CME British Pound Future June 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5717 |
1.5711 |
-0.0006 |
0.0% |
1.5538 |
| High |
1.5719 |
1.5750 |
0.0031 |
0.2% |
1.5738 |
| Low |
1.5617 |
1.5693 |
0.0076 |
0.5% |
1.5495 |
| Close |
1.5703 |
1.5732 |
0.0029 |
0.2% |
1.5703 |
| Range |
0.0102 |
0.0057 |
-0.0045 |
-44.1% |
0.0243 |
| ATR |
0.0122 |
0.0117 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
36,967 |
2,399 |
-34,568 |
-93.5% |
657,842 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5896 |
1.5871 |
1.5763 |
|
| R3 |
1.5839 |
1.5814 |
1.5748 |
|
| R2 |
1.5782 |
1.5782 |
1.5742 |
|
| R1 |
1.5757 |
1.5757 |
1.5737 |
1.5770 |
| PP |
1.5725 |
1.5725 |
1.5725 |
1.5731 |
| S1 |
1.5700 |
1.5700 |
1.5727 |
1.5713 |
| S2 |
1.5668 |
1.5668 |
1.5722 |
|
| S3 |
1.5611 |
1.5643 |
1.5716 |
|
| S4 |
1.5554 |
1.5586 |
1.5701 |
|
|
| 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 |
1.5750 |
1.5520 |
0.0230 |
1.5% |
0.0090 |
0.6% |
92% |
True |
False |
106,291 |
| 10 |
1.5750 |
1.5272 |
0.0478 |
3.0% |
0.0116 |
0.7% |
96% |
True |
False |
133,087 |
| 20 |
1.5750 |
1.5006 |
0.0744 |
4.7% |
0.0124 |
0.8% |
98% |
True |
False |
133,815 |
| 40 |
1.5750 |
1.5006 |
0.0744 |
4.7% |
0.0118 |
0.7% |
98% |
True |
False |
121,292 |
| 60 |
1.5750 |
1.5006 |
0.0744 |
4.7% |
0.0115 |
0.7% |
98% |
True |
False |
113,093 |
| 80 |
1.5750 |
1.4823 |
0.0927 |
5.9% |
0.0117 |
0.7% |
98% |
True |
False |
98,050 |
| 100 |
1.5867 |
1.4823 |
0.1044 |
6.6% |
0.0114 |
0.7% |
87% |
False |
False |
78,503 |
| 120 |
1.6300 |
1.4823 |
0.1477 |
9.4% |
0.0105 |
0.7% |
62% |
False |
False |
65,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5992 |
|
2.618 |
1.5899 |
|
1.618 |
1.5842 |
|
1.000 |
1.5807 |
|
0.618 |
1.5785 |
|
HIGH |
1.5750 |
|
0.618 |
1.5728 |
|
0.500 |
1.5722 |
|
0.382 |
1.5715 |
|
LOW |
1.5693 |
|
0.618 |
1.5658 |
|
1.000 |
1.5636 |
|
1.618 |
1.5601 |
|
2.618 |
1.5544 |
|
4.250 |
1.5451 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5729 |
1.5716 |
| PP |
1.5725 |
1.5700 |
| S1 |
1.5722 |
1.5684 |
|