CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5025 |
1.5088 |
0.0063 |
0.4% |
1.5174 |
| High |
1.5108 |
1.5133 |
0.0025 |
0.2% |
1.5270 |
| Low |
1.5007 |
1.5062 |
0.0055 |
0.4% |
1.5007 |
| Close |
1.5094 |
1.5104 |
0.0010 |
0.1% |
1.5104 |
| Range |
0.0101 |
0.0071 |
-0.0030 |
-29.7% |
0.0263 |
| ATR |
0.0107 |
0.0104 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
720 |
413 |
-307 |
-42.6% |
2,105 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5313 |
1.5279 |
1.5143 |
|
| R3 |
1.5242 |
1.5208 |
1.5124 |
|
| R2 |
1.5171 |
1.5171 |
1.5117 |
|
| R1 |
1.5137 |
1.5137 |
1.5111 |
1.5154 |
| PP |
1.5100 |
1.5100 |
1.5100 |
1.5108 |
| S1 |
1.5066 |
1.5066 |
1.5097 |
1.5083 |
| S2 |
1.5029 |
1.5029 |
1.5091 |
|
| S3 |
1.4958 |
1.4995 |
1.5084 |
|
| S4 |
1.4887 |
1.4924 |
1.5065 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5916 |
1.5773 |
1.5249 |
|
| R3 |
1.5653 |
1.5510 |
1.5176 |
|
| R2 |
1.5390 |
1.5390 |
1.5152 |
|
| R1 |
1.5247 |
1.5247 |
1.5128 |
1.5187 |
| PP |
1.5127 |
1.5127 |
1.5127 |
1.5097 |
| S1 |
1.4984 |
1.4984 |
1.5080 |
1.4924 |
| S2 |
1.4864 |
1.4864 |
1.5056 |
|
| S3 |
1.4601 |
1.4721 |
1.5032 |
|
| S4 |
1.4338 |
1.4458 |
1.4959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5270 |
1.5007 |
0.0263 |
1.7% |
0.0118 |
0.8% |
37% |
False |
False |
421 |
| 10 |
1.5373 |
1.5007 |
0.0366 |
2.4% |
0.0115 |
0.8% |
27% |
False |
False |
319 |
| 20 |
1.5580 |
1.5007 |
0.0573 |
3.8% |
0.0100 |
0.7% |
17% |
False |
False |
192 |
| 40 |
1.5580 |
1.5007 |
0.0573 |
3.8% |
0.0089 |
0.6% |
17% |
False |
False |
116 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
5.0% |
0.0080 |
0.5% |
37% |
False |
False |
83 |
| 80 |
1.5840 |
1.4830 |
0.1010 |
6.7% |
0.0063 |
0.4% |
27% |
False |
False |
65 |
| 100 |
1.6231 |
1.4830 |
0.1401 |
9.3% |
0.0052 |
0.3% |
20% |
False |
False |
53 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0043 |
0.3% |
19% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5435 |
|
2.618 |
1.5319 |
|
1.618 |
1.5248 |
|
1.000 |
1.5204 |
|
0.618 |
1.5177 |
|
HIGH |
1.5133 |
|
0.618 |
1.5106 |
|
0.500 |
1.5098 |
|
0.382 |
1.5089 |
|
LOW |
1.5062 |
|
0.618 |
1.5018 |
|
1.000 |
1.4991 |
|
1.618 |
1.4947 |
|
2.618 |
1.4876 |
|
4.250 |
1.4760 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5102 |
1.5097 |
| PP |
1.5100 |
1.5090 |
| S1 |
1.5098 |
1.5084 |
|