CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5467 |
1.5533 |
0.0066 |
0.4% |
1.5499 |
| High |
1.5580 |
1.5557 |
-0.0023 |
-0.1% |
1.5580 |
| Low |
1.5467 |
1.5418 |
-0.0049 |
-0.3% |
1.5464 |
| Close |
1.5531 |
1.5418 |
-0.0113 |
-0.7% |
1.5552 |
| Range |
0.0113 |
0.0139 |
0.0026 |
23.0% |
0.0116 |
| ATR |
0.0085 |
0.0089 |
0.0004 |
4.5% |
0.0000 |
| Volume |
152 |
102 |
-50 |
-32.9% |
204 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5881 |
1.5789 |
1.5494 |
|
| R3 |
1.5742 |
1.5650 |
1.5456 |
|
| R2 |
1.5603 |
1.5603 |
1.5443 |
|
| R1 |
1.5511 |
1.5511 |
1.5431 |
1.5488 |
| PP |
1.5464 |
1.5464 |
1.5464 |
1.5453 |
| S1 |
1.5372 |
1.5372 |
1.5405 |
1.5349 |
| S2 |
1.5325 |
1.5325 |
1.5393 |
|
| S3 |
1.5186 |
1.5233 |
1.5380 |
|
| S4 |
1.5047 |
1.5094 |
1.5342 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5880 |
1.5832 |
1.5616 |
|
| R3 |
1.5764 |
1.5716 |
1.5584 |
|
| R2 |
1.5648 |
1.5648 |
1.5573 |
|
| R1 |
1.5600 |
1.5600 |
1.5563 |
1.5624 |
| PP |
1.5532 |
1.5532 |
1.5532 |
1.5544 |
| S1 |
1.5484 |
1.5484 |
1.5541 |
1.5508 |
| S2 |
1.5416 |
1.5416 |
1.5531 |
|
| S3 |
1.5300 |
1.5368 |
1.5520 |
|
| S4 |
1.5184 |
1.5252 |
1.5488 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5580 |
1.5418 |
0.0162 |
1.1% |
0.0099 |
0.6% |
0% |
False |
True |
67 |
| 10 |
1.5580 |
1.5418 |
0.0162 |
1.1% |
0.0079 |
0.5% |
0% |
False |
True |
63 |
| 20 |
1.5580 |
1.5180 |
0.0400 |
2.6% |
0.0074 |
0.5% |
60% |
False |
False |
39 |
| 40 |
1.5580 |
1.5033 |
0.0547 |
3.5% |
0.0072 |
0.5% |
70% |
False |
False |
40 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
4.9% |
0.0063 |
0.4% |
78% |
False |
False |
27 |
| 80 |
1.6041 |
1.4830 |
0.1211 |
7.9% |
0.0048 |
0.3% |
49% |
False |
False |
24 |
| 100 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0039 |
0.3% |
41% |
False |
False |
19 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0032 |
0.2% |
41% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6148 |
|
2.618 |
1.5921 |
|
1.618 |
1.5782 |
|
1.000 |
1.5696 |
|
0.618 |
1.5643 |
|
HIGH |
1.5557 |
|
0.618 |
1.5504 |
|
0.500 |
1.5488 |
|
0.382 |
1.5471 |
|
LOW |
1.5418 |
|
0.618 |
1.5332 |
|
1.000 |
1.5279 |
|
1.618 |
1.5193 |
|
2.618 |
1.5054 |
|
4.250 |
1.4827 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5488 |
1.5499 |
| PP |
1.5464 |
1.5472 |
| S1 |
1.5441 |
1.5445 |
|