CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5528 |
1.5545 |
0.0017 |
0.1% |
1.5204 |
| High |
1.5578 |
1.5550 |
-0.0028 |
-0.2% |
1.5485 |
| Low |
1.5528 |
1.5483 |
-0.0045 |
-0.3% |
1.5180 |
| Close |
1.5578 |
1.5520 |
-0.0058 |
-0.4% |
1.5475 |
| Range |
0.0050 |
0.0067 |
0.0017 |
34.0% |
0.0305 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.1% |
0.0000 |
| Volume |
21 |
62 |
41 |
195.2% |
190 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5719 |
1.5686 |
1.5557 |
|
| R3 |
1.5652 |
1.5619 |
1.5538 |
|
| R2 |
1.5585 |
1.5585 |
1.5532 |
|
| R1 |
1.5552 |
1.5552 |
1.5526 |
1.5535 |
| PP |
1.5518 |
1.5518 |
1.5518 |
1.5509 |
| S1 |
1.5485 |
1.5485 |
1.5514 |
1.5468 |
| S2 |
1.5451 |
1.5451 |
1.5508 |
|
| S3 |
1.5384 |
1.5418 |
1.5502 |
|
| S4 |
1.5317 |
1.5351 |
1.5483 |
|
|
| 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 |
1.5425 |
0.0153 |
1.0% |
0.0058 |
0.4% |
62% |
False |
False |
60 |
| 10 |
1.5578 |
1.5180 |
0.0398 |
2.6% |
0.0071 |
0.5% |
85% |
False |
False |
36 |
| 20 |
1.5578 |
1.5180 |
0.0398 |
2.6% |
0.0067 |
0.4% |
85% |
False |
False |
41 |
| 40 |
1.5578 |
1.4830 |
0.0748 |
4.8% |
0.0068 |
0.4% |
92% |
False |
False |
32 |
| 60 |
1.5781 |
1.4830 |
0.0951 |
6.1% |
0.0055 |
0.4% |
73% |
False |
False |
24 |
| 80 |
1.6137 |
1.4830 |
0.1307 |
8.4% |
0.0043 |
0.3% |
53% |
False |
False |
20 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0034 |
0.2% |
48% |
False |
False |
16 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0028 |
0.2% |
48% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5835 |
|
2.618 |
1.5725 |
|
1.618 |
1.5658 |
|
1.000 |
1.5617 |
|
0.618 |
1.5591 |
|
HIGH |
1.5550 |
|
0.618 |
1.5524 |
|
0.500 |
1.5517 |
|
0.382 |
1.5509 |
|
LOW |
1.5483 |
|
0.618 |
1.5442 |
|
1.000 |
1.5416 |
|
1.618 |
1.5375 |
|
2.618 |
1.5308 |
|
4.250 |
1.5198 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5519 |
1.5521 |
| PP |
1.5518 |
1.5521 |
| S1 |
1.5517 |
1.5520 |
|