CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5312 |
1.5406 |
0.0094 |
0.6% |
1.5122 |
| High |
1.5409 |
1.5684 |
0.0275 |
1.8% |
1.5239 |
| Low |
1.5290 |
1.5381 |
0.0091 |
0.6% |
1.5006 |
| Close |
1.5401 |
1.5608 |
0.0207 |
1.3% |
1.5180 |
| Range |
0.0119 |
0.0303 |
0.0184 |
154.6% |
0.0233 |
| ATR |
0.0121 |
0.0134 |
0.0013 |
10.7% |
0.0000 |
| Volume |
143,513 |
236,911 |
93,398 |
65.1% |
537,591 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6467 |
1.6340 |
1.5775 |
|
| R3 |
1.6164 |
1.6037 |
1.5691 |
|
| R2 |
1.5861 |
1.5861 |
1.5664 |
|
| R1 |
1.5734 |
1.5734 |
1.5636 |
1.5798 |
| PP |
1.5558 |
1.5558 |
1.5558 |
1.5589 |
| S1 |
1.5431 |
1.5431 |
1.5580 |
1.5495 |
| S2 |
1.5255 |
1.5255 |
1.5552 |
|
| S3 |
1.4952 |
1.5128 |
1.5525 |
|
| S4 |
1.4649 |
1.4825 |
1.5441 |
|
|
| 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 |
1.5684 |
1.5138 |
0.0546 |
3.5% |
0.0155 |
1.0% |
86% |
True |
False |
152,814 |
| 10 |
1.5684 |
1.5006 |
0.0678 |
4.3% |
0.0137 |
0.9% |
89% |
True |
False |
140,045 |
| 20 |
1.5684 |
1.5006 |
0.0678 |
4.3% |
0.0136 |
0.9% |
89% |
True |
False |
136,575 |
| 40 |
1.5684 |
1.5006 |
0.0678 |
4.3% |
0.0121 |
0.8% |
89% |
True |
False |
117,465 |
| 60 |
1.5684 |
1.4884 |
0.0800 |
5.1% |
0.0118 |
0.8% |
91% |
True |
False |
113,874 |
| 80 |
1.5684 |
1.4823 |
0.0861 |
5.5% |
0.0119 |
0.8% |
91% |
True |
False |
87,545 |
| 100 |
1.6103 |
1.4823 |
0.1280 |
8.2% |
0.0112 |
0.7% |
61% |
False |
False |
70,050 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.5% |
0.0101 |
0.6% |
53% |
False |
False |
58,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6972 |
|
2.618 |
1.6477 |
|
1.618 |
1.6174 |
|
1.000 |
1.5987 |
|
0.618 |
1.5871 |
|
HIGH |
1.5684 |
|
0.618 |
1.5568 |
|
0.500 |
1.5533 |
|
0.382 |
1.5497 |
|
LOW |
1.5381 |
|
0.618 |
1.5194 |
|
1.000 |
1.5078 |
|
1.618 |
1.4891 |
|
2.618 |
1.4588 |
|
4.250 |
1.4093 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5583 |
1.5565 |
| PP |
1.5558 |
1.5521 |
| S1 |
1.5533 |
1.5478 |
|