CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5644 |
1.5680 |
0.0036 |
0.2% |
1.5196 |
| High |
1.5700 |
1.5738 |
0.0038 |
0.2% |
1.5684 |
| Low |
1.5633 |
1.5646 |
0.0013 |
0.1% |
1.5191 |
| Close |
1.5677 |
1.5697 |
0.0020 |
0.1% |
1.5558 |
| Range |
0.0067 |
0.0092 |
0.0025 |
37.3% |
0.0493 |
| ATR |
0.0126 |
0.0124 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
165,791 |
136,240 |
-29,551 |
-17.8% |
812,461 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5970 |
1.5925 |
1.5748 |
|
| R3 |
1.5878 |
1.5833 |
1.5722 |
|
| R2 |
1.5786 |
1.5786 |
1.5714 |
|
| R1 |
1.5741 |
1.5741 |
1.5705 |
1.5764 |
| PP |
1.5694 |
1.5694 |
1.5694 |
1.5705 |
| S1 |
1.5649 |
1.5649 |
1.5689 |
1.5672 |
| S2 |
1.5602 |
1.5602 |
1.5680 |
|
| S3 |
1.5510 |
1.5557 |
1.5672 |
|
| S4 |
1.5418 |
1.5465 |
1.5646 |
|
|
| 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 |
1.5738 |
1.5490 |
0.0248 |
1.6% |
0.0102 |
0.6% |
83% |
True |
False |
161,249 |
| 10 |
1.5738 |
1.5138 |
0.0600 |
3.8% |
0.0129 |
0.8% |
93% |
True |
False |
157,032 |
| 20 |
1.5738 |
1.5006 |
0.0732 |
4.7% |
0.0129 |
0.8% |
94% |
True |
False |
143,679 |
| 40 |
1.5738 |
1.5006 |
0.0732 |
4.7% |
0.0120 |
0.8% |
94% |
True |
False |
125,353 |
| 60 |
1.5738 |
1.5006 |
0.0732 |
4.7% |
0.0117 |
0.7% |
94% |
True |
False |
117,902 |
| 80 |
1.5738 |
1.4823 |
0.0915 |
5.8% |
0.0119 |
0.8% |
96% |
True |
False |
97,611 |
| 100 |
1.5867 |
1.4823 |
0.1044 |
6.7% |
0.0114 |
0.7% |
84% |
False |
False |
78,110 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.4% |
0.0104 |
0.7% |
59% |
False |
False |
65,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6129 |
|
2.618 |
1.5979 |
|
1.618 |
1.5887 |
|
1.000 |
1.5830 |
|
0.618 |
1.5795 |
|
HIGH |
1.5738 |
|
0.618 |
1.5703 |
|
0.500 |
1.5692 |
|
0.382 |
1.5681 |
|
LOW |
1.5646 |
|
0.618 |
1.5589 |
|
1.000 |
1.5554 |
|
1.618 |
1.5497 |
|
2.618 |
1.5405 |
|
4.250 |
1.5255 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5695 |
1.5674 |
| PP |
1.5694 |
1.5652 |
| S1 |
1.5692 |
1.5629 |
|