CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5124 |
1.5230 |
0.0106 |
0.7% |
1.5122 |
| High |
1.5236 |
1.5239 |
0.0003 |
0.0% |
1.5239 |
| Low |
1.5108 |
1.5138 |
0.0030 |
0.2% |
1.5006 |
| Close |
1.5218 |
1.5180 |
-0.0038 |
-0.2% |
1.5180 |
| Range |
0.0128 |
0.0101 |
-0.0027 |
-21.1% |
0.0233 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
134,936 |
136,985 |
2,049 |
1.5% |
537,591 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5489 |
1.5435 |
1.5236 |
|
| R3 |
1.5388 |
1.5334 |
1.5208 |
|
| R2 |
1.5287 |
1.5287 |
1.5199 |
|
| R1 |
1.5233 |
1.5233 |
1.5189 |
1.5210 |
| PP |
1.5186 |
1.5186 |
1.5186 |
1.5174 |
| S1 |
1.5132 |
1.5132 |
1.5171 |
1.5109 |
| S2 |
1.5085 |
1.5085 |
1.5161 |
|
| S3 |
1.4984 |
1.5031 |
1.5152 |
|
| S4 |
1.4883 |
1.4930 |
1.5124 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5841 |
1.5743 |
1.5308 |
|
| R3 |
1.5608 |
1.5510 |
1.5244 |
|
| R2 |
1.5375 |
1.5375 |
1.5223 |
|
| R1 |
1.5277 |
1.5277 |
1.5201 |
1.5326 |
| PP |
1.5142 |
1.5142 |
1.5142 |
1.5166 |
| S1 |
1.5044 |
1.5044 |
1.5159 |
1.5093 |
| S2 |
1.4909 |
1.4909 |
1.5137 |
|
| S3 |
1.4676 |
1.4811 |
1.5116 |
|
| S4 |
1.4443 |
1.4578 |
1.5052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5239 |
1.5006 |
0.0233 |
1.5% |
0.0116 |
0.8% |
75% |
True |
False |
127,467 |
| 10 |
1.5303 |
1.5006 |
0.0297 |
2.0% |
0.0128 |
0.8% |
59% |
False |
False |
132,061 |
| 20 |
1.5599 |
1.5006 |
0.0593 |
3.9% |
0.0124 |
0.8% |
29% |
False |
False |
123,478 |
| 40 |
1.5603 |
1.5006 |
0.0597 |
3.9% |
0.0114 |
0.8% |
29% |
False |
False |
111,219 |
| 60 |
1.5603 |
1.4823 |
0.0780 |
5.1% |
0.0114 |
0.8% |
46% |
False |
False |
105,607 |
| 80 |
1.5817 |
1.4823 |
0.0994 |
6.5% |
0.0115 |
0.8% |
36% |
False |
False |
79,711 |
| 100 |
1.6160 |
1.4823 |
0.1337 |
8.8% |
0.0107 |
0.7% |
27% |
False |
False |
63,780 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0096 |
0.6% |
24% |
False |
False |
53,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5668 |
|
2.618 |
1.5503 |
|
1.618 |
1.5402 |
|
1.000 |
1.5340 |
|
0.618 |
1.5301 |
|
HIGH |
1.5239 |
|
0.618 |
1.5200 |
|
0.500 |
1.5189 |
|
0.382 |
1.5177 |
|
LOW |
1.5138 |
|
0.618 |
1.5076 |
|
1.000 |
1.5037 |
|
1.618 |
1.4975 |
|
2.618 |
1.4874 |
|
4.250 |
1.4709 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5189 |
1.5161 |
| PP |
1.5186 |
1.5142 |
| S1 |
1.5183 |
1.5123 |
|