CME British Pound Future September 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.5297 |
1.5399 |
0.0102 |
0.7% |
1.5119 |
| High |
1.5400 |
1.5674 |
0.0274 |
1.8% |
1.5231 |
| Low |
1.5283 |
1.5377 |
0.0094 |
0.6% |
1.4999 |
| Close |
1.5392 |
1.5599 |
0.0207 |
1.3% |
1.5171 |
| Range |
0.0117 |
0.0297 |
0.0180 |
153.8% |
0.0232 |
| ATR |
0.0111 |
0.0124 |
0.0013 |
12.0% |
0.0000 |
| Volume |
2,990 |
9,839 |
6,849 |
229.1% |
5,950 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6441 |
1.6317 |
1.5762 |
|
| R3 |
1.6144 |
1.6020 |
1.5681 |
|
| R2 |
1.5847 |
1.5847 |
1.5653 |
|
| R1 |
1.5723 |
1.5723 |
1.5626 |
1.5785 |
| PP |
1.5550 |
1.5550 |
1.5550 |
1.5581 |
| S1 |
1.5426 |
1.5426 |
1.5572 |
1.5488 |
| S2 |
1.5253 |
1.5253 |
1.5545 |
|
| S3 |
1.4956 |
1.5129 |
1.5517 |
|
| S4 |
1.4659 |
1.4832 |
1.5436 |
|
|
| 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 |
1.5674 |
1.5131 |
0.0543 |
3.5% |
0.0153 |
1.0% |
86% |
True |
False |
4,027 |
| 10 |
1.5674 |
1.4999 |
0.0675 |
4.3% |
0.0132 |
0.8% |
89% |
True |
False |
2,554 |
| 20 |
1.5674 |
1.4999 |
0.0675 |
4.3% |
0.0128 |
0.8% |
89% |
True |
False |
1,393 |
| 40 |
1.5674 |
1.4999 |
0.0675 |
4.3% |
0.0098 |
0.6% |
89% |
True |
False |
714 |
| 60 |
1.5674 |
1.4912 |
0.0762 |
4.9% |
0.0089 |
0.6% |
90% |
True |
False |
489 |
| 80 |
1.5674 |
1.4830 |
0.0844 |
5.4% |
0.0078 |
0.5% |
91% |
True |
False |
368 |
| 100 |
1.6070 |
1.4830 |
0.1240 |
7.9% |
0.0063 |
0.4% |
62% |
False |
False |
297 |
| 120 |
1.6269 |
1.4830 |
0.1439 |
9.2% |
0.0053 |
0.3% |
53% |
False |
False |
247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6936 |
|
2.618 |
1.6452 |
|
1.618 |
1.6155 |
|
1.000 |
1.5971 |
|
0.618 |
1.5858 |
|
HIGH |
1.5674 |
|
0.618 |
1.5561 |
|
0.500 |
1.5526 |
|
0.382 |
1.5490 |
|
LOW |
1.5377 |
|
0.618 |
1.5193 |
|
1.000 |
1.5080 |
|
1.618 |
1.4896 |
|
2.618 |
1.4599 |
|
4.250 |
1.4115 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.5575 |
1.5556 |
| PP |
1.5550 |
1.5512 |
| S1 |
1.5526 |
1.5469 |
|