CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5119 |
1.5019 |
-0.0100 |
-0.7% |
1.5174 |
| High |
1.5144 |
1.5136 |
-0.0008 |
-0.1% |
1.5270 |
| Low |
1.5021 |
1.4999 |
-0.0022 |
-0.1% |
1.5007 |
| Close |
1.5054 |
1.5114 |
0.0060 |
0.4% |
1.5104 |
| Range |
0.0123 |
0.0137 |
0.0014 |
11.4% |
0.0263 |
| ATR |
0.0106 |
0.0108 |
0.0002 |
2.1% |
0.0000 |
| Volume |
487 |
483 |
-4 |
-0.8% |
2,105 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5494 |
1.5441 |
1.5189 |
|
| R3 |
1.5357 |
1.5304 |
1.5152 |
|
| R2 |
1.5220 |
1.5220 |
1.5139 |
|
| R1 |
1.5167 |
1.5167 |
1.5127 |
1.5194 |
| PP |
1.5083 |
1.5083 |
1.5083 |
1.5096 |
| S1 |
1.5030 |
1.5030 |
1.5101 |
1.5057 |
| S2 |
1.4946 |
1.4946 |
1.5089 |
|
| S3 |
1.4809 |
1.4893 |
1.5076 |
|
| S4 |
1.4672 |
1.4756 |
1.5039 |
|
|
| 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 |
1.5160 |
1.4999 |
0.0161 |
1.1% |
0.0116 |
0.8% |
71% |
False |
True |
479 |
| 10 |
1.5307 |
1.4999 |
0.0308 |
2.0% |
0.0119 |
0.8% |
37% |
False |
True |
389 |
| 20 |
1.5580 |
1.4999 |
0.0581 |
3.8% |
0.0108 |
0.7% |
20% |
False |
True |
236 |
| 40 |
1.5580 |
1.4999 |
0.0581 |
3.8% |
0.0091 |
0.6% |
20% |
False |
True |
139 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
5.0% |
0.0081 |
0.5% |
38% |
False |
False |
99 |
| 80 |
1.5781 |
1.4830 |
0.0951 |
6.3% |
0.0067 |
0.4% |
30% |
False |
False |
77 |
| 100 |
1.6137 |
1.4830 |
0.1307 |
8.6% |
0.0054 |
0.4% |
22% |
False |
False |
62 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0045 |
0.3% |
20% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5718 |
|
2.618 |
1.5495 |
|
1.618 |
1.5358 |
|
1.000 |
1.5273 |
|
0.618 |
1.5221 |
|
HIGH |
1.5136 |
|
0.618 |
1.5084 |
|
0.500 |
1.5068 |
|
0.382 |
1.5051 |
|
LOW |
1.4999 |
|
0.618 |
1.4914 |
|
1.000 |
1.4862 |
|
1.618 |
1.4777 |
|
2.618 |
1.4640 |
|
4.250 |
1.4417 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5099 |
1.5100 |
| PP |
1.5083 |
1.5086 |
| S1 |
1.5068 |
1.5072 |
|