CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 29-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5425 |
1.5499 |
0.0074 |
0.5% |
1.5204 |
| High |
1.5485 |
1.5509 |
0.0024 |
0.2% |
1.5485 |
| Low |
1.5425 |
1.5479 |
0.0054 |
0.4% |
1.5180 |
| Close |
1.5475 |
1.5479 |
0.0004 |
0.0% |
1.5475 |
| Range |
0.0060 |
0.0030 |
-0.0030 |
-50.0% |
0.0305 |
| ATR |
0.0088 |
0.0084 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
136 |
66 |
-70 |
-51.5% |
190 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5579 |
1.5559 |
1.5496 |
|
| R3 |
1.5549 |
1.5529 |
1.5487 |
|
| R2 |
1.5519 |
1.5519 |
1.5485 |
|
| R1 |
1.5499 |
1.5499 |
1.5482 |
1.5494 |
| PP |
1.5489 |
1.5489 |
1.5489 |
1.5487 |
| S1 |
1.5469 |
1.5469 |
1.5476 |
1.5464 |
| S2 |
1.5459 |
1.5459 |
1.5474 |
|
| S3 |
1.5429 |
1.5439 |
1.5471 |
|
| S4 |
1.5399 |
1.5409 |
1.5463 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6295 |
1.6190 |
1.5643 |
|
| R3 |
1.5990 |
1.5885 |
1.5559 |
|
| R2 |
1.5685 |
1.5685 |
1.5531 |
|
| R1 |
1.5580 |
1.5580 |
1.5503 |
1.5633 |
| PP |
1.5380 |
1.5380 |
1.5380 |
1.5406 |
| S1 |
1.5275 |
1.5275 |
1.5447 |
1.5328 |
| S2 |
1.5075 |
1.5075 |
1.5419 |
|
| S3 |
1.4770 |
1.4970 |
1.5391 |
|
| S4 |
1.4465 |
1.4665 |
1.5307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5509 |
1.5180 |
0.0329 |
2.1% |
0.0062 |
0.4% |
91% |
True |
False |
46 |
| 10 |
1.5509 |
1.5180 |
0.0329 |
2.1% |
0.0066 |
0.4% |
91% |
True |
False |
34 |
| 20 |
1.5509 |
1.5060 |
0.0449 |
2.9% |
0.0076 |
0.5% |
93% |
True |
False |
42 |
| 40 |
1.5509 |
1.4830 |
0.0679 |
4.4% |
0.0068 |
0.4% |
96% |
True |
False |
30 |
| 60 |
1.5781 |
1.4830 |
0.0951 |
6.1% |
0.0052 |
0.3% |
68% |
False |
False |
23 |
| 80 |
1.6137 |
1.4830 |
0.1307 |
8.4% |
0.0040 |
0.3% |
50% |
False |
False |
19 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0032 |
0.2% |
45% |
False |
False |
15 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0027 |
0.2% |
45% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5637 |
|
2.618 |
1.5588 |
|
1.618 |
1.5558 |
|
1.000 |
1.5539 |
|
0.618 |
1.5528 |
|
HIGH |
1.5509 |
|
0.618 |
1.5498 |
|
0.500 |
1.5494 |
|
0.382 |
1.5490 |
|
LOW |
1.5479 |
|
0.618 |
1.5460 |
|
1.000 |
1.5449 |
|
1.618 |
1.5430 |
|
2.618 |
1.5400 |
|
4.250 |
1.5352 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5494 |
1.5454 |
| PP |
1.5489 |
1.5429 |
| S1 |
1.5484 |
1.5405 |
|