CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5207 |
1.5216 |
0.0009 |
0.1% |
1.5548 |
| High |
1.5257 |
1.5307 |
0.0050 |
0.3% |
1.5580 |
| Low |
1.5167 |
1.5190 |
0.0023 |
0.2% |
1.5305 |
| Close |
1.5209 |
1.5295 |
0.0086 |
0.6% |
1.5344 |
| Range |
0.0090 |
0.0117 |
0.0027 |
30.0% |
0.0275 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
1.7% |
0.0000 |
| Volume |
265 |
338 |
73 |
27.5% |
444 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5615 |
1.5572 |
1.5359 |
|
| R3 |
1.5498 |
1.5455 |
1.5327 |
|
| R2 |
1.5381 |
1.5381 |
1.5316 |
|
| R1 |
1.5338 |
1.5338 |
1.5306 |
1.5360 |
| PP |
1.5264 |
1.5264 |
1.5264 |
1.5275 |
| S1 |
1.5221 |
1.5221 |
1.5284 |
1.5243 |
| S2 |
1.5147 |
1.5147 |
1.5274 |
|
| S3 |
1.5030 |
1.5104 |
1.5263 |
|
| S4 |
1.4913 |
1.4987 |
1.5231 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6235 |
1.6064 |
1.5495 |
|
| R3 |
1.5960 |
1.5789 |
1.5420 |
|
| R2 |
1.5685 |
1.5685 |
1.5394 |
|
| R1 |
1.5514 |
1.5514 |
1.5369 |
1.5462 |
| PP |
1.5410 |
1.5410 |
1.5410 |
1.5384 |
| S1 |
1.5239 |
1.5239 |
1.5319 |
1.5187 |
| S2 |
1.5135 |
1.5135 |
1.5294 |
|
| S3 |
1.4860 |
1.4964 |
1.5268 |
|
| S4 |
1.4585 |
1.4689 |
1.5193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5438 |
1.5167 |
0.0271 |
1.8% |
0.0112 |
0.7% |
47% |
False |
False |
203 |
| 10 |
1.5580 |
1.5167 |
0.0413 |
2.7% |
0.0105 |
0.7% |
31% |
False |
False |
135 |
| 20 |
1.5580 |
1.5167 |
0.0413 |
2.7% |
0.0088 |
0.6% |
31% |
False |
False |
86 |
| 40 |
1.5580 |
1.5060 |
0.0520 |
3.4% |
0.0080 |
0.5% |
45% |
False |
False |
65 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
4.9% |
0.0071 |
0.5% |
62% |
False |
False |
44 |
| 80 |
1.5840 |
1.4830 |
0.1010 |
6.6% |
0.0055 |
0.4% |
46% |
False |
False |
37 |
| 100 |
1.6231 |
1.4830 |
0.1401 |
9.2% |
0.0045 |
0.3% |
33% |
False |
False |
29 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0037 |
0.2% |
32% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5804 |
|
2.618 |
1.5613 |
|
1.618 |
1.5496 |
|
1.000 |
1.5424 |
|
0.618 |
1.5379 |
|
HIGH |
1.5307 |
|
0.618 |
1.5262 |
|
0.500 |
1.5249 |
|
0.382 |
1.5235 |
|
LOW |
1.5190 |
|
0.618 |
1.5118 |
|
1.000 |
1.5073 |
|
1.618 |
1.5001 |
|
2.618 |
1.4884 |
|
4.250 |
1.4693 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5280 |
1.5276 |
| PP |
1.5264 |
1.5257 |
| S1 |
1.5249 |
1.5239 |
|