CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 30-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5499 |
1.5475 |
-0.0024 |
-0.2% |
1.5204 |
| High |
1.5509 |
1.5549 |
0.0040 |
0.3% |
1.5485 |
| Low |
1.5479 |
1.5464 |
-0.0015 |
-0.1% |
1.5180 |
| Close |
1.5479 |
1.5518 |
0.0039 |
0.3% |
1.5475 |
| Range |
0.0030 |
0.0085 |
0.0055 |
183.3% |
0.0305 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.1% |
0.0000 |
| Volume |
66 |
17 |
-49 |
-74.2% |
190 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5765 |
1.5727 |
1.5565 |
|
| R3 |
1.5680 |
1.5642 |
1.5541 |
|
| R2 |
1.5595 |
1.5595 |
1.5534 |
|
| R1 |
1.5557 |
1.5557 |
1.5526 |
1.5576 |
| PP |
1.5510 |
1.5510 |
1.5510 |
1.5520 |
| S1 |
1.5472 |
1.5472 |
1.5510 |
1.5491 |
| S2 |
1.5425 |
1.5425 |
1.5502 |
|
| S3 |
1.5340 |
1.5387 |
1.5495 |
|
| S4 |
1.5255 |
1.5302 |
1.5471 |
|
|
| 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 |
1.5549 |
1.5254 |
0.0295 |
1.9% |
0.0066 |
0.4% |
89% |
True |
False |
45 |
| 10 |
1.5549 |
1.5180 |
0.0369 |
2.4% |
0.0074 |
0.5% |
92% |
True |
False |
34 |
| 20 |
1.5549 |
1.5060 |
0.0489 |
3.2% |
0.0073 |
0.5% |
94% |
True |
False |
43 |
| 40 |
1.5549 |
1.4830 |
0.0719 |
4.6% |
0.0068 |
0.4% |
96% |
True |
False |
30 |
| 60 |
1.5781 |
1.4830 |
0.0951 |
6.1% |
0.0053 |
0.3% |
72% |
False |
False |
23 |
| 80 |
1.6137 |
1.4830 |
0.1307 |
8.4% |
0.0041 |
0.3% |
53% |
False |
False |
19 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0033 |
0.2% |
48% |
False |
False |
15 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0027 |
0.2% |
48% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5910 |
|
2.618 |
1.5772 |
|
1.618 |
1.5687 |
|
1.000 |
1.5634 |
|
0.618 |
1.5602 |
|
HIGH |
1.5549 |
|
0.618 |
1.5517 |
|
0.500 |
1.5507 |
|
0.382 |
1.5496 |
|
LOW |
1.5464 |
|
0.618 |
1.5411 |
|
1.000 |
1.5379 |
|
1.618 |
1.5326 |
|
2.618 |
1.5241 |
|
4.250 |
1.5103 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5514 |
1.5508 |
| PP |
1.5510 |
1.5497 |
| S1 |
1.5507 |
1.5487 |
|