CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5230 |
1.5196 |
-0.0034 |
-0.2% |
1.5122 |
| High |
1.5239 |
1.5376 |
0.0137 |
0.9% |
1.5239 |
| Low |
1.5138 |
1.5191 |
0.0053 |
0.4% |
1.5006 |
| Close |
1.5180 |
1.5324 |
0.0144 |
0.9% |
1.5180 |
| Range |
0.0101 |
0.0185 |
0.0084 |
83.2% |
0.0233 |
| ATR |
0.0120 |
0.0125 |
0.0005 |
4.5% |
0.0000 |
| Volume |
136,985 |
141,830 |
4,845 |
3.5% |
537,591 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5852 |
1.5773 |
1.5426 |
|
| R3 |
1.5667 |
1.5588 |
1.5375 |
|
| R2 |
1.5482 |
1.5482 |
1.5358 |
|
| R1 |
1.5403 |
1.5403 |
1.5341 |
1.5443 |
| PP |
1.5297 |
1.5297 |
1.5297 |
1.5317 |
| S1 |
1.5218 |
1.5218 |
1.5307 |
1.5258 |
| S2 |
1.5112 |
1.5112 |
1.5290 |
|
| S3 |
1.4927 |
1.5033 |
1.5273 |
|
| S4 |
1.4742 |
1.4848 |
1.5222 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5841 |
1.5743 |
1.5308 |
|
| R3 |
1.5608 |
1.5510 |
1.5244 |
|
| R2 |
1.5375 |
1.5375 |
1.5223 |
|
| R1 |
1.5277 |
1.5277 |
1.5201 |
1.5326 |
| PP |
1.5142 |
1.5142 |
1.5142 |
1.5166 |
| S1 |
1.5044 |
1.5044 |
1.5159 |
1.5093 |
| S2 |
1.4909 |
1.4909 |
1.5137 |
|
| S3 |
1.4676 |
1.4811 |
1.5116 |
|
| S4 |
1.4443 |
1.4578 |
1.5052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5376 |
1.5006 |
0.0370 |
2.4% |
0.0137 |
0.9% |
86% |
True |
False |
135,884 |
| 10 |
1.5376 |
1.5006 |
0.0370 |
2.4% |
0.0131 |
0.9% |
86% |
True |
False |
134,544 |
| 20 |
1.5594 |
1.5006 |
0.0588 |
3.8% |
0.0127 |
0.8% |
54% |
False |
False |
124,352 |
| 40 |
1.5603 |
1.5006 |
0.0597 |
3.9% |
0.0115 |
0.8% |
53% |
False |
False |
111,770 |
| 60 |
1.5603 |
1.4823 |
0.0780 |
5.1% |
0.0115 |
0.8% |
64% |
False |
False |
107,712 |
| 80 |
1.5817 |
1.4823 |
0.0994 |
6.5% |
0.0118 |
0.8% |
50% |
False |
False |
81,483 |
| 100 |
1.6160 |
1.4823 |
0.1337 |
8.7% |
0.0109 |
0.7% |
37% |
False |
False |
65,198 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0098 |
0.6% |
34% |
False |
False |
54,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6162 |
|
2.618 |
1.5860 |
|
1.618 |
1.5675 |
|
1.000 |
1.5561 |
|
0.618 |
1.5490 |
|
HIGH |
1.5376 |
|
0.618 |
1.5305 |
|
0.500 |
1.5284 |
|
0.382 |
1.5262 |
|
LOW |
1.5191 |
|
0.618 |
1.5077 |
|
1.000 |
1.5006 |
|
1.618 |
1.4892 |
|
2.618 |
1.4707 |
|
4.250 |
1.4405 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5311 |
1.5297 |
| PP |
1.5297 |
1.5269 |
| S1 |
1.5284 |
1.5242 |
|