CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5475 |
1.5528 |
0.0053 |
0.3% |
1.5204 |
| High |
1.5549 |
1.5578 |
0.0029 |
0.2% |
1.5485 |
| Low |
1.5464 |
1.5528 |
0.0064 |
0.4% |
1.5180 |
| Close |
1.5518 |
1.5578 |
0.0060 |
0.4% |
1.5475 |
| Range |
0.0085 |
0.0050 |
-0.0035 |
-41.2% |
0.0305 |
| ATR |
0.0084 |
0.0083 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
17 |
21 |
4 |
23.5% |
190 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5711 |
1.5695 |
1.5606 |
|
| R3 |
1.5661 |
1.5645 |
1.5592 |
|
| R2 |
1.5611 |
1.5611 |
1.5587 |
|
| R1 |
1.5595 |
1.5595 |
1.5583 |
1.5603 |
| PP |
1.5561 |
1.5561 |
1.5561 |
1.5566 |
| S1 |
1.5545 |
1.5545 |
1.5573 |
1.5553 |
| S2 |
1.5511 |
1.5511 |
1.5569 |
|
| S3 |
1.5461 |
1.5495 |
1.5564 |
|
| S4 |
1.5411 |
1.5445 |
1.5551 |
|
|
| 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 |
1.5578 |
1.5300 |
0.0278 |
1.8% |
0.0076 |
0.5% |
100% |
True |
False |
49 |
| 10 |
1.5578 |
1.5180 |
0.0398 |
2.6% |
0.0065 |
0.4% |
100% |
True |
False |
36 |
| 20 |
1.5578 |
1.5060 |
0.0518 |
3.3% |
0.0073 |
0.5% |
100% |
True |
False |
39 |
| 40 |
1.5578 |
1.4830 |
0.0748 |
4.8% |
0.0067 |
0.4% |
100% |
True |
False |
31 |
| 60 |
1.5781 |
1.4830 |
0.0951 |
6.1% |
0.0054 |
0.3% |
79% |
False |
False |
23 |
| 80 |
1.6137 |
1.4830 |
0.1307 |
8.4% |
0.0042 |
0.3% |
57% |
False |
False |
19 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.2% |
0.0033 |
0.2% |
52% |
False |
False |
15 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.2% |
0.0028 |
0.2% |
52% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5791 |
|
2.618 |
1.5709 |
|
1.618 |
1.5659 |
|
1.000 |
1.5628 |
|
0.618 |
1.5609 |
|
HIGH |
1.5578 |
|
0.618 |
1.5559 |
|
0.500 |
1.5553 |
|
0.382 |
1.5547 |
|
LOW |
1.5528 |
|
0.618 |
1.5497 |
|
1.000 |
1.5478 |
|
1.618 |
1.5447 |
|
2.618 |
1.5397 |
|
4.250 |
1.5316 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5570 |
1.5559 |
| PP |
1.5561 |
1.5540 |
| S1 |
1.5553 |
1.5521 |
|