CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5312 |
1.5297 |
-0.0015 |
-0.1% |
1.5119 |
| High |
1.5322 |
1.5400 |
0.0078 |
0.5% |
1.5231 |
| Low |
1.5264 |
1.5283 |
0.0019 |
0.1% |
1.4999 |
| Close |
1.5295 |
1.5392 |
0.0097 |
0.6% |
1.5171 |
| Range |
0.0058 |
0.0117 |
0.0059 |
101.7% |
0.0232 |
| ATR |
0.0110 |
0.0111 |
0.0000 |
0.4% |
0.0000 |
| Volume |
1,865 |
2,990 |
1,125 |
60.3% |
5,950 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5709 |
1.5668 |
1.5456 |
|
| R3 |
1.5592 |
1.5551 |
1.5424 |
|
| R2 |
1.5475 |
1.5475 |
1.5413 |
|
| R1 |
1.5434 |
1.5434 |
1.5403 |
1.5455 |
| PP |
1.5358 |
1.5358 |
1.5358 |
1.5369 |
| S1 |
1.5317 |
1.5317 |
1.5381 |
1.5338 |
| S2 |
1.5241 |
1.5241 |
1.5371 |
|
| S3 |
1.5124 |
1.5200 |
1.5360 |
|
| S4 |
1.5007 |
1.5083 |
1.5328 |
|
|
| 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 |
1.5400 |
1.5105 |
0.0295 |
1.9% |
0.0118 |
0.8% |
97% |
True |
False |
2,721 |
| 10 |
1.5400 |
1.4999 |
0.0401 |
2.6% |
0.0117 |
0.8% |
98% |
True |
False |
1,600 |
| 20 |
1.5580 |
1.4999 |
0.0581 |
3.8% |
0.0119 |
0.8% |
68% |
False |
False |
908 |
| 40 |
1.5580 |
1.4999 |
0.0581 |
3.8% |
0.0092 |
0.6% |
68% |
False |
False |
468 |
| 60 |
1.5580 |
1.4830 |
0.0750 |
4.9% |
0.0086 |
0.6% |
75% |
False |
False |
325 |
| 80 |
1.5648 |
1.4830 |
0.0818 |
5.3% |
0.0074 |
0.5% |
69% |
False |
False |
245 |
| 100 |
1.6106 |
1.4830 |
0.1276 |
8.3% |
0.0060 |
0.4% |
44% |
False |
False |
198 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.3% |
0.0050 |
0.3% |
39% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5897 |
|
2.618 |
1.5706 |
|
1.618 |
1.5589 |
|
1.000 |
1.5517 |
|
0.618 |
1.5472 |
|
HIGH |
1.5400 |
|
0.618 |
1.5355 |
|
0.500 |
1.5342 |
|
0.382 |
1.5328 |
|
LOW |
1.5283 |
|
0.618 |
1.5211 |
|
1.000 |
1.5166 |
|
1.618 |
1.5094 |
|
2.618 |
1.4977 |
|
4.250 |
1.4786 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5375 |
1.5357 |
| PP |
1.5358 |
1.5321 |
| S1 |
1.5342 |
1.5286 |
|