 |
0.0087 |
0.6% |
1.5184 |
| High |
1.5145 |
1.5236 |
0.0091 |
0.6% |
1.5279 |
| Low |
1.5006 |
1.5108 |
0.0102 |
0.7% |
1.5012 |
| Close |
1.5122 |
1.5218 |
0.0096 |
0.6% |
1.5112 |
| Range |
0.0139 |
0.0128 |
-0.0011 |
-7.9% |
0.0267 |
| ATR |
0.0121 |
0.0121 |
0.0001 |
0.4% |
0.0000 |
| Volume |
131,320 |
134,936 |
3,616 |
2.8% |
666,023 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5571 |
1.5523 |
1.5288 |
|
| R3 |
1.5443 |
1.5395 |
1.5253 |
|
| R2 |
1.5315 |
1.5315 |
1.5241 |
|
| R1 |
1.5267 |
1.5267 |
1.5230 |
1.5291 |
| PP |
1.5187 |
1.5187 |
1.5187 |
1.5200 |
| S1 |
1.5139 |
1.5139 |
1.5206 |
1.5163 |
| S2 |
1.5059 |
1.5059 |
1.5195 |
|
| S3 |
1.4931 |
1.5011 |
1.5183 |
|
| S4 |
1.4803 |
1.4883 |
1.5148 |
|
|
| 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 |
1.5236 |
1.5006 |
0.0230 |
1.5% |
0.0118 |
0.8% |
92% |
True |
False |
127,277 |
| 10 |
1.5320 |
1.5006 |
0.0314 |
2.1% |
0.0130 |
0.9% |
68% |
False |
False |
130,327 |
| 20 |
1.5599 |
1.5006 |
0.0593 |
3.9% |
0.0123 |
0.8% |
36% |
False |
False |
121,790 |
| 40 |
1.5603 |
1.5006 |
0.0597 |
3.9% |
0.0117 |
0.8% |
36% |
False |
False |
111,471 |
| 60 |
1.5603 |
1.4823 |
0.0780 |
5.1% |
0.0115 |
0.8% |
51% |
False |
False |
103,501 |
| 80 |
1.5817 |
1.4823 |
0.0994 |
6.5% |
0.0116 |
0.8% |
40% |
False |
False |
77,999 |
| 100 |
1.6160 |
1.4823 |
0.1337 |
8.8% |
0.0106 |
0.7% |
30% |
False |
False |
62,411 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0095 |
0.6% |
27% |
False |
False |
52,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5780 |
|
2.618 |
1.5571 |
|
1.618 |
1.5443 |
|
1.000 |
1.5364 |
|
0.618 |
1.5315 |
|
HIGH |
1.5236 |
|
0.618 |
1.5187 |
|
0.500 |
1.5172 |
|
0.382 |
1.5157 |
|
LOW |
1.5108 |
|
0.618 |
1.5029 |
|
1.000 |
1.4980 |
|
1.618 |
1.4901 |
|
2.618 |
1.4773 |
|
4.250 |
1.4564 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5203 |
1.5186 |
| PP |
1.5187 |
1.5153 |
| S1 |
1.5172 |
1.5121 |
|