CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5145 |
1.5025 |
-0.0120 |
-0.8% |
1.5351 |
| High |
1.5160 |
1.5108 |
-0.0052 |
-0.3% |
1.5373 |
| Low |
1.5014 |
1.5007 |
-0.0007 |
0.0% |
1.5155 |
| Close |
1.5027 |
1.5094 |
0.0067 |
0.4% |
1.5159 |
| Range |
0.0146 |
0.0101 |
-0.0045 |
-30.8% |
0.0218 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
295 |
720 |
425 |
144.1% |
1,093 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5373 |
1.5334 |
1.5150 |
|
| R3 |
1.5272 |
1.5233 |
1.5122 |
|
| R2 |
1.5171 |
1.5171 |
1.5113 |
|
| R1 |
1.5132 |
1.5132 |
1.5103 |
1.5152 |
| PP |
1.5070 |
1.5070 |
1.5070 |
1.5079 |
| S1 |
1.5031 |
1.5031 |
1.5085 |
1.5051 |
| S2 |
1.4969 |
1.4969 |
1.5075 |
|
| S3 |
1.4868 |
1.4930 |
1.5066 |
|
| S4 |
1.4767 |
1.4829 |
1.5038 |
|
|
| 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 |
1.5286 |
1.5007 |
0.0279 |
1.8% |
0.0130 |
0.9% |
31% |
False |
True |
382 |
| 10 |
1.5438 |
1.5007 |
0.0431 |
2.9% |
0.0121 |
0.8% |
20% |
False |
True |
293 |
| 20 |
1.5580 |
1.5007 |
0.0573 |
3.8% |
0.0100 |
0.7% |
15% |
False |
True |
178 |
| 40 |
1.5580 |
1.5007 |
0.0573 |
3.8% |
0.0089 |
0.6% |
15% |
False |
True |
106 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
5.0% |
0.0079 |
0.5% |
35% |
False |
False |
76 |
| 80 |
1.5840 |
1.4830 |
0.1010 |
6.7% |
0.0063 |
0.4% |
26% |
False |
False |
60 |
| 100 |
1.6231 |
1.4830 |
0.1401 |
9.3% |
0.0051 |
0.3% |
19% |
False |
False |
48 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0043 |
0.3% |
18% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5537 |
|
2.618 |
1.5372 |
|
1.618 |
1.5271 |
|
1.000 |
1.5209 |
|
0.618 |
1.5170 |
|
HIGH |
1.5108 |
|
0.618 |
1.5069 |
|
0.500 |
1.5058 |
|
0.382 |
1.5046 |
|
LOW |
1.5007 |
|
0.618 |
1.4945 |
|
1.000 |
1.4906 |
|
1.618 |
1.4844 |
|
2.618 |
1.4743 |
|
4.250 |
1.4578 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5082 |
1.5134 |
| PP |
1.5070 |
1.5121 |
| S1 |
1.5058 |
1.5107 |
|