CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5680 |
1.5717 |
0.0037 |
0.2% |
1.5538 |
| High |
1.5738 |
1.5719 |
-0.0019 |
-0.1% |
1.5738 |
| Low |
1.5646 |
1.5617 |
-0.0029 |
-0.2% |
1.5495 |
| Close |
1.5697 |
1.5703 |
0.0006 |
0.0% |
1.5703 |
| Range |
0.0092 |
0.0102 |
0.0010 |
10.9% |
0.0243 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
136,240 |
36,967 |
-99,273 |
-72.9% |
657,842 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5986 |
1.5946 |
1.5759 |
|
| R3 |
1.5884 |
1.5844 |
1.5731 |
|
| R2 |
1.5782 |
1.5782 |
1.5722 |
|
| R1 |
1.5742 |
1.5742 |
1.5712 |
1.5711 |
| PP |
1.5680 |
1.5680 |
1.5680 |
1.5664 |
| S1 |
1.5640 |
1.5640 |
1.5694 |
1.5609 |
| S2 |
1.5578 |
1.5578 |
1.5684 |
|
| S3 |
1.5476 |
1.5538 |
1.5675 |
|
| S4 |
1.5374 |
1.5436 |
1.5647 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6374 |
1.6282 |
1.5837 |
|
| R3 |
1.6131 |
1.6039 |
1.5770 |
|
| R2 |
1.5888 |
1.5888 |
1.5748 |
|
| R1 |
1.5796 |
1.5796 |
1.5725 |
1.5842 |
| PP |
1.5645 |
1.5645 |
1.5645 |
1.5669 |
| S1 |
1.5553 |
1.5553 |
1.5681 |
1.5599 |
| S2 |
1.5402 |
1.5402 |
1.5658 |
|
| S3 |
1.5159 |
1.5310 |
1.5636 |
|
| S4 |
1.4916 |
1.5067 |
1.5569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5738 |
1.5495 |
0.0243 |
1.5% |
0.0097 |
0.6% |
86% |
False |
False |
131,568 |
| 10 |
1.5738 |
1.5191 |
0.0547 |
3.5% |
0.0129 |
0.8% |
94% |
False |
False |
147,030 |
| 20 |
1.5738 |
1.5006 |
0.0732 |
4.7% |
0.0128 |
0.8% |
95% |
False |
False |
139,545 |
| 40 |
1.5738 |
1.5006 |
0.0732 |
4.7% |
0.0120 |
0.8% |
95% |
False |
False |
123,954 |
| 60 |
1.5738 |
1.5006 |
0.0732 |
4.7% |
0.0116 |
0.7% |
95% |
False |
False |
115,137 |
| 80 |
1.5738 |
1.4823 |
0.0915 |
5.8% |
0.0118 |
0.7% |
96% |
False |
False |
98,040 |
| 100 |
1.5867 |
1.4823 |
0.1044 |
6.6% |
0.0114 |
0.7% |
84% |
False |
False |
78,479 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.4% |
0.0105 |
0.7% |
60% |
False |
False |
65,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6153 |
|
2.618 |
1.5986 |
|
1.618 |
1.5884 |
|
1.000 |
1.5821 |
|
0.618 |
1.5782 |
|
HIGH |
1.5719 |
|
0.618 |
1.5680 |
|
0.500 |
1.5668 |
|
0.382 |
1.5656 |
|
LOW |
1.5617 |
|
0.618 |
1.5554 |
|
1.000 |
1.5515 |
|
1.618 |
1.5452 |
|
2.618 |
1.5350 |
|
4.250 |
1.5184 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5691 |
1.5695 |
| PP |
1.5680 |
1.5686 |
| S1 |
1.5668 |
1.5678 |
|