CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5570 |
1.5644 |
0.0074 |
0.5% |
1.5196 |
| High |
1.5652 |
1.5700 |
0.0048 |
0.3% |
1.5684 |
| Low |
1.5520 |
1.5633 |
0.0113 |
0.7% |
1.5191 |
| Close |
1.5642 |
1.5677 |
0.0035 |
0.2% |
1.5558 |
| Range |
0.0132 |
0.0067 |
-0.0065 |
-49.2% |
0.0493 |
| ATR |
0.0131 |
0.0126 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
190,058 |
165,791 |
-24,267 |
-12.8% |
812,461 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5871 |
1.5841 |
1.5714 |
|
| R3 |
1.5804 |
1.5774 |
1.5695 |
|
| R2 |
1.5737 |
1.5737 |
1.5689 |
|
| R1 |
1.5707 |
1.5707 |
1.5683 |
1.5722 |
| PP |
1.5670 |
1.5670 |
1.5670 |
1.5678 |
| S1 |
1.5640 |
1.5640 |
1.5671 |
1.5655 |
| S2 |
1.5603 |
1.5603 |
1.5665 |
|
| S3 |
1.5536 |
1.5573 |
1.5659 |
|
| S4 |
1.5469 |
1.5506 |
1.5640 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6957 |
1.6750 |
1.5829 |
|
| R3 |
1.6464 |
1.6257 |
1.5694 |
|
| R2 |
1.5971 |
1.5971 |
1.5648 |
|
| R1 |
1.5764 |
1.5764 |
1.5603 |
1.5868 |
| PP |
1.5478 |
1.5478 |
1.5478 |
1.5529 |
| S1 |
1.5271 |
1.5271 |
1.5513 |
1.5375 |
| S2 |
1.4985 |
1.4985 |
1.5468 |
|
| S3 |
1.4492 |
1.4778 |
1.5422 |
|
| S4 |
1.3999 |
1.4285 |
1.5287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5700 |
1.5381 |
0.0319 |
2.0% |
0.0144 |
0.9% |
93% |
True |
False |
181,384 |
| 10 |
1.5700 |
1.5108 |
0.0592 |
3.8% |
0.0132 |
0.8% |
96% |
True |
False |
156,901 |
| 20 |
1.5700 |
1.5006 |
0.0694 |
4.4% |
0.0130 |
0.8% |
97% |
True |
False |
144,782 |
| 40 |
1.5700 |
1.5006 |
0.0694 |
4.4% |
0.0121 |
0.8% |
97% |
True |
False |
125,004 |
| 60 |
1.5700 |
1.5006 |
0.0694 |
4.4% |
0.0117 |
0.7% |
97% |
True |
False |
117,522 |
| 80 |
1.5700 |
1.4823 |
0.0877 |
5.6% |
0.0119 |
0.8% |
97% |
True |
False |
95,912 |
| 100 |
1.5972 |
1.4823 |
0.1149 |
7.3% |
0.0114 |
0.7% |
74% |
False |
False |
76,749 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.4% |
0.0103 |
0.7% |
58% |
False |
False |
63,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5985 |
|
2.618 |
1.5875 |
|
1.618 |
1.5808 |
|
1.000 |
1.5767 |
|
0.618 |
1.5741 |
|
HIGH |
1.5700 |
|
0.618 |
1.5674 |
|
0.500 |
1.5667 |
|
0.382 |
1.5659 |
|
LOW |
1.5633 |
|
0.618 |
1.5592 |
|
1.000 |
1.5566 |
|
1.618 |
1.5525 |
|
2.618 |
1.5458 |
|
4.250 |
1.5348 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5674 |
1.5651 |
| PP |
1.5670 |
1.5624 |
| S1 |
1.5667 |
1.5598 |
|