CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5261 |
1.5145 |
-0.0116 |
-0.8% |
1.5351 |
| High |
1.5261 |
1.5160 |
-0.0101 |
-0.7% |
1.5373 |
| Low |
1.5102 |
1.5014 |
-0.0088 |
-0.6% |
1.5155 |
| Close |
1.5141 |
1.5027 |
-0.0114 |
-0.8% |
1.5159 |
| Range |
0.0159 |
0.0146 |
-0.0013 |
-8.2% |
0.0218 |
| ATR |
0.0104 |
0.0107 |
0.0003 |
2.8% |
0.0000 |
| Volume |
434 |
295 |
-139 |
-32.0% |
1,093 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5505 |
1.5412 |
1.5107 |
|
| R3 |
1.5359 |
1.5266 |
1.5067 |
|
| R2 |
1.5213 |
1.5213 |
1.5054 |
|
| R1 |
1.5120 |
1.5120 |
1.5040 |
1.5094 |
| PP |
1.5067 |
1.5067 |
1.5067 |
1.5054 |
| S1 |
1.4974 |
1.4974 |
1.5014 |
1.4948 |
| S2 |
1.4921 |
1.4921 |
1.5000 |
|
| S3 |
1.4775 |
1.4828 |
1.4987 |
|
| S4 |
1.4629 |
1.4682 |
1.4947 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5883 |
1.5739 |
1.5279 |
|
| R3 |
1.5665 |
1.5521 |
1.5219 |
|
| R2 |
1.5447 |
1.5447 |
1.5199 |
|
| R1 |
1.5303 |
1.5303 |
1.5179 |
1.5266 |
| PP |
1.5229 |
1.5229 |
1.5229 |
1.5211 |
| S1 |
1.5085 |
1.5085 |
1.5139 |
1.5048 |
| S2 |
1.5011 |
1.5011 |
1.5119 |
|
| S3 |
1.4793 |
1.4867 |
1.5099 |
|
| S4 |
1.4575 |
1.4649 |
1.5039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5307 |
1.5014 |
0.0293 |
1.9% |
0.0133 |
0.9% |
4% |
False |
True |
306 |
| 10 |
1.5557 |
1.5014 |
0.0543 |
3.6% |
0.0125 |
0.8% |
2% |
False |
True |
231 |
| 20 |
1.5580 |
1.5014 |
0.0566 |
3.8% |
0.0103 |
0.7% |
2% |
False |
True |
142 |
| 40 |
1.5580 |
1.5014 |
0.0566 |
3.8% |
0.0087 |
0.6% |
2% |
False |
True |
88 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
5.0% |
0.0078 |
0.5% |
26% |
False |
False |
64 |
| 80 |
1.5840 |
1.4830 |
0.1010 |
6.7% |
0.0062 |
0.4% |
20% |
False |
False |
51 |
| 100 |
1.6231 |
1.4830 |
0.1401 |
9.3% |
0.0050 |
0.3% |
14% |
False |
False |
41 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.6% |
0.0042 |
0.3% |
14% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5781 |
|
2.618 |
1.5542 |
|
1.618 |
1.5396 |
|
1.000 |
1.5306 |
|
0.618 |
1.5250 |
|
HIGH |
1.5160 |
|
0.618 |
1.5104 |
|
0.500 |
1.5087 |
|
0.382 |
1.5070 |
|
LOW |
1.5014 |
|
0.618 |
1.4924 |
|
1.000 |
1.4868 |
|
1.618 |
1.4778 |
|
2.618 |
1.4632 |
|
4.250 |
1.4394 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5087 |
1.5142 |
| PP |
1.5067 |
1.5104 |
| S1 |
1.5047 |
1.5065 |
|