CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5196 |
1.5317 |
0.0121 |
0.8% |
1.5122 |
| High |
1.5376 |
1.5341 |
-0.0035 |
-0.2% |
1.5239 |
| Low |
1.5191 |
1.5272 |
0.0081 |
0.5% |
1.5006 |
| Close |
1.5324 |
1.5304 |
-0.0020 |
-0.1% |
1.5180 |
| Range |
0.0185 |
0.0069 |
-0.0116 |
-62.7% |
0.0233 |
| ATR |
0.0125 |
0.0121 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
141,830 |
104,833 |
-36,997 |
-26.1% |
537,591 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5513 |
1.5477 |
1.5342 |
|
| R3 |
1.5444 |
1.5408 |
1.5323 |
|
| R2 |
1.5375 |
1.5375 |
1.5317 |
|
| R1 |
1.5339 |
1.5339 |
1.5310 |
1.5323 |
| PP |
1.5306 |
1.5306 |
1.5306 |
1.5297 |
| S1 |
1.5270 |
1.5270 |
1.5298 |
1.5254 |
| S2 |
1.5237 |
1.5237 |
1.5291 |
|
| S3 |
1.5168 |
1.5201 |
1.5285 |
|
| S4 |
1.5099 |
1.5132 |
1.5266 |
|
|
| 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% |
0.0124 |
0.8% |
81% |
False |
False |
129,980 |
| 10 |
1.5376 |
1.5006 |
0.0370 |
2.4% |
0.0127 |
0.8% |
81% |
False |
False |
133,981 |
| 20 |
1.5589 |
1.5006 |
0.0583 |
3.8% |
0.0126 |
0.8% |
51% |
False |
False |
127,254 |
| 40 |
1.5603 |
1.5006 |
0.0597 |
3.9% |
0.0114 |
0.7% |
50% |
False |
False |
111,971 |
| 60 |
1.5603 |
1.4823 |
0.0780 |
5.1% |
0.0114 |
0.7% |
62% |
False |
False |
109,075 |
| 80 |
1.5817 |
1.4823 |
0.0994 |
6.5% |
0.0117 |
0.8% |
48% |
False |
False |
82,792 |
| 100 |
1.6160 |
1.4823 |
0.1337 |
8.7% |
0.0110 |
0.7% |
36% |
False |
False |
66,247 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.7% |
0.0098 |
0.6% |
33% |
False |
False |
55,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5634 |
|
2.618 |
1.5522 |
|
1.618 |
1.5453 |
|
1.000 |
1.5410 |
|
0.618 |
1.5384 |
|
HIGH |
1.5341 |
|
0.618 |
1.5315 |
|
0.500 |
1.5307 |
|
0.382 |
1.5298 |
|
LOW |
1.5272 |
|
0.618 |
1.5229 |
|
1.000 |
1.5203 |
|
1.618 |
1.5160 |
|
2.618 |
1.5091 |
|
4.250 |
1.4979 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5307 |
1.5288 |
| PP |
1.5306 |
1.5273 |
| S1 |
1.5305 |
1.5257 |
|