CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5111 |
1.5220 |
0.0109 |
0.7% |
1.5119 |
| High |
1.5224 |
1.5231 |
0.0007 |
0.0% |
1.5231 |
| Low |
1.5105 |
1.5131 |
0.0026 |
0.2% |
1.4999 |
| Close |
1.5210 |
1.5171 |
-0.0039 |
-0.3% |
1.5171 |
| Range |
0.0119 |
0.0100 |
-0.0019 |
-16.0% |
0.0232 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
3,308 |
1,672 |
-1,636 |
-49.5% |
5,950 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5478 |
1.5424 |
1.5226 |
|
| R3 |
1.5378 |
1.5324 |
1.5199 |
|
| R2 |
1.5278 |
1.5278 |
1.5189 |
|
| R1 |
1.5224 |
1.5224 |
1.5180 |
1.5201 |
| PP |
1.5178 |
1.5178 |
1.5178 |
1.5166 |
| S1 |
1.5124 |
1.5124 |
1.5162 |
1.5101 |
| S2 |
1.5078 |
1.5078 |
1.5153 |
|
| S3 |
1.4978 |
1.5024 |
1.5144 |
|
| S4 |
1.4878 |
1.4924 |
1.5116 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5830 |
1.5732 |
1.5299 |
|
| R3 |
1.5598 |
1.5500 |
1.5235 |
|
| R2 |
1.5366 |
1.5366 |
1.5214 |
|
| R1 |
1.5268 |
1.5268 |
1.5192 |
1.5317 |
| PP |
1.5134 |
1.5134 |
1.5134 |
1.5158 |
| S1 |
1.5036 |
1.5036 |
1.5150 |
1.5085 |
| S2 |
1.4902 |
1.4902 |
1.5128 |
|
| S3 |
1.4670 |
1.4804 |
1.5107 |
|
| S4 |
1.4438 |
1.4572 |
1.5043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5231 |
1.4999 |
0.0232 |
1.5% |
0.0110 |
0.7% |
74% |
True |
False |
1,272 |
| 10 |
1.5286 |
1.4999 |
0.0287 |
1.9% |
0.0120 |
0.8% |
60% |
False |
False |
827 |
| 20 |
1.5580 |
1.4999 |
0.0581 |
3.8% |
0.0113 |
0.7% |
30% |
False |
False |
481 |
| 40 |
1.5580 |
1.4999 |
0.0581 |
3.8% |
0.0090 |
0.6% |
30% |
False |
False |
261 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
4.9% |
0.0083 |
0.5% |
45% |
False |
False |
182 |
| 80 |
1.5781 |
1.4830 |
0.0951 |
6.3% |
0.0069 |
0.5% |
36% |
False |
False |
138 |
| 100 |
1.6137 |
1.4830 |
0.1307 |
8.6% |
0.0057 |
0.4% |
26% |
False |
False |
112 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.5% |
0.0047 |
0.3% |
24% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5656 |
|
2.618 |
1.5493 |
|
1.618 |
1.5393 |
|
1.000 |
1.5331 |
|
0.618 |
1.5293 |
|
HIGH |
1.5231 |
|
0.618 |
1.5193 |
|
0.500 |
1.5181 |
|
0.382 |
1.5169 |
|
LOW |
1.5131 |
|
0.618 |
1.5069 |
|
1.000 |
1.5031 |
|
1.618 |
1.4969 |
|
2.618 |
1.4869 |
|
4.250 |
1.4706 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5181 |
1.5152 |
| PP |
1.5178 |
1.5134 |
| S1 |
1.5174 |
1.5115 |
|