CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5220 |
1.5185 |
-0.0035 |
-0.2% |
1.5119 |
| High |
1.5231 |
1.5366 |
0.0135 |
0.9% |
1.5231 |
| Low |
1.5131 |
1.5171 |
0.0040 |
0.3% |
1.4999 |
| Close |
1.5171 |
1.5315 |
0.0144 |
0.9% |
1.5171 |
| Range |
0.0100 |
0.0195 |
0.0095 |
95.0% |
0.0232 |
| ATR |
0.0108 |
0.0114 |
0.0006 |
5.7% |
0.0000 |
| Volume |
1,672 |
3,771 |
2,099 |
125.5% |
5,950 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5869 |
1.5787 |
1.5422 |
|
| R3 |
1.5674 |
1.5592 |
1.5369 |
|
| R2 |
1.5479 |
1.5479 |
1.5351 |
|
| R1 |
1.5397 |
1.5397 |
1.5333 |
1.5438 |
| PP |
1.5284 |
1.5284 |
1.5284 |
1.5305 |
| S1 |
1.5202 |
1.5202 |
1.5297 |
1.5243 |
| S2 |
1.5089 |
1.5089 |
1.5279 |
|
| S3 |
1.4894 |
1.5007 |
1.5261 |
|
| S4 |
1.4699 |
1.4812 |
1.5208 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5830 |
1.5732 |
1.5299 |
|
| R3 |
1.5598 |
1.5500 |
1.5235 |
|
| R2 |
1.5366 |
1.5366 |
1.5214 |
|
| R1 |
1.5268 |
1.5268 |
1.5192 |
1.5317 |
| PP |
1.5134 |
1.5134 |
1.5134 |
1.5158 |
| S1 |
1.5036 |
1.5036 |
1.5150 |
1.5085 |
| S2 |
1.4902 |
1.4902 |
1.5128 |
|
| S3 |
1.4670 |
1.4804 |
1.5107 |
|
| S4 |
1.4438 |
1.4572 |
1.5043 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5366 |
1.4999 |
0.0367 |
2.4% |
0.0135 |
0.9% |
86% |
True |
False |
1,944 |
| 10 |
1.5366 |
1.4999 |
0.0367 |
2.4% |
0.0127 |
0.8% |
86% |
True |
False |
1,182 |
| 20 |
1.5580 |
1.4999 |
0.0581 |
3.8% |
0.0118 |
0.8% |
54% |
False |
False |
668 |
| 40 |
1.5580 |
1.4999 |
0.0581 |
3.8% |
0.0092 |
0.6% |
54% |
False |
False |
354 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
4.9% |
0.0085 |
0.6% |
65% |
False |
False |
245 |
| 80 |
1.5781 |
1.4830 |
0.0951 |
6.2% |
0.0072 |
0.5% |
51% |
False |
False |
185 |
| 100 |
1.6137 |
1.4830 |
0.1307 |
8.5% |
0.0059 |
0.4% |
37% |
False |
False |
150 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.4% |
0.0049 |
0.3% |
34% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6195 |
|
2.618 |
1.5877 |
|
1.618 |
1.5682 |
|
1.000 |
1.5561 |
|
0.618 |
1.5487 |
|
HIGH |
1.5366 |
|
0.618 |
1.5292 |
|
0.500 |
1.5269 |
|
0.382 |
1.5245 |
|
LOW |
1.5171 |
|
0.618 |
1.5050 |
|
1.000 |
1.4976 |
|
1.618 |
1.4855 |
|
2.618 |
1.4660 |
|
4.250 |
1.4342 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5300 |
1.5289 |
| PP |
1.5284 |
1.5262 |
| S1 |
1.5269 |
1.5236 |
|