CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5317 |
1.5312 |
-0.0005 |
0.0% |
1.5122 |
| High |
1.5341 |
1.5409 |
0.0068 |
0.4% |
1.5239 |
| Low |
1.5272 |
1.5290 |
0.0018 |
0.1% |
1.5006 |
| Close |
1.5304 |
1.5401 |
0.0097 |
0.6% |
1.5180 |
| Range |
0.0069 |
0.0119 |
0.0050 |
72.5% |
0.0233 |
| ATR |
0.0121 |
0.0121 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
104,833 |
143,513 |
38,680 |
36.9% |
537,591 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5724 |
1.5681 |
1.5466 |
|
| R3 |
1.5605 |
1.5562 |
1.5434 |
|
| R2 |
1.5486 |
1.5486 |
1.5423 |
|
| R1 |
1.5443 |
1.5443 |
1.5412 |
1.5465 |
| PP |
1.5367 |
1.5367 |
1.5367 |
1.5377 |
| S1 |
1.5324 |
1.5324 |
1.5390 |
1.5346 |
| S2 |
1.5248 |
1.5248 |
1.5379 |
|
| S3 |
1.5129 |
1.5205 |
1.5368 |
|
| S4 |
1.5010 |
1.5086 |
1.5336 |
|
|
| 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 |
1.5409 |
1.5108 |
0.0301 |
2.0% |
0.0120 |
0.8% |
97% |
True |
False |
132,419 |
| 10 |
1.5409 |
1.5006 |
0.0403 |
2.6% |
0.0122 |
0.8% |
98% |
True |
False |
134,230 |
| 20 |
1.5589 |
1.5006 |
0.0583 |
3.8% |
0.0127 |
0.8% |
68% |
False |
False |
130,060 |
| 40 |
1.5603 |
1.5006 |
0.0597 |
3.9% |
0.0114 |
0.7% |
66% |
False |
False |
113,325 |
| 60 |
1.5603 |
1.4823 |
0.0780 |
5.1% |
0.0115 |
0.7% |
74% |
False |
False |
110,921 |
| 80 |
1.5793 |
1.4823 |
0.0970 |
6.3% |
0.0117 |
0.8% |
60% |
False |
False |
84,585 |
| 100 |
1.6154 |
1.4823 |
0.1331 |
8.6% |
0.0109 |
0.7% |
43% |
False |
False |
67,682 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.6% |
0.0099 |
0.6% |
39% |
False |
False |
56,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5915 |
|
2.618 |
1.5721 |
|
1.618 |
1.5602 |
|
1.000 |
1.5528 |
|
0.618 |
1.5483 |
|
HIGH |
1.5409 |
|
0.618 |
1.5364 |
|
0.500 |
1.5350 |
|
0.382 |
1.5335 |
|
LOW |
1.5290 |
|
0.618 |
1.5216 |
|
1.000 |
1.5171 |
|
1.618 |
1.5097 |
|
2.618 |
1.4978 |
|
4.250 |
1.4784 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5384 |
1.5367 |
| PP |
1.5367 |
1.5334 |
| S1 |
1.5350 |
1.5300 |
|