CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5088 |
1.5119 |
0.0031 |
0.2% |
1.5174 |
| High |
1.5133 |
1.5144 |
0.0011 |
0.1% |
1.5270 |
| Low |
1.5062 |
1.5021 |
-0.0041 |
-0.3% |
1.5007 |
| Close |
1.5104 |
1.5054 |
-0.0050 |
-0.3% |
1.5104 |
| Range |
0.0071 |
0.0123 |
0.0052 |
73.2% |
0.0263 |
| ATR |
0.0104 |
0.0106 |
0.0001 |
1.3% |
0.0000 |
| Volume |
413 |
487 |
74 |
17.9% |
2,105 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5442 |
1.5371 |
1.5122 |
|
| R3 |
1.5319 |
1.5248 |
1.5088 |
|
| R2 |
1.5196 |
1.5196 |
1.5077 |
|
| R1 |
1.5125 |
1.5125 |
1.5065 |
1.5099 |
| PP |
1.5073 |
1.5073 |
1.5073 |
1.5060 |
| S1 |
1.5002 |
1.5002 |
1.5043 |
1.4976 |
| S2 |
1.4950 |
1.4950 |
1.5031 |
|
| S3 |
1.4827 |
1.4879 |
1.5020 |
|
| S4 |
1.4704 |
1.4756 |
1.4986 |
|
|
| 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 |
1.5261 |
1.5007 |
0.0254 |
1.7% |
0.0120 |
0.8% |
19% |
False |
False |
469 |
| 10 |
1.5310 |
1.5007 |
0.0303 |
2.0% |
0.0117 |
0.8% |
16% |
False |
False |
349 |
| 20 |
1.5580 |
1.5007 |
0.0573 |
3.8% |
0.0105 |
0.7% |
8% |
False |
False |
213 |
| 40 |
1.5580 |
1.5007 |
0.0573 |
3.8% |
0.0091 |
0.6% |
8% |
False |
False |
128 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
5.0% |
0.0080 |
0.5% |
30% |
False |
False |
91 |
| 80 |
1.5781 |
1.4830 |
0.0951 |
6.3% |
0.0065 |
0.4% |
24% |
False |
False |
71 |
| 100 |
1.6137 |
1.4830 |
0.1307 |
8.7% |
0.0053 |
0.4% |
17% |
False |
False |
57 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.6% |
0.0044 |
0.3% |
16% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5667 |
|
2.618 |
1.5466 |
|
1.618 |
1.5343 |
|
1.000 |
1.5267 |
|
0.618 |
1.5220 |
|
HIGH |
1.5144 |
|
0.618 |
1.5097 |
|
0.500 |
1.5083 |
|
0.382 |
1.5068 |
|
LOW |
1.5021 |
|
0.618 |
1.4945 |
|
1.000 |
1.4898 |
|
1.618 |
1.4822 |
|
2.618 |
1.4699 |
|
4.250 |
1.4498 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5083 |
1.5076 |
| PP |
1.5073 |
1.5068 |
| S1 |
1.5064 |
1.5061 |
|